CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 22-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2024 |
22-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0872 |
1.0868 |
-0.0004 |
0.0% |
1.0788 |
| High |
1.0888 |
1.0876 |
-0.0012 |
-0.1% |
1.0910 |
| Low |
1.0856 |
1.0830 |
-0.0026 |
-0.2% |
1.0781 |
| Close |
1.0865 |
1.0834 |
-0.0031 |
-0.3% |
1.0889 |
| Range |
0.0032 |
0.0047 |
0.0015 |
45.3% |
0.0129 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
142,312 |
173,233 |
30,921 |
21.7% |
919,115 |
|
| Daily Pivots for day following 22-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0986 |
1.0957 |
1.0860 |
|
| R3 |
1.0940 |
1.0910 |
1.0847 |
|
| R2 |
1.0893 |
1.0893 |
1.0843 |
|
| R1 |
1.0864 |
1.0864 |
1.0838 |
1.0855 |
| PP |
1.0847 |
1.0847 |
1.0847 |
1.0842 |
| S1 |
1.0817 |
1.0817 |
1.0830 |
1.0809 |
| S2 |
1.0800 |
1.0800 |
1.0825 |
|
| S3 |
1.0754 |
1.0771 |
1.0821 |
|
| S4 |
1.0707 |
1.0724 |
1.0808 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1247 |
1.1197 |
1.0960 |
|
| R3 |
1.1118 |
1.1068 |
1.0924 |
|
| R2 |
1.0989 |
1.0989 |
1.0913 |
|
| R1 |
1.0939 |
1.0939 |
1.0901 |
1.0964 |
| PP |
1.0860 |
1.0860 |
1.0860 |
1.0872 |
| S1 |
1.0810 |
1.0810 |
1.0877 |
1.0835 |
| S2 |
1.0731 |
1.0731 |
1.0865 |
|
| S3 |
1.0602 |
1.0681 |
1.0854 |
|
| S4 |
1.0473 |
1.0552 |
1.0818 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0910 |
1.0830 |
0.0080 |
0.7% |
0.0039 |
0.4% |
6% |
False |
True |
159,781 |
| 10 |
1.0910 |
1.0741 |
0.0169 |
1.6% |
0.0046 |
0.4% |
55% |
False |
False |
167,455 |
| 20 |
1.0910 |
1.0670 |
0.0240 |
2.2% |
0.0052 |
0.5% |
68% |
False |
False |
179,260 |
| 40 |
1.0916 |
1.0629 |
0.0288 |
2.7% |
0.0056 |
0.5% |
71% |
False |
False |
192,482 |
| 60 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0055 |
0.5% |
52% |
False |
False |
173,427 |
| 80 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0056 |
0.5% |
52% |
False |
False |
130,427 |
| 100 |
1.1161 |
1.0629 |
0.0533 |
4.9% |
0.0057 |
0.5% |
39% |
False |
False |
104,498 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0058 |
0.5% |
35% |
False |
False |
87,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1074 |
|
2.618 |
1.0998 |
|
1.618 |
1.0951 |
|
1.000 |
1.0923 |
|
0.618 |
1.0905 |
|
HIGH |
1.0876 |
|
0.618 |
1.0858 |
|
0.500 |
1.0853 |
|
0.382 |
1.0847 |
|
LOW |
1.0830 |
|
0.618 |
1.0801 |
|
1.000 |
1.0783 |
|
1.618 |
1.0754 |
|
2.618 |
1.0708 |
|
4.250 |
1.0632 |
|
|
| Fisher Pivots for day following 22-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0853 |
1.0864 |
| PP |
1.0847 |
1.0854 |
| S1 |
1.0840 |
1.0844 |
|