CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 13-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2024 |
13-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0845 |
1.0834 |
-0.0012 |
-0.1% |
1.0828 |
| High |
1.0852 |
1.0867 |
0.0015 |
0.1% |
1.0854 |
| Low |
1.0823 |
1.0831 |
0.0008 |
0.1% |
1.0789 |
| Close |
1.0835 |
1.0851 |
0.0016 |
0.1% |
1.0835 |
| Range |
0.0030 |
0.0037 |
0.0007 |
23.7% |
0.0065 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
445 |
465 |
20 |
4.5% |
4,353 |
|
| Daily Pivots for day following 13-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0959 |
1.0942 |
1.0871 |
|
| R3 |
1.0923 |
1.0905 |
1.0861 |
|
| R2 |
1.0886 |
1.0886 |
1.0858 |
|
| R1 |
1.0869 |
1.0869 |
1.0854 |
1.0877 |
| PP |
1.0850 |
1.0850 |
1.0850 |
1.0854 |
| S1 |
1.0832 |
1.0832 |
1.0848 |
1.0841 |
| S2 |
1.0813 |
1.0813 |
1.0844 |
|
| S3 |
1.0777 |
1.0796 |
1.0841 |
|
| S4 |
1.0740 |
1.0759 |
1.0831 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1021 |
1.0993 |
1.0871 |
|
| R3 |
1.0956 |
1.0928 |
1.0853 |
|
| R2 |
1.0891 |
1.0891 |
1.0847 |
|
| R1 |
1.0863 |
1.0863 |
1.0841 |
1.0877 |
| PP |
1.0826 |
1.0826 |
1.0826 |
1.0833 |
| S1 |
1.0798 |
1.0798 |
1.0829 |
1.0812 |
| S2 |
1.0761 |
1.0761 |
1.0823 |
|
| S3 |
1.0696 |
1.0733 |
1.0817 |
|
| S4 |
1.0631 |
1.0668 |
1.0799 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0867 |
1.0789 |
0.0078 |
0.7% |
0.0036 |
0.3% |
79% |
True |
False |
898 |
| 10 |
1.0875 |
1.0716 |
0.0159 |
1.5% |
0.0050 |
0.5% |
85% |
False |
False |
842 |
| 20 |
1.0875 |
1.0674 |
0.0202 |
1.9% |
0.0052 |
0.5% |
88% |
False |
False |
771 |
| 40 |
1.1023 |
1.0674 |
0.0350 |
3.2% |
0.0054 |
0.5% |
51% |
False |
False |
739 |
| 60 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0046 |
0.4% |
46% |
False |
False |
532 |
| 80 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0044 |
0.4% |
46% |
False |
False |
414 |
| 100 |
1.1252 |
1.0674 |
0.0579 |
5.3% |
0.0043 |
0.4% |
31% |
False |
False |
346 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.3% |
0.0041 |
0.4% |
31% |
False |
False |
304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1022 |
|
2.618 |
1.0963 |
|
1.618 |
1.0926 |
|
1.000 |
1.0904 |
|
0.618 |
1.0890 |
|
HIGH |
1.0867 |
|
0.618 |
1.0853 |
|
0.500 |
1.0849 |
|
0.382 |
1.0844 |
|
LOW |
1.0831 |
|
0.618 |
1.0808 |
|
1.000 |
1.0794 |
|
1.618 |
1.0771 |
|
2.618 |
1.0735 |
|
4.250 |
1.0675 |
|
|
| Fisher Pivots for day following 13-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0850 |
1.0843 |
| PP |
1.0850 |
1.0836 |
| S1 |
1.0849 |
1.0828 |
|