CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 07-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2024 |
07-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0782 |
1.0787 |
0.0005 |
0.0% |
1.0715 |
| High |
1.0810 |
1.0806 |
-0.0004 |
0.0% |
1.0833 |
| Low |
1.0774 |
1.0766 |
-0.0008 |
-0.1% |
1.0670 |
| Close |
1.0794 |
1.0770 |
-0.0025 |
-0.2% |
1.0787 |
| Range |
0.0036 |
0.0040 |
0.0004 |
11.3% |
0.0163 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
110,388 |
137,574 |
27,186 |
24.6% |
1,087,757 |
|
| Daily Pivots for day following 07-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0899 |
1.0874 |
1.0791 |
|
| R3 |
1.0859 |
1.0834 |
1.0780 |
|
| R2 |
1.0820 |
1.0820 |
1.0777 |
|
| R1 |
1.0795 |
1.0795 |
1.0773 |
1.0788 |
| PP |
1.0780 |
1.0780 |
1.0780 |
1.0777 |
| S1 |
1.0755 |
1.0755 |
1.0766 |
1.0748 |
| S2 |
1.0741 |
1.0741 |
1.0762 |
|
| S3 |
1.0701 |
1.0716 |
1.0759 |
|
| S4 |
1.0662 |
1.0676 |
1.0748 |
|
|
| Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1251 |
1.1181 |
1.0876 |
|
| R3 |
1.1088 |
1.1019 |
1.0831 |
|
| R2 |
1.0926 |
1.0926 |
1.0816 |
|
| R1 |
1.0856 |
1.0856 |
1.0801 |
1.0891 |
| PP |
1.0763 |
1.0763 |
1.0763 |
1.0780 |
| S1 |
1.0694 |
1.0694 |
1.0772 |
1.0728 |
| S2 |
1.0601 |
1.0601 |
1.0757 |
|
| S3 |
1.0438 |
1.0531 |
1.0742 |
|
| S4 |
1.0276 |
1.0369 |
1.0697 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0833 |
1.0670 |
0.0163 |
1.5% |
0.0061 |
0.6% |
61% |
False |
False |
175,151 |
| 10 |
1.0833 |
1.0670 |
0.0163 |
1.5% |
0.0060 |
0.6% |
61% |
False |
False |
192,943 |
| 20 |
1.0897 |
1.0629 |
0.0268 |
2.5% |
0.0065 |
0.6% |
53% |
False |
False |
210,081 |
| 40 |
1.1007 |
1.0629 |
0.0379 |
3.5% |
0.0059 |
0.5% |
37% |
False |
False |
209,698 |
| 60 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0057 |
0.5% |
35% |
False |
False |
143,724 |
| 80 |
1.1055 |
1.0629 |
0.0426 |
4.0% |
0.0058 |
0.5% |
33% |
False |
False |
108,041 |
| 100 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0060 |
0.6% |
24% |
False |
False |
86,522 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0059 |
0.6% |
24% |
False |
False |
72,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0973 |
|
2.618 |
1.0909 |
|
1.618 |
1.0869 |
|
1.000 |
1.0845 |
|
0.618 |
1.0830 |
|
HIGH |
1.0806 |
|
0.618 |
1.0790 |
|
0.500 |
1.0786 |
|
0.382 |
1.0781 |
|
LOW |
1.0766 |
|
0.618 |
1.0742 |
|
1.000 |
1.0727 |
|
1.618 |
1.0702 |
|
2.618 |
1.0663 |
|
4.250 |
1.0598 |
|
|
| Fisher Pivots for day following 07-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0786 |
1.0788 |
| PP |
1.0780 |
1.0782 |
| S1 |
1.0775 |
1.0776 |
|