CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 01-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2024 |
01-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0785 |
1.0733 |
-0.0052 |
-0.5% |
1.0730 |
| High |
1.0799 |
1.0797 |
-0.0002 |
0.0% |
1.0820 |
| Low |
1.0735 |
1.0716 |
-0.0019 |
-0.2% |
1.0695 |
| Close |
1.0744 |
1.0794 |
0.0050 |
0.5% |
1.0773 |
| Range |
0.0064 |
0.0081 |
0.0017 |
26.6% |
0.0125 |
| ATR |
0.0056 |
0.0058 |
0.0002 |
3.2% |
0.0000 |
| Volume |
780 |
938 |
158 |
20.3% |
3,366 |
|
| Daily Pivots for day following 01-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1012 |
1.0984 |
1.0838 |
|
| R3 |
1.0931 |
1.0903 |
1.0816 |
|
| R2 |
1.0850 |
1.0850 |
1.0808 |
|
| R1 |
1.0822 |
1.0822 |
1.0801 |
1.0836 |
| PP |
1.0769 |
1.0769 |
1.0769 |
1.0776 |
| S1 |
1.0741 |
1.0741 |
1.0786 |
1.0755 |
| S2 |
1.0688 |
1.0688 |
1.0779 |
|
| S3 |
1.0607 |
1.0660 |
1.0771 |
|
| S4 |
1.0526 |
1.0579 |
1.0749 |
|
|
| 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 |
1.0716 |
0.0104 |
1.0% |
0.0065 |
0.6% |
75% |
False |
True |
711 |
| 10 |
1.0820 |
1.0681 |
0.0140 |
1.3% |
0.0058 |
0.5% |
81% |
False |
False |
735 |
| 20 |
1.0959 |
1.0674 |
0.0285 |
2.6% |
0.0060 |
0.6% |
42% |
False |
False |
903 |
| 40 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0053 |
0.5% |
31% |
False |
False |
604 |
| 60 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0044 |
0.4% |
31% |
False |
False |
430 |
| 80 |
1.1094 |
1.0674 |
0.0420 |
3.9% |
0.0043 |
0.4% |
29% |
False |
False |
336 |
| 100 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0043 |
0.4% |
21% |
False |
False |
285 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0041 |
0.4% |
21% |
False |
False |
250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1141 |
|
2.618 |
1.1009 |
|
1.618 |
1.0928 |
|
1.000 |
1.0878 |
|
0.618 |
1.0847 |
|
HIGH |
1.0797 |
|
0.618 |
1.0766 |
|
0.500 |
1.0757 |
|
0.382 |
1.0747 |
|
LOW |
1.0716 |
|
0.618 |
1.0666 |
|
1.000 |
1.0635 |
|
1.618 |
1.0585 |
|
2.618 |
1.0504 |
|
4.250 |
1.0372 |
|
|
| Fisher Pivots for day following 01-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0781 |
1.0782 |
| PP |
1.0769 |
1.0770 |
| S1 |
1.0757 |
1.0758 |
|