CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 13-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2024 |
13-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0800 |
1.0788 |
-0.0012 |
-0.1% |
1.0782 |
| High |
1.0807 |
1.0823 |
0.0016 |
0.1% |
1.0810 |
| Low |
1.0777 |
1.0782 |
0.0006 |
0.1% |
1.0741 |
| Close |
1.0790 |
1.0806 |
0.0016 |
0.1% |
1.0790 |
| Range |
0.0031 |
0.0041 |
0.0011 |
34.4% |
0.0069 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
140,035 |
133,042 |
-6,993 |
-5.0% |
684,323 |
|
| Daily Pivots for day following 13-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0927 |
1.0907 |
1.0828 |
|
| R3 |
1.0886 |
1.0866 |
1.0817 |
|
| R2 |
1.0845 |
1.0845 |
1.0813 |
|
| R1 |
1.0825 |
1.0825 |
1.0809 |
1.0835 |
| PP |
1.0804 |
1.0804 |
1.0804 |
1.0808 |
| S1 |
1.0784 |
1.0784 |
1.0802 |
1.0794 |
| S2 |
1.0763 |
1.0763 |
1.0798 |
|
| S3 |
1.0722 |
1.0743 |
1.0794 |
|
| S4 |
1.0681 |
1.0702 |
1.0783 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0987 |
1.0958 |
1.0828 |
|
| R3 |
1.0918 |
1.0889 |
1.0809 |
|
| R2 |
1.0849 |
1.0849 |
1.0803 |
|
| R1 |
1.0820 |
1.0820 |
1.0796 |
1.0834 |
| PP |
1.0780 |
1.0780 |
1.0780 |
1.0787 |
| S1 |
1.0751 |
1.0751 |
1.0784 |
1.0765 |
| S2 |
1.0711 |
1.0711 |
1.0777 |
|
| S3 |
1.0642 |
1.0682 |
1.0771 |
|
| S4 |
1.0573 |
1.0613 |
1.0752 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0823 |
1.0741 |
0.0083 |
0.8% |
0.0039 |
0.4% |
79% |
True |
False |
141,395 |
| 10 |
1.0833 |
1.0670 |
0.0163 |
1.5% |
0.0053 |
0.5% |
83% |
False |
False |
169,761 |
| 20 |
1.0833 |
1.0629 |
0.0204 |
1.9% |
0.0056 |
0.5% |
87% |
False |
False |
183,995 |
| 40 |
1.0982 |
1.0629 |
0.0353 |
3.3% |
0.0058 |
0.5% |
50% |
False |
False |
197,656 |
| 60 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0055 |
0.5% |
45% |
False |
False |
153,156 |
| 80 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0057 |
0.5% |
45% |
False |
False |
115,086 |
| 100 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0058 |
0.5% |
30% |
False |
False |
92,200 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0058 |
0.5% |
30% |
False |
False |
76,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0997 |
|
2.618 |
1.0930 |
|
1.618 |
1.0889 |
|
1.000 |
1.0864 |
|
0.618 |
1.0848 |
|
HIGH |
1.0823 |
|
0.618 |
1.0807 |
|
0.500 |
1.0803 |
|
0.382 |
1.0798 |
|
LOW |
1.0782 |
|
0.618 |
1.0757 |
|
1.000 |
1.0741 |
|
1.618 |
1.0716 |
|
2.618 |
1.0675 |
|
4.250 |
1.0608 |
|
|
| Fisher Pivots for day following 13-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0805 |
1.0798 |
| PP |
1.0804 |
1.0790 |
| S1 |
1.0803 |
1.0782 |
|