CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 28-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2024 |
28-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0825 |
1.0859 |
0.0034 |
0.3% |
1.0883 |
| High |
1.0869 |
1.0899 |
0.0031 |
0.3% |
1.0898 |
| Low |
1.0816 |
1.0851 |
0.0035 |
0.3% |
1.0815 |
| Close |
1.0861 |
1.0869 |
0.0008 |
0.1% |
1.0861 |
| Range |
0.0053 |
0.0048 |
-0.0005 |
-8.6% |
0.0083 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
144,020 |
254,031 |
110,011 |
76.4% |
801,315 |
|
| Daily Pivots for day following 28-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1017 |
1.0991 |
1.0895 |
|
| R3 |
1.0969 |
1.0943 |
1.0882 |
|
| R2 |
1.0921 |
1.0921 |
1.0877 |
|
| R1 |
1.0895 |
1.0895 |
1.0873 |
1.0908 |
| PP |
1.0873 |
1.0873 |
1.0873 |
1.0879 |
| S1 |
1.0847 |
1.0847 |
1.0864 |
1.0860 |
| S2 |
1.0825 |
1.0825 |
1.0860 |
|
| S3 |
1.0777 |
1.0799 |
1.0855 |
|
| S4 |
1.0729 |
1.0751 |
1.0842 |
|
|
| 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 |
1.0899 |
1.0815 |
0.0084 |
0.8% |
0.0047 |
0.4% |
64% |
True |
False |
184,977 |
| 10 |
1.0910 |
1.0781 |
0.0129 |
1.2% |
0.0048 |
0.4% |
68% |
False |
False |
184,141 |
| 20 |
1.0910 |
1.0670 |
0.0240 |
2.2% |
0.0051 |
0.5% |
83% |
False |
False |
176,951 |
| 40 |
1.0916 |
1.0629 |
0.0288 |
2.6% |
0.0056 |
0.5% |
83% |
False |
False |
193,889 |
| 60 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0055 |
0.5% |
60% |
False |
False |
183,435 |
| 80 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0055 |
0.5% |
60% |
False |
False |
137,999 |
| 100 |
1.1080 |
1.0629 |
0.0452 |
4.2% |
0.0057 |
0.5% |
53% |
False |
False |
110,572 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.3% |
0.0058 |
0.5% |
41% |
False |
False |
92,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1103 |
|
2.618 |
1.1025 |
|
1.618 |
1.0977 |
|
1.000 |
1.0947 |
|
0.618 |
1.0929 |
|
HIGH |
1.0899 |
|
0.618 |
1.0881 |
|
0.500 |
1.0875 |
|
0.382 |
1.0869 |
|
LOW |
1.0851 |
|
0.618 |
1.0821 |
|
1.000 |
1.0803 |
|
1.618 |
1.0773 |
|
2.618 |
1.0725 |
|
4.250 |
1.0647 |
|
|
| Fisher Pivots for day following 28-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0875 |
1.0865 |
| PP |
1.0873 |
1.0861 |
| S1 |
1.0871 |
1.0857 |
|