CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 15-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2024 |
15-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0807 |
1.0834 |
0.0027 |
0.2% |
1.0782 |
| High |
1.0842 |
1.0902 |
0.0060 |
0.6% |
1.0810 |
| Low |
1.0781 |
1.0829 |
0.0048 |
0.4% |
1.0741 |
| Close |
1.0836 |
1.0894 |
0.0058 |
0.5% |
1.0790 |
| Range |
0.0061 |
0.0073 |
0.0012 |
19.7% |
0.0069 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
2.3% |
0.0000 |
| Volume |
199,348 |
233,825 |
34,477 |
17.3% |
684,323 |
|
| Daily Pivots for day following 15-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1094 |
1.1067 |
1.0934 |
|
| R3 |
1.1021 |
1.0994 |
1.0914 |
|
| R2 |
1.0948 |
1.0948 |
1.0907 |
|
| R1 |
1.0921 |
1.0921 |
1.0900 |
1.0934 |
| PP |
1.0875 |
1.0875 |
1.0875 |
1.0881 |
| S1 |
1.0848 |
1.0848 |
1.0887 |
1.0861 |
| S2 |
1.0802 |
1.0802 |
1.0880 |
|
| S3 |
1.0729 |
1.0775 |
1.0873 |
|
| S4 |
1.0656 |
1.0702 |
1.0853 |
|
|
| 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 |
1.0902 |
1.0741 |
0.0161 |
1.5% |
0.0053 |
0.5% |
95% |
True |
False |
175,128 |
| 10 |
1.0902 |
1.0694 |
0.0208 |
1.9% |
0.0051 |
0.5% |
96% |
True |
False |
167,666 |
| 20 |
1.0902 |
1.0636 |
0.0266 |
2.4% |
0.0056 |
0.5% |
97% |
True |
False |
182,661 |
| 40 |
1.0982 |
1.0629 |
0.0353 |
3.2% |
0.0059 |
0.5% |
75% |
False |
False |
200,047 |
| 60 |
1.1026 |
1.0629 |
0.0398 |
3.6% |
0.0055 |
0.5% |
67% |
False |
False |
160,336 |
| 80 |
1.1026 |
1.0629 |
0.0398 |
3.6% |
0.0058 |
0.5% |
67% |
False |
False |
120,489 |
| 100 |
1.1209 |
1.0629 |
0.0581 |
5.3% |
0.0058 |
0.5% |
46% |
False |
False |
96,525 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.3% |
0.0058 |
0.5% |
46% |
False |
False |
80,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1212 |
|
2.618 |
1.1093 |
|
1.618 |
1.1020 |
|
1.000 |
1.0975 |
|
0.618 |
1.0947 |
|
HIGH |
1.0902 |
|
0.618 |
1.0874 |
|
0.500 |
1.0865 |
|
0.382 |
1.0856 |
|
LOW |
1.0829 |
|
0.618 |
1.0783 |
|
1.000 |
1.0756 |
|
1.618 |
1.0710 |
|
2.618 |
1.0637 |
|
4.250 |
1.0518 |
|
|
| Fisher Pivots for day following 15-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0884 |
1.0876 |
| PP |
1.0875 |
1.0859 |
| S1 |
1.0865 |
1.0841 |
|