CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 02-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2024 |
02-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0688 |
1.0732 |
0.0045 |
0.4% |
1.0678 |
| High |
1.0754 |
1.0751 |
-0.0004 |
0.0% |
1.0776 |
| Low |
1.0670 |
1.0694 |
0.0024 |
0.2% |
1.0649 |
| Close |
1.0749 |
1.0750 |
0.0002 |
0.0% |
1.0728 |
| Range |
0.0084 |
0.0057 |
-0.0028 |
-32.7% |
0.0127 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
201,668 |
183,635 |
-18,033 |
-8.9% |
949,250 |
|
| Daily Pivots for day following 02-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0901 |
1.0882 |
1.0781 |
|
| R3 |
1.0845 |
1.0826 |
1.0766 |
|
| R2 |
1.0788 |
1.0788 |
1.0760 |
|
| R1 |
1.0769 |
1.0769 |
1.0755 |
1.0779 |
| PP |
1.0732 |
1.0732 |
1.0732 |
1.0736 |
| S1 |
1.0713 |
1.0713 |
1.0745 |
1.0722 |
| S2 |
1.0675 |
1.0675 |
1.0740 |
|
| S3 |
1.0619 |
1.0656 |
1.0734 |
|
| S4 |
1.0562 |
1.0600 |
1.0719 |
|
|
| 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% |
0.0067 |
0.6% |
76% |
False |
False |
214,060 |
| 10 |
1.0776 |
1.0636 |
0.0140 |
1.3% |
0.0062 |
0.6% |
82% |
False |
False |
200,373 |
| 20 |
1.0916 |
1.0629 |
0.0288 |
2.7% |
0.0064 |
0.6% |
42% |
False |
False |
210,681 |
| 40 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0059 |
0.6% |
31% |
False |
False |
201,996 |
| 60 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0056 |
0.5% |
31% |
False |
False |
135,582 |
| 80 |
1.1080 |
1.0629 |
0.0452 |
4.2% |
0.0058 |
0.5% |
27% |
False |
False |
101,928 |
| 100 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0060 |
0.6% |
21% |
False |
False |
81,621 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0059 |
0.5% |
21% |
False |
False |
68,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0991 |
|
2.618 |
1.0898 |
|
1.618 |
1.0842 |
|
1.000 |
1.0807 |
|
0.618 |
1.0785 |
|
HIGH |
1.0751 |
|
0.618 |
1.0729 |
|
0.500 |
1.0722 |
|
0.382 |
1.0716 |
|
LOW |
1.0694 |
|
0.618 |
1.0659 |
|
1.000 |
1.0638 |
|
1.618 |
1.0603 |
|
2.618 |
1.0546 |
|
4.250 |
1.0454 |
|
|
| Fisher Pivots for day following 02-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0741 |
1.0738 |
| PP |
1.0732 |
1.0726 |
| S1 |
1.0722 |
1.0713 |
|