CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 15-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2024 |
15-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0848 |
1.0878 |
0.0030 |
0.3% |
1.0828 |
| High |
1.0887 |
1.0946 |
0.0060 |
0.5% |
1.0854 |
| Low |
1.0828 |
1.0876 |
0.0048 |
0.4% |
1.0789 |
| Close |
1.0881 |
1.0939 |
0.0058 |
0.5% |
1.0835 |
| Range |
0.0059 |
0.0071 |
0.0012 |
19.5% |
0.0065 |
| ATR |
0.0051 |
0.0053 |
0.0001 |
2.7% |
0.0000 |
| Volume |
976 |
1,982 |
1,006 |
103.1% |
4,353 |
|
| Daily Pivots for day following 15-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1132 |
1.1106 |
1.0978 |
|
| R3 |
1.1061 |
1.1035 |
1.0958 |
|
| R2 |
1.0991 |
1.0991 |
1.0952 |
|
| R1 |
1.0965 |
1.0965 |
1.0945 |
1.0978 |
| PP |
1.0920 |
1.0920 |
1.0920 |
1.0927 |
| S1 |
1.0894 |
1.0894 |
1.0933 |
1.0907 |
| S2 |
1.0850 |
1.0850 |
1.0926 |
|
| S3 |
1.0779 |
1.0824 |
1.0920 |
|
| S4 |
1.0709 |
1.0753 |
1.0900 |
|
|
| 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 |
1.0946 |
1.0789 |
0.0157 |
1.4% |
0.0050 |
0.5% |
96% |
True |
False |
930 |
| 10 |
1.0946 |
1.0741 |
0.0205 |
1.9% |
0.0048 |
0.4% |
97% |
True |
False |
966 |
| 20 |
1.0946 |
1.0681 |
0.0266 |
2.4% |
0.0053 |
0.5% |
97% |
True |
False |
850 |
| 40 |
1.1023 |
1.0674 |
0.0350 |
3.2% |
0.0056 |
0.5% |
76% |
False |
False |
798 |
| 60 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0047 |
0.4% |
69% |
False |
False |
580 |
| 80 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0045 |
0.4% |
69% |
False |
False |
450 |
| 100 |
1.1252 |
1.0674 |
0.0579 |
5.3% |
0.0044 |
0.4% |
46% |
False |
False |
375 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.3% |
0.0042 |
0.4% |
46% |
False |
False |
328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1246 |
|
2.618 |
1.1131 |
|
1.618 |
1.1060 |
|
1.000 |
1.1017 |
|
0.618 |
1.0990 |
|
HIGH |
1.0946 |
|
0.618 |
1.0919 |
|
0.500 |
1.0911 |
|
0.382 |
1.0902 |
|
LOW |
1.0876 |
|
0.618 |
1.0832 |
|
1.000 |
1.0805 |
|
1.618 |
1.0761 |
|
2.618 |
1.0691 |
|
4.250 |
1.0576 |
|
|
| Fisher Pivots for day following 15-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0930 |
1.0922 |
| PP |
1.0920 |
1.0904 |
| S1 |
1.0911 |
1.0887 |
|