CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 02-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2024 |
02-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0820 |
1.0818 |
-0.0002 |
0.0% |
1.0783 |
| High |
1.0862 |
1.0831 |
-0.0031 |
-0.3% |
1.0837 |
| Low |
1.0809 |
1.0798 |
-0.0011 |
-0.1% |
1.0760 |
| Close |
1.0816 |
1.0827 |
0.0011 |
0.1% |
1.0801 |
| Range |
0.0053 |
0.0033 |
-0.0020 |
-37.7% |
0.0077 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
718 |
519 |
-199 |
-27.7% |
3,799 |
|
| Daily Pivots for day following 02-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0918 |
1.0905 |
1.0845 |
|
| R3 |
1.0885 |
1.0872 |
1.0836 |
|
| R2 |
1.0852 |
1.0852 |
1.0833 |
|
| R1 |
1.0839 |
1.0839 |
1.0830 |
1.0846 |
| PP |
1.0819 |
1.0819 |
1.0819 |
1.0822 |
| S1 |
1.0806 |
1.0806 |
1.0824 |
1.0813 |
| S2 |
1.0786 |
1.0786 |
1.0821 |
|
| S3 |
1.0753 |
1.0773 |
1.0818 |
|
| S4 |
1.0720 |
1.0740 |
1.0809 |
|
|
| 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% |
0.0043 |
0.4% |
66% |
False |
False |
727 |
| 10 |
1.0862 |
1.0760 |
0.0102 |
0.9% |
0.0047 |
0.4% |
66% |
False |
False |
835 |
| 20 |
1.1010 |
1.0760 |
0.0250 |
2.3% |
0.0053 |
0.5% |
27% |
False |
False |
714 |
| 40 |
1.1010 |
1.0760 |
0.0250 |
2.3% |
0.0044 |
0.4% |
27% |
False |
False |
454 |
| 60 |
1.1010 |
1.0729 |
0.0281 |
2.6% |
0.0045 |
0.4% |
35% |
False |
False |
344 |
| 80 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0043 |
0.4% |
27% |
False |
False |
274 |
| 100 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0039 |
0.4% |
27% |
False |
False |
234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0971 |
|
2.618 |
1.0917 |
|
1.618 |
1.0884 |
|
1.000 |
1.0864 |
|
0.618 |
1.0851 |
|
HIGH |
1.0831 |
|
0.618 |
1.0818 |
|
0.500 |
1.0815 |
|
0.382 |
1.0811 |
|
LOW |
1.0798 |
|
0.618 |
1.0778 |
|
1.000 |
1.0765 |
|
1.618 |
1.0745 |
|
2.618 |
1.0712 |
|
4.250 |
1.0658 |
|
|
| Fisher Pivots for day following 02-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0823 |
1.0824 |
| PP |
1.0819 |
1.0821 |
| S1 |
1.0815 |
1.0818 |
|