CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 01-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2024 |
01-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0744 |
1.0688 |
-0.0056 |
-0.5% |
1.0678 |
| High |
1.0757 |
1.0754 |
-0.0003 |
0.0% |
1.0776 |
| Low |
1.0686 |
1.0670 |
-0.0016 |
-0.1% |
1.0649 |
| Close |
1.0699 |
1.0749 |
0.0050 |
0.5% |
1.0728 |
| Range |
0.0071 |
0.0084 |
0.0013 |
18.3% |
0.0127 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
2.8% |
0.0000 |
| Volume |
252,455 |
201,668 |
-50,787 |
-20.1% |
949,250 |
|
| Daily Pivots for day following 01-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0976 |
1.0946 |
1.0795 |
|
| R3 |
1.0892 |
1.0862 |
1.0772 |
|
| R2 |
1.0808 |
1.0808 |
1.0764 |
|
| R1 |
1.0778 |
1.0778 |
1.0756 |
1.0793 |
| PP |
1.0724 |
1.0724 |
1.0724 |
1.0732 |
| S1 |
1.0694 |
1.0694 |
1.0741 |
1.0709 |
| S2 |
1.0640 |
1.0640 |
1.0733 |
|
| S3 |
1.0556 |
1.0610 |
1.0725 |
|
| S4 |
1.0472 |
1.0526 |
1.0702 |
|
|
| Weekly Pivots for week ending 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1098 |
1.1040 |
1.0798 |
|
| R3 |
1.0971 |
1.0913 |
1.0763 |
|
| R2 |
1.0844 |
1.0844 |
1.0751 |
|
| R1 |
1.0786 |
1.0786 |
1.0740 |
1.0815 |
| PP |
1.0717 |
1.0717 |
1.0717 |
1.0732 |
| S1 |
1.0659 |
1.0659 |
1.0716 |
1.0688 |
| S2 |
1.0590 |
1.0590 |
1.0705 |
|
| S3 |
1.0463 |
1.0532 |
1.0693 |
|
| S4 |
1.0336 |
1.0405 |
1.0658 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0776 |
1.0670 |
0.0106 |
1.0% |
0.0068 |
0.6% |
74% |
False |
True |
221,927 |
| 10 |
1.0776 |
1.0636 |
0.0140 |
1.3% |
0.0061 |
0.6% |
81% |
False |
False |
197,656 |
| 20 |
1.0916 |
1.0629 |
0.0288 |
2.7% |
0.0063 |
0.6% |
42% |
False |
False |
211,544 |
| 40 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0060 |
0.6% |
30% |
False |
False |
197,723 |
| 60 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0056 |
0.5% |
30% |
False |
False |
132,547 |
| 80 |
1.1080 |
1.0629 |
0.0452 |
4.2% |
0.0058 |
0.5% |
27% |
False |
False |
99,637 |
| 100 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0060 |
0.6% |
21% |
False |
False |
79,786 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0059 |
0.5% |
21% |
False |
False |
66,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1111 |
|
2.618 |
1.0974 |
|
1.618 |
1.0890 |
|
1.000 |
1.0838 |
|
0.618 |
1.0806 |
|
HIGH |
1.0754 |
|
0.618 |
1.0722 |
|
0.500 |
1.0712 |
|
0.382 |
1.0702 |
|
LOW |
1.0670 |
|
0.618 |
1.0618 |
|
1.000 |
1.0586 |
|
1.618 |
1.0534 |
|
2.618 |
1.0450 |
|
4.250 |
1.0313 |
|
|
| Fisher Pivots for day following 01-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0736 |
1.0737 |
| PP |
1.0724 |
1.0725 |
| S1 |
1.0712 |
1.0713 |
|