CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 08-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2024 |
08-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0835 |
1.0815 |
-0.0020 |
-0.2% |
1.0770 |
| High |
1.0851 |
1.0821 |
-0.0030 |
-0.3% |
1.0875 |
| Low |
1.0814 |
1.0798 |
-0.0016 |
-0.1% |
1.0716 |
| Close |
1.0815 |
1.0809 |
-0.0006 |
-0.1% |
1.0832 |
| Range |
0.0037 |
0.0023 |
-0.0014 |
-37.8% |
0.0159 |
| ATR |
0.0056 |
0.0053 |
-0.0002 |
-4.2% |
0.0000 |
| Volume |
689 |
2,110 |
1,421 |
206.2% |
4,024 |
|
| Daily Pivots for day following 08-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0878 |
1.0866 |
1.0821 |
|
| R3 |
1.0855 |
1.0843 |
1.0815 |
|
| R2 |
1.0832 |
1.0832 |
1.0813 |
|
| R1 |
1.0820 |
1.0820 |
1.0811 |
1.0815 |
| PP |
1.0809 |
1.0809 |
1.0809 |
1.0806 |
| S1 |
1.0797 |
1.0797 |
1.0806 |
1.0792 |
| S2 |
1.0786 |
1.0786 |
1.0804 |
|
| S3 |
1.0763 |
1.0774 |
1.0802 |
|
| S4 |
1.0740 |
1.0751 |
1.0796 |
|
|
| 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 |
1.0741 |
0.0134 |
1.2% |
0.0046 |
0.4% |
50% |
False |
False |
1,002 |
| 10 |
1.0875 |
1.0716 |
0.0159 |
1.5% |
0.0055 |
0.5% |
58% |
False |
False |
856 |
| 20 |
1.0875 |
1.0674 |
0.0202 |
1.9% |
0.0056 |
0.5% |
67% |
False |
False |
940 |
| 40 |
1.1043 |
1.0674 |
0.0370 |
3.4% |
0.0054 |
0.5% |
37% |
False |
False |
718 |
| 60 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0046 |
0.4% |
35% |
False |
False |
509 |
| 80 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0044 |
0.4% |
35% |
False |
False |
396 |
| 100 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0043 |
0.4% |
23% |
False |
False |
331 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.4% |
0.0041 |
0.4% |
23% |
False |
False |
291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0919 |
|
2.618 |
1.0881 |
|
1.618 |
1.0858 |
|
1.000 |
1.0844 |
|
0.618 |
1.0835 |
|
HIGH |
1.0821 |
|
0.618 |
1.0812 |
|
0.500 |
1.0810 |
|
0.382 |
1.0807 |
|
LOW |
1.0798 |
|
0.618 |
1.0784 |
|
1.000 |
1.0775 |
|
1.618 |
1.0761 |
|
2.618 |
1.0738 |
|
4.250 |
1.0700 |
|
|
| Fisher Pivots for day following 08-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0810 |
1.0826 |
| PP |
1.0809 |
1.0820 |
| S1 |
1.0809 |
1.0814 |
|