CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 31-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2024 |
31-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0812 |
1.0840 |
0.0028 |
0.3% |
1.0859 |
| High |
1.0853 |
1.0890 |
0.0037 |
0.3% |
1.0899 |
| Low |
1.0796 |
1.0818 |
0.0022 |
0.2% |
1.0796 |
| Close |
1.0845 |
1.0850 |
0.0006 |
0.1% |
1.0850 |
| Range |
0.0057 |
0.0072 |
0.0015 |
26.3% |
0.0103 |
| ATR |
0.0052 |
0.0054 |
0.0001 |
2.7% |
0.0000 |
| Volume |
223,036 |
273,138 |
50,102 |
22.5% |
1,005,113 |
|
| Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1069 |
1.1031 |
1.0890 |
|
| R3 |
1.0997 |
1.0959 |
1.0870 |
|
| R2 |
1.0925 |
1.0925 |
1.0863 |
|
| R1 |
1.0887 |
1.0887 |
1.0857 |
1.0906 |
| PP |
1.0853 |
1.0853 |
1.0853 |
1.0862 |
| S1 |
1.0815 |
1.0815 |
1.0843 |
1.0834 |
| S2 |
1.0781 |
1.0781 |
1.0837 |
|
| S3 |
1.0709 |
1.0743 |
1.0830 |
|
| S4 |
1.0637 |
1.0671 |
1.0810 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1157 |
1.1107 |
1.0907 |
|
| R3 |
1.1054 |
1.1004 |
1.0878 |
|
| R2 |
1.0951 |
1.0951 |
1.0869 |
|
| R1 |
1.0901 |
1.0901 |
1.0859 |
1.0875 |
| PP |
1.0848 |
1.0848 |
1.0848 |
1.0835 |
| S1 |
1.0798 |
1.0798 |
1.0841 |
1.0772 |
| S2 |
1.0745 |
1.0745 |
1.0831 |
|
| S3 |
1.0642 |
1.0695 |
1.0822 |
|
| S4 |
1.0539 |
1.0592 |
1.0793 |
|
|
| 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% |
0.0058 |
0.5% |
52% |
False |
False |
229,826 |
| 10 |
1.0899 |
1.0796 |
0.0103 |
0.9% |
0.0050 |
0.5% |
52% |
False |
False |
196,936 |
| 20 |
1.0910 |
1.0741 |
0.0169 |
1.6% |
0.0050 |
0.5% |
65% |
False |
False |
182,617 |
| 40 |
1.0916 |
1.0629 |
0.0288 |
2.6% |
0.0057 |
0.5% |
77% |
False |
False |
196,649 |
| 60 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0056 |
0.5% |
56% |
False |
False |
195,536 |
| 80 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0054 |
0.5% |
56% |
False |
False |
147,341 |
| 100 |
1.1080 |
1.0629 |
0.0452 |
4.2% |
0.0056 |
0.5% |
49% |
False |
False |
118,066 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0058 |
0.5% |
38% |
False |
False |
98,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1196 |
|
2.618 |
1.1078 |
|
1.618 |
1.1006 |
|
1.000 |
1.0962 |
|
0.618 |
1.0934 |
|
HIGH |
1.0890 |
|
0.618 |
1.0862 |
|
0.500 |
1.0854 |
|
0.382 |
1.0846 |
|
LOW |
1.0818 |
|
0.618 |
1.0774 |
|
1.000 |
1.0746 |
|
1.618 |
1.0702 |
|
2.618 |
1.0630 |
|
4.250 |
1.0512 |
|
|
| Fisher Pivots for day following 31-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0854 |
1.0848 |
| PP |
1.0853 |
1.0845 |
| S1 |
1.0851 |
1.0843 |
|