CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 30-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2024 |
30-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0770 |
1.0785 |
0.0015 |
0.1% |
1.0730 |
| High |
1.0797 |
1.0799 |
0.0002 |
0.0% |
1.0820 |
| Low |
1.0758 |
1.0735 |
-0.0023 |
-0.2% |
1.0695 |
| Close |
1.0791 |
1.0744 |
-0.0048 |
-0.4% |
1.0773 |
| Range |
0.0040 |
0.0064 |
0.0025 |
62.0% |
0.0125 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.2% |
0.0000 |
| Volume |
418 |
780 |
362 |
86.6% |
3,366 |
|
| Daily Pivots for day following 30-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0951 |
1.0911 |
1.0779 |
|
| R3 |
1.0887 |
1.0847 |
1.0761 |
|
| R2 |
1.0823 |
1.0823 |
1.0755 |
|
| R1 |
1.0783 |
1.0783 |
1.0749 |
1.0771 |
| PP |
1.0759 |
1.0759 |
1.0759 |
1.0753 |
| S1 |
1.0719 |
1.0719 |
1.0738 |
1.0707 |
| S2 |
1.0695 |
1.0695 |
1.0732 |
|
| S3 |
1.0631 |
1.0655 |
1.0726 |
|
| S4 |
1.0567 |
1.0591 |
1.0708 |
|
|
| Weekly Pivots for week ending 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1138 |
1.1080 |
1.0842 |
|
| R3 |
1.1013 |
1.0955 |
1.0807 |
|
| R2 |
1.0888 |
1.0888 |
1.0796 |
|
| R1 |
1.0830 |
1.0830 |
1.0784 |
1.0859 |
| PP |
1.0763 |
1.0763 |
1.0763 |
1.0777 |
| S1 |
1.0705 |
1.0705 |
1.0762 |
1.0734 |
| S2 |
1.0638 |
1.0638 |
1.0750 |
|
| S3 |
1.0513 |
1.0580 |
1.0739 |
|
| S4 |
1.0388 |
1.0455 |
1.0704 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0820 |
1.0735 |
0.0085 |
0.8% |
0.0055 |
0.5% |
10% |
False |
True |
642 |
| 10 |
1.0820 |
1.0681 |
0.0140 |
1.3% |
0.0057 |
0.5% |
45% |
False |
False |
707 |
| 20 |
1.0959 |
1.0674 |
0.0285 |
2.7% |
0.0060 |
0.6% |
25% |
False |
False |
887 |
| 40 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0052 |
0.5% |
18% |
False |
False |
584 |
| 60 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0044 |
0.4% |
18% |
False |
False |
415 |
| 80 |
1.1094 |
1.0674 |
0.0420 |
3.9% |
0.0043 |
0.4% |
17% |
False |
False |
325 |
| 100 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0042 |
0.4% |
12% |
False |
False |
277 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0040 |
0.4% |
12% |
False |
False |
242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1071 |
|
2.618 |
1.0967 |
|
1.618 |
1.0903 |
|
1.000 |
1.0863 |
|
0.618 |
1.0839 |
|
HIGH |
1.0799 |
|
0.618 |
1.0775 |
|
0.500 |
1.0767 |
|
0.382 |
1.0759 |
|
LOW |
1.0735 |
|
0.618 |
1.0695 |
|
1.000 |
1.0671 |
|
1.618 |
1.0631 |
|
2.618 |
1.0567 |
|
4.250 |
1.0463 |
|
|
| Fisher Pivots for day following 30-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0767 |
1.0778 |
| PP |
1.0759 |
1.0766 |
| S1 |
1.0751 |
1.0755 |
|