CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 28-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2024 |
28-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0769 |
1.0797 |
0.0028 |
0.3% |
1.0783 |
| High |
1.0814 |
1.0813 |
-0.0001 |
0.0% |
1.0837 |
| Low |
1.0767 |
1.0774 |
0.0007 |
0.1% |
1.0760 |
| Close |
1.0794 |
1.0801 |
0.0007 |
0.1% |
1.0801 |
| Range |
0.0047 |
0.0039 |
-0.0008 |
-17.0% |
0.0077 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
781 |
935 |
154 |
19.7% |
3,799 |
|
| Daily Pivots for day following 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0913 |
1.0896 |
1.0822 |
|
| R3 |
1.0874 |
1.0857 |
1.0811 |
|
| R2 |
1.0835 |
1.0835 |
1.0808 |
|
| R1 |
1.0818 |
1.0818 |
1.0804 |
1.0826 |
| PP |
1.0796 |
1.0796 |
1.0796 |
1.0800 |
| S1 |
1.0779 |
1.0779 |
1.0797 |
1.0787 |
| S2 |
1.0757 |
1.0757 |
1.0793 |
|
| S3 |
1.0718 |
1.0740 |
1.0790 |
|
| S4 |
1.0679 |
1.0701 |
1.0779 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1030 |
1.0992 |
1.0843 |
|
| R3 |
1.0953 |
1.0915 |
1.0822 |
|
| R2 |
1.0876 |
1.0876 |
1.0815 |
|
| R1 |
1.0838 |
1.0838 |
1.0808 |
1.0857 |
| PP |
1.0799 |
1.0799 |
1.0799 |
1.0808 |
| S1 |
1.0761 |
1.0761 |
1.0793 |
1.0780 |
| S2 |
1.0722 |
1.0722 |
1.0786 |
|
| S3 |
1.0645 |
1.0684 |
1.0779 |
|
| S4 |
1.0568 |
1.0607 |
1.0758 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0837 |
1.0760 |
0.0077 |
0.7% |
0.0047 |
0.4% |
53% |
False |
False |
759 |
| 10 |
1.0855 |
1.0760 |
0.0095 |
0.9% |
0.0050 |
0.5% |
43% |
False |
False |
879 |
| 20 |
1.1010 |
1.0760 |
0.0250 |
2.3% |
0.0056 |
0.5% |
16% |
False |
False |
675 |
| 40 |
1.1010 |
1.0760 |
0.0250 |
2.3% |
0.0045 |
0.4% |
16% |
False |
False |
435 |
| 60 |
1.1010 |
1.0729 |
0.0281 |
2.6% |
0.0045 |
0.4% |
26% |
False |
False |
327 |
| 80 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0042 |
0.4% |
20% |
False |
False |
263 |
| 100 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0038 |
0.4% |
20% |
False |
False |
225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0978 |
|
2.618 |
1.0915 |
|
1.618 |
1.0876 |
|
1.000 |
1.0852 |
|
0.618 |
1.0837 |
|
HIGH |
1.0813 |
|
0.618 |
1.0798 |
|
0.500 |
1.0793 |
|
0.382 |
1.0788 |
|
LOW |
1.0774 |
|
0.618 |
1.0749 |
|
1.000 |
1.0735 |
|
1.618 |
1.0710 |
|
2.618 |
1.0671 |
|
4.250 |
1.0608 |
|
|
| Fisher Pivots for day following 28-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0798 |
1.0796 |
| PP |
1.0796 |
1.0791 |
| S1 |
1.0793 |
1.0787 |
|