CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 14-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2024 |
14-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0834 |
1.0848 |
0.0015 |
0.1% |
1.0828 |
| High |
1.0867 |
1.0887 |
0.0020 |
0.2% |
1.0854 |
| Low |
1.0831 |
1.0828 |
-0.0003 |
0.0% |
1.0789 |
| Close |
1.0851 |
1.0881 |
0.0030 |
0.3% |
1.0835 |
| Range |
0.0037 |
0.0059 |
0.0023 |
61.6% |
0.0065 |
| ATR |
0.0051 |
0.0051 |
0.0001 |
1.2% |
0.0000 |
| Volume |
465 |
976 |
511 |
109.9% |
4,353 |
|
| Daily Pivots for day following 14-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1042 |
1.1021 |
1.0913 |
|
| R3 |
1.0983 |
1.0962 |
1.0897 |
|
| R2 |
1.0924 |
1.0924 |
1.0892 |
|
| R1 |
1.0903 |
1.0903 |
1.0886 |
1.0913 |
| PP |
1.0865 |
1.0865 |
1.0865 |
1.0870 |
| S1 |
1.0844 |
1.0844 |
1.0876 |
1.0854 |
| S2 |
1.0806 |
1.0806 |
1.0870 |
|
| S3 |
1.0747 |
1.0785 |
1.0865 |
|
| S4 |
1.0688 |
1.0726 |
1.0849 |
|
|
| 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 |
1.0887 |
1.0789 |
0.0098 |
0.9% |
0.0041 |
0.4% |
94% |
True |
False |
956 |
| 10 |
1.0887 |
1.0716 |
0.0171 |
1.6% |
0.0049 |
0.5% |
97% |
True |
False |
862 |
| 20 |
1.0887 |
1.0681 |
0.0206 |
1.9% |
0.0053 |
0.5% |
97% |
True |
False |
784 |
| 40 |
1.1023 |
1.0674 |
0.0350 |
3.2% |
0.0055 |
0.5% |
59% |
False |
False |
762 |
| 60 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0047 |
0.4% |
54% |
False |
False |
548 |
| 80 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0045 |
0.4% |
54% |
False |
False |
426 |
| 100 |
1.1252 |
1.0674 |
0.0579 |
5.3% |
0.0043 |
0.4% |
36% |
False |
False |
356 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.3% |
0.0041 |
0.4% |
36% |
False |
False |
312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1137 |
|
2.618 |
1.1041 |
|
1.618 |
1.0982 |
|
1.000 |
1.0946 |
|
0.618 |
1.0923 |
|
HIGH |
1.0887 |
|
0.618 |
1.0864 |
|
0.500 |
1.0857 |
|
0.382 |
1.0850 |
|
LOW |
1.0828 |
|
0.618 |
1.0791 |
|
1.000 |
1.0769 |
|
1.618 |
1.0732 |
|
2.618 |
1.0673 |
|
4.250 |
1.0577 |
|
|
| Fisher Pivots for day following 14-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0873 |
1.0872 |
| PP |
1.0865 |
1.0863 |
| S1 |
1.0857 |
1.0855 |
|