CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 09-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2024 |
09-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0815 |
1.0811 |
-0.0004 |
0.0% |
1.0770 |
| High |
1.0821 |
1.0845 |
0.0024 |
0.2% |
1.0875 |
| Low |
1.0798 |
1.0789 |
-0.0009 |
-0.1% |
1.0716 |
| Close |
1.0809 |
1.0844 |
0.0035 |
0.3% |
1.0832 |
| Range |
0.0023 |
0.0056 |
0.0033 |
141.3% |
0.0159 |
| ATR |
0.0053 |
0.0054 |
0.0000 |
0.3% |
0.0000 |
| Volume |
2,110 |
785 |
-1,325 |
-62.8% |
4,024 |
|
| Daily Pivots for day following 09-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0992 |
1.0973 |
1.0874 |
|
| R3 |
1.0937 |
1.0918 |
1.0859 |
|
| R2 |
1.0881 |
1.0881 |
1.0854 |
|
| R1 |
1.0862 |
1.0862 |
1.0849 |
1.0872 |
| PP |
1.0826 |
1.0826 |
1.0826 |
1.0830 |
| S1 |
1.0807 |
1.0807 |
1.0838 |
1.0816 |
| S2 |
1.0770 |
1.0770 |
1.0833 |
|
| S3 |
1.0715 |
1.0751 |
1.0828 |
|
| S4 |
1.0659 |
1.0696 |
1.0813 |
|
|
| 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 |
1.0789 |
0.0086 |
0.8% |
0.0046 |
0.4% |
63% |
False |
True |
1,021 |
| 10 |
1.0875 |
1.0716 |
0.0159 |
1.5% |
0.0055 |
0.5% |
80% |
False |
False |
853 |
| 20 |
1.0875 |
1.0674 |
0.0202 |
1.9% |
0.0056 |
0.5% |
84% |
False |
False |
862 |
| 40 |
1.1032 |
1.0674 |
0.0358 |
3.3% |
0.0055 |
0.5% |
47% |
False |
False |
727 |
| 60 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0046 |
0.4% |
44% |
False |
False |
522 |
| 80 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0043 |
0.4% |
44% |
False |
False |
404 |
| 100 |
1.1252 |
1.0674 |
0.0579 |
5.3% |
0.0043 |
0.4% |
29% |
False |
False |
338 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.3% |
0.0041 |
0.4% |
29% |
False |
False |
297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1080 |
|
2.618 |
1.0990 |
|
1.618 |
1.0934 |
|
1.000 |
1.0900 |
|
0.618 |
1.0879 |
|
HIGH |
1.0845 |
|
0.618 |
1.0823 |
|
0.500 |
1.0817 |
|
0.382 |
1.0810 |
|
LOW |
1.0789 |
|
0.618 |
1.0755 |
|
1.000 |
1.0734 |
|
1.618 |
1.0699 |
|
2.618 |
1.0644 |
|
4.250 |
1.0553 |
|
|
| Fisher Pivots for day following 09-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0835 |
1.0836 |
| PP |
1.0826 |
1.0828 |
| S1 |
1.0817 |
1.0820 |
|