CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 29-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2024 |
29-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0859 |
1.0868 |
0.0010 |
0.1% |
1.0883 |
| High |
1.0899 |
1.0872 |
-0.0028 |
-0.3% |
1.0898 |
| Low |
1.0851 |
1.0809 |
-0.0042 |
-0.4% |
1.0815 |
| Close |
1.0869 |
1.0816 |
-0.0053 |
-0.5% |
1.0861 |
| Range |
0.0048 |
0.0063 |
0.0015 |
30.2% |
0.0083 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
1.6% |
0.0000 |
| Volume |
254,031 |
254,908 |
877 |
0.3% |
801,315 |
|
| Daily Pivots for day following 29-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1020 |
1.0980 |
1.0850 |
|
| R3 |
1.0957 |
1.0918 |
1.0833 |
|
| R2 |
1.0895 |
1.0895 |
1.0827 |
|
| R1 |
1.0855 |
1.0855 |
1.0821 |
1.0844 |
| PP |
1.0832 |
1.0832 |
1.0832 |
1.0826 |
| S1 |
1.0793 |
1.0793 |
1.0810 |
1.0781 |
| S2 |
1.0770 |
1.0770 |
1.0804 |
|
| S3 |
1.0707 |
1.0730 |
1.0798 |
|
| S4 |
1.0645 |
1.0668 |
1.0781 |
|
|
| 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 |
1.0809 |
0.0090 |
0.8% |
0.0053 |
0.5% |
7% |
False |
True |
207,496 |
| 10 |
1.0910 |
1.0809 |
0.0101 |
0.9% |
0.0049 |
0.4% |
6% |
False |
True |
189,697 |
| 20 |
1.0910 |
1.0670 |
0.0240 |
2.2% |
0.0050 |
0.5% |
61% |
False |
False |
177,074 |
| 40 |
1.0916 |
1.0629 |
0.0288 |
2.7% |
0.0057 |
0.5% |
65% |
False |
False |
194,269 |
| 60 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0056 |
0.5% |
47% |
False |
False |
187,568 |
| 80 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0054 |
0.5% |
47% |
False |
False |
141,172 |
| 100 |
1.1080 |
1.0629 |
0.0452 |
4.2% |
0.0057 |
0.5% |
41% |
False |
False |
113,113 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0058 |
0.5% |
32% |
False |
False |
94,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1137 |
|
2.618 |
1.1035 |
|
1.618 |
1.0973 |
|
1.000 |
1.0934 |
|
0.618 |
1.0910 |
|
HIGH |
1.0872 |
|
0.618 |
1.0848 |
|
0.500 |
1.0840 |
|
0.382 |
1.0833 |
|
LOW |
1.0809 |
|
0.618 |
1.0770 |
|
1.000 |
1.0747 |
|
1.618 |
1.0708 |
|
2.618 |
1.0645 |
|
4.250 |
1.0543 |
|
|
| Fisher Pivots for day following 29-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0840 |
1.0854 |
| PP |
1.0832 |
1.0841 |
| S1 |
1.0824 |
1.0828 |
|