CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 24-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2024 |
24-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0837 |
1.0825 |
-0.0012 |
-0.1% |
1.0883 |
| High |
1.0872 |
1.0869 |
-0.0004 |
0.0% |
1.0898 |
| Low |
1.0815 |
1.0816 |
0.0001 |
0.0% |
1.0815 |
| Close |
1.0816 |
1.0861 |
0.0045 |
0.4% |
1.0861 |
| Range |
0.0057 |
0.0053 |
-0.0005 |
-7.9% |
0.0083 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.2% |
0.0000 |
| Volume |
211,289 |
144,020 |
-67,269 |
-31.8% |
801,315 |
|
| Daily Pivots for day following 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1006 |
1.0986 |
1.0889 |
|
| R3 |
1.0953 |
1.0933 |
1.0875 |
|
| R2 |
1.0901 |
1.0901 |
1.0870 |
|
| R1 |
1.0881 |
1.0881 |
1.0865 |
1.0891 |
| PP |
1.0848 |
1.0848 |
1.0848 |
1.0853 |
| S1 |
1.0828 |
1.0828 |
1.0856 |
1.0838 |
| S2 |
1.0796 |
1.0796 |
1.0851 |
|
| S3 |
1.0743 |
1.0776 |
1.0846 |
|
| S4 |
1.0691 |
1.0723 |
1.0832 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1105 |
1.1065 |
1.0906 |
|
| R3 |
1.1023 |
1.0983 |
1.0883 |
|
| R2 |
1.0940 |
1.0940 |
1.0876 |
|
| R1 |
1.0900 |
1.0900 |
1.0868 |
1.0879 |
| PP |
1.0858 |
1.0858 |
1.0858 |
1.0847 |
| S1 |
1.0818 |
1.0818 |
1.0853 |
1.0797 |
| S2 |
1.0775 |
1.0775 |
1.0845 |
|
| S3 |
1.0693 |
1.0735 |
1.0838 |
|
| S4 |
1.0610 |
1.0653 |
1.0815 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0898 |
1.0815 |
0.0083 |
0.8% |
0.0044 |
0.4% |
55% |
False |
False |
160,263 |
| 10 |
1.0910 |
1.0781 |
0.0129 |
1.2% |
0.0048 |
0.4% |
62% |
False |
False |
172,043 |
| 20 |
1.0910 |
1.0670 |
0.0240 |
2.2% |
0.0051 |
0.5% |
80% |
False |
False |
174,625 |
| 40 |
1.0916 |
1.0629 |
0.0288 |
2.6% |
0.0057 |
0.5% |
81% |
False |
False |
191,335 |
| 60 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0055 |
0.5% |
58% |
False |
False |
179,286 |
| 80 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0055 |
0.5% |
58% |
False |
False |
134,837 |
| 100 |
1.1080 |
1.0629 |
0.0452 |
4.2% |
0.0057 |
0.5% |
51% |
False |
False |
108,035 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.3% |
0.0058 |
0.5% |
40% |
False |
False |
90,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1092 |
|
2.618 |
1.1006 |
|
1.618 |
1.0953 |
|
1.000 |
1.0921 |
|
0.618 |
1.0901 |
|
HIGH |
1.0869 |
|
0.618 |
1.0848 |
|
0.500 |
1.0842 |
|
0.382 |
1.0836 |
|
LOW |
1.0816 |
|
0.618 |
1.0784 |
|
1.000 |
1.0764 |
|
1.618 |
1.0731 |
|
2.618 |
1.0679 |
|
4.250 |
1.0593 |
|
|
| Fisher Pivots for day following 24-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0854 |
1.0856 |
| PP |
1.0848 |
1.0851 |
| S1 |
1.0842 |
1.0846 |
|