CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 01-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2024 |
01-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0797 |
1.0820 |
0.0023 |
0.2% |
1.0783 |
| High |
1.0813 |
1.0862 |
0.0049 |
0.5% |
1.0837 |
| Low |
1.0774 |
1.0809 |
0.0035 |
0.3% |
1.0760 |
| Close |
1.0801 |
1.0816 |
0.0016 |
0.1% |
1.0801 |
| Range |
0.0039 |
0.0053 |
0.0014 |
35.9% |
0.0077 |
| ATR |
0.0052 |
0.0052 |
0.0001 |
1.3% |
0.0000 |
| Volume |
935 |
718 |
-217 |
-23.2% |
3,799 |
|
| Daily Pivots for day following 01-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0988 |
1.0955 |
1.0845 |
|
| R3 |
1.0935 |
1.0902 |
1.0831 |
|
| R2 |
1.0882 |
1.0882 |
1.0826 |
|
| R1 |
1.0849 |
1.0849 |
1.0821 |
1.0839 |
| PP |
1.0829 |
1.0829 |
1.0829 |
1.0824 |
| S1 |
1.0796 |
1.0796 |
1.0811 |
1.0786 |
| S2 |
1.0776 |
1.0776 |
1.0806 |
|
| S3 |
1.0723 |
1.0743 |
1.0801 |
|
| S4 |
1.0670 |
1.0690 |
1.0787 |
|
|
| 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 |
1.0862 |
1.0760 |
0.0102 |
0.9% |
0.0047 |
0.4% |
55% |
True |
False |
725 |
| 10 |
1.0862 |
1.0760 |
0.0102 |
0.9% |
0.0048 |
0.4% |
55% |
True |
False |
874 |
| 20 |
1.1010 |
1.0760 |
0.0250 |
2.3% |
0.0055 |
0.5% |
23% |
False |
False |
693 |
| 40 |
1.1010 |
1.0760 |
0.0250 |
2.3% |
0.0045 |
0.4% |
23% |
False |
False |
451 |
| 60 |
1.1010 |
1.0729 |
0.0281 |
2.6% |
0.0045 |
0.4% |
31% |
False |
False |
337 |
| 80 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0043 |
0.4% |
24% |
False |
False |
272 |
| 100 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0039 |
0.4% |
24% |
False |
False |
231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1087 |
|
2.618 |
1.1000 |
|
1.618 |
1.0947 |
|
1.000 |
1.0915 |
|
0.618 |
1.0894 |
|
HIGH |
1.0862 |
|
0.618 |
1.0841 |
|
0.500 |
1.0835 |
|
0.382 |
1.0829 |
|
LOW |
1.0809 |
|
0.618 |
1.0776 |
|
1.000 |
1.0756 |
|
1.618 |
1.0723 |
|
2.618 |
1.0670 |
|
4.250 |
1.0583 |
|
|
| Fisher Pivots for day following 01-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0835 |
1.0815 |
| PP |
1.0829 |
1.0815 |
| S1 |
1.0822 |
1.0814 |
|