CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 07-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2024 |
07-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0828 |
1.0835 |
0.0007 |
0.1% |
1.0770 |
| High |
1.0854 |
1.0851 |
-0.0004 |
0.0% |
1.0875 |
| Low |
1.0824 |
1.0814 |
-0.0010 |
-0.1% |
1.0716 |
| Close |
1.0839 |
1.0815 |
-0.0025 |
-0.2% |
1.0832 |
| Range |
0.0031 |
0.0037 |
0.0007 |
21.3% |
0.0159 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
324 |
689 |
365 |
112.7% |
4,024 |
|
| Daily Pivots for day following 07-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0937 |
1.0913 |
1.0835 |
|
| R3 |
1.0900 |
1.0876 |
1.0825 |
|
| R2 |
1.0863 |
1.0863 |
1.0821 |
|
| R1 |
1.0839 |
1.0839 |
1.0818 |
1.0833 |
| PP |
1.0826 |
1.0826 |
1.0826 |
1.0823 |
| S1 |
1.0802 |
1.0802 |
1.0811 |
1.0796 |
| S2 |
1.0789 |
1.0789 |
1.0808 |
|
| S3 |
1.0752 |
1.0765 |
1.0804 |
|
| S4 |
1.0715 |
1.0728 |
1.0794 |
|
|
| Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1285 |
1.1217 |
1.0919 |
|
| R3 |
1.1126 |
1.1058 |
1.0875 |
|
| R2 |
1.0967 |
1.0967 |
1.0861 |
|
| R1 |
1.0899 |
1.0899 |
1.0846 |
1.0933 |
| PP |
1.0808 |
1.0808 |
1.0808 |
1.0824 |
| S1 |
1.0740 |
1.0740 |
1.0817 |
1.0774 |
| S2 |
1.0649 |
1.0649 |
1.0802 |
|
| S3 |
1.0490 |
1.0581 |
1.0788 |
|
| S4 |
1.0331 |
1.0422 |
1.0744 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0875 |
1.0716 |
0.0159 |
1.5% |
0.0058 |
0.5% |
62% |
False |
False |
767 |
| 10 |
1.0875 |
1.0716 |
0.0159 |
1.5% |
0.0056 |
0.5% |
62% |
False |
False |
704 |
| 20 |
1.0939 |
1.0674 |
0.0266 |
2.5% |
0.0062 |
0.6% |
53% |
False |
False |
919 |
| 40 |
1.1043 |
1.0674 |
0.0370 |
3.4% |
0.0054 |
0.5% |
38% |
False |
False |
667 |
| 60 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0046 |
0.4% |
36% |
False |
False |
474 |
| 80 |
1.1094 |
1.0674 |
0.0420 |
3.9% |
0.0044 |
0.4% |
34% |
False |
False |
371 |
| 100 |
1.1252 |
1.0674 |
0.0579 |
5.3% |
0.0044 |
0.4% |
24% |
False |
False |
311 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.3% |
0.0042 |
0.4% |
24% |
False |
False |
273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1008 |
|
2.618 |
1.0947 |
|
1.618 |
1.0910 |
|
1.000 |
1.0888 |
|
0.618 |
1.0873 |
|
HIGH |
1.0851 |
|
0.618 |
1.0836 |
|
0.500 |
1.0832 |
|
0.382 |
1.0828 |
|
LOW |
1.0814 |
|
0.618 |
1.0791 |
|
1.000 |
1.0777 |
|
1.618 |
1.0754 |
|
2.618 |
1.0717 |
|
4.250 |
1.0656 |
|
|
| Fisher Pivots for day following 07-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0832 |
1.0832 |
| PP |
1.0826 |
1.0826 |
| S1 |
1.0820 |
1.0820 |
|