CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 02-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2024 |
02-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0733 |
1.0783 |
0.0050 |
0.5% |
1.0730 |
| High |
1.0797 |
1.0795 |
-0.0002 |
0.0% |
1.0820 |
| Low |
1.0716 |
1.0741 |
0.0025 |
0.2% |
1.0695 |
| Close |
1.0794 |
1.0795 |
0.0002 |
0.0% |
1.0773 |
| Range |
0.0081 |
0.0054 |
-0.0027 |
-33.3% |
0.0125 |
| ATR |
0.0058 |
0.0057 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
938 |
689 |
-249 |
-26.5% |
3,366 |
|
| Daily Pivots for day following 02-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0939 |
1.0921 |
1.0825 |
|
| R3 |
1.0885 |
1.0867 |
1.0810 |
|
| R2 |
1.0831 |
1.0831 |
1.0805 |
|
| R1 |
1.0813 |
1.0813 |
1.0800 |
1.0822 |
| PP |
1.0777 |
1.0777 |
1.0777 |
1.0782 |
| S1 |
1.0759 |
1.0759 |
1.0790 |
1.0768 |
| S2 |
1.0723 |
1.0723 |
1.0785 |
|
| S3 |
1.0669 |
1.0705 |
1.0780 |
|
| S4 |
1.0615 |
1.0651 |
1.0765 |
|
|
| 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% |
0.0063 |
0.6% |
76% |
False |
False |
685 |
| 10 |
1.0820 |
1.0681 |
0.0140 |
1.3% |
0.0059 |
0.5% |
82% |
False |
False |
731 |
| 20 |
1.0959 |
1.0674 |
0.0285 |
2.6% |
0.0061 |
0.6% |
43% |
False |
False |
911 |
| 40 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0053 |
0.5% |
31% |
False |
False |
618 |
| 60 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0045 |
0.4% |
31% |
False |
False |
440 |
| 80 |
1.1094 |
1.0674 |
0.0420 |
3.9% |
0.0043 |
0.4% |
29% |
False |
False |
344 |
| 100 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0043 |
0.4% |
21% |
False |
False |
292 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0041 |
0.4% |
21% |
False |
False |
256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1025 |
|
2.618 |
1.0936 |
|
1.618 |
1.0882 |
|
1.000 |
1.0849 |
|
0.618 |
1.0828 |
|
HIGH |
1.0795 |
|
0.618 |
1.0774 |
|
0.500 |
1.0768 |
|
0.382 |
1.0762 |
|
LOW |
1.0741 |
|
0.618 |
1.0708 |
|
1.000 |
1.0687 |
|
1.618 |
1.0654 |
|
2.618 |
1.0600 |
|
4.250 |
1.0512 |
|
|
| Fisher Pivots for day following 02-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0786 |
1.0783 |
| PP |
1.0777 |
1.0770 |
| S1 |
1.0768 |
1.0758 |
|