CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 16-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2024 |
16-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0834 |
1.0900 |
0.0066 |
0.6% |
1.0782 |
| High |
1.0902 |
1.0910 |
0.0008 |
0.1% |
1.0810 |
| Low |
1.0829 |
1.0868 |
0.0040 |
0.4% |
1.0741 |
| Close |
1.0894 |
1.0885 |
-0.0009 |
-0.1% |
1.0790 |
| Range |
0.0073 |
0.0042 |
-0.0032 |
-43.2% |
0.0069 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
233,825 |
189,968 |
-43,857 |
-18.8% |
684,323 |
|
| Daily Pivots for day following 16-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1012 |
1.0990 |
1.0908 |
|
| R3 |
1.0971 |
1.0949 |
1.0896 |
|
| R2 |
1.0929 |
1.0929 |
1.0893 |
|
| R1 |
1.0907 |
1.0907 |
1.0889 |
1.0897 |
| PP |
1.0888 |
1.0888 |
1.0888 |
1.0883 |
| S1 |
1.0866 |
1.0866 |
1.0881 |
1.0856 |
| S2 |
1.0846 |
1.0846 |
1.0877 |
|
| S3 |
1.0805 |
1.0824 |
1.0874 |
|
| S4 |
1.0763 |
1.0783 |
1.0862 |
|
|
| 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 |
1.0910 |
1.0777 |
0.0133 |
1.2% |
0.0049 |
0.5% |
82% |
True |
False |
179,243 |
| 10 |
1.0910 |
1.0741 |
0.0169 |
1.6% |
0.0049 |
0.5% |
86% |
True |
False |
168,299 |
| 20 |
1.0910 |
1.0636 |
0.0274 |
2.5% |
0.0056 |
0.5% |
91% |
True |
False |
184,336 |
| 40 |
1.0982 |
1.0629 |
0.0353 |
3.2% |
0.0058 |
0.5% |
73% |
False |
False |
198,964 |
| 60 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0056 |
0.5% |
65% |
False |
False |
163,494 |
| 80 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0057 |
0.5% |
65% |
False |
False |
122,856 |
| 100 |
1.1209 |
1.0629 |
0.0581 |
5.3% |
0.0058 |
0.5% |
44% |
False |
False |
98,418 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.3% |
0.0058 |
0.5% |
44% |
False |
False |
82,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1086 |
|
2.618 |
1.1018 |
|
1.618 |
1.0977 |
|
1.000 |
1.0951 |
|
0.618 |
1.0935 |
|
HIGH |
1.0910 |
|
0.618 |
1.0894 |
|
0.500 |
1.0889 |
|
0.382 |
1.0884 |
|
LOW |
1.0868 |
|
0.618 |
1.0842 |
|
1.000 |
1.0827 |
|
1.618 |
1.0801 |
|
2.618 |
1.0759 |
|
4.250 |
1.0692 |
|
|
| Fisher Pivots for day following 16-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0889 |
1.0872 |
| PP |
1.0888 |
1.0858 |
| S1 |
1.0886 |
1.0845 |
|