CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 30-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2024 |
30-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0868 |
1.0812 |
-0.0056 |
-0.5% |
1.0883 |
| High |
1.0872 |
1.0853 |
-0.0019 |
-0.2% |
1.0898 |
| Low |
1.0809 |
1.0796 |
-0.0013 |
-0.1% |
1.0815 |
| Close |
1.0816 |
1.0845 |
0.0029 |
0.3% |
1.0861 |
| Range |
0.0063 |
0.0057 |
-0.0006 |
-8.8% |
0.0083 |
| ATR |
0.0052 |
0.0052 |
0.0000 |
0.7% |
0.0000 |
| Volume |
254,908 |
223,036 |
-31,872 |
-12.5% |
801,315 |
|
| Daily Pivots for day following 30-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1002 |
1.0980 |
1.0876 |
|
| R3 |
1.0945 |
1.0923 |
1.0860 |
|
| R2 |
1.0888 |
1.0888 |
1.0855 |
|
| R1 |
1.0866 |
1.0866 |
1.0850 |
1.0877 |
| PP |
1.0831 |
1.0831 |
1.0831 |
1.0837 |
| S1 |
1.0809 |
1.0809 |
1.0839 |
1.0820 |
| S2 |
1.0774 |
1.0774 |
1.0834 |
|
| S3 |
1.0717 |
1.0752 |
1.0829 |
|
| S4 |
1.0660 |
1.0695 |
1.0813 |
|
|
| 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 |
1.0796 |
0.0103 |
0.9% |
0.0055 |
0.5% |
47% |
False |
True |
217,456 |
| 10 |
1.0910 |
1.0796 |
0.0114 |
1.0% |
0.0047 |
0.4% |
43% |
False |
True |
188,619 |
| 20 |
1.0910 |
1.0694 |
0.0216 |
2.0% |
0.0049 |
0.5% |
70% |
False |
False |
178,142 |
| 40 |
1.0916 |
1.0629 |
0.0288 |
2.7% |
0.0056 |
0.5% |
75% |
False |
False |
194,843 |
| 60 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0056 |
0.5% |
54% |
False |
False |
191,196 |
| 80 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0054 |
0.5% |
54% |
False |
False |
143,946 |
| 100 |
1.1080 |
1.0629 |
0.0452 |
4.2% |
0.0056 |
0.5% |
48% |
False |
False |
115,338 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0058 |
0.5% |
37% |
False |
False |
96,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1095 |
|
2.618 |
1.1002 |
|
1.618 |
1.0945 |
|
1.000 |
1.0910 |
|
0.618 |
1.0888 |
|
HIGH |
1.0853 |
|
0.618 |
1.0831 |
|
0.500 |
1.0825 |
|
0.382 |
1.0818 |
|
LOW |
1.0796 |
|
0.618 |
1.0761 |
|
1.000 |
1.0739 |
|
1.618 |
1.0704 |
|
2.618 |
1.0647 |
|
4.250 |
1.0554 |
|
|
| Fisher Pivots for day following 30-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0838 |
1.0848 |
| PP |
1.0831 |
1.0847 |
| S1 |
1.0825 |
1.0846 |
|