CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 16-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2024 |
16-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0878 |
1.0948 |
0.0070 |
0.6% |
1.0828 |
| High |
1.0946 |
1.0954 |
0.0008 |
0.1% |
1.0854 |
| Low |
1.0876 |
1.0915 |
0.0039 |
0.4% |
1.0789 |
| Close |
1.0939 |
1.0931 |
-0.0009 |
-0.1% |
1.0835 |
| Range |
0.0071 |
0.0040 |
-0.0031 |
-44.0% |
0.0065 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
1,982 |
3,067 |
1,085 |
54.7% |
4,353 |
|
| Daily Pivots for day following 16-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1052 |
1.1031 |
1.0952 |
|
| R3 |
1.1012 |
1.0991 |
1.0941 |
|
| R2 |
1.0973 |
1.0973 |
1.0938 |
|
| R1 |
1.0952 |
1.0952 |
1.0934 |
1.0942 |
| PP |
1.0933 |
1.0933 |
1.0933 |
1.0928 |
| S1 |
1.0912 |
1.0912 |
1.0927 |
1.0903 |
| S2 |
1.0894 |
1.0894 |
1.0923 |
|
| S3 |
1.0854 |
1.0873 |
1.0920 |
|
| S4 |
1.0815 |
1.0833 |
1.0909 |
|
|
| 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 |
1.0954 |
1.0823 |
0.0132 |
1.2% |
0.0047 |
0.4% |
82% |
True |
False |
1,387 |
| 10 |
1.0954 |
1.0789 |
0.0165 |
1.5% |
0.0047 |
0.4% |
86% |
True |
False |
1,204 |
| 20 |
1.0954 |
1.0681 |
0.0274 |
2.5% |
0.0053 |
0.5% |
91% |
True |
False |
967 |
| 40 |
1.1023 |
1.0674 |
0.0350 |
3.2% |
0.0055 |
0.5% |
74% |
False |
False |
866 |
| 60 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0048 |
0.4% |
66% |
False |
False |
630 |
| 80 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0045 |
0.4% |
66% |
False |
False |
486 |
| 100 |
1.1252 |
1.0674 |
0.0579 |
5.3% |
0.0044 |
0.4% |
44% |
False |
False |
405 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.3% |
0.0042 |
0.4% |
44% |
False |
False |
354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1122 |
|
2.618 |
1.1057 |
|
1.618 |
1.1018 |
|
1.000 |
1.0994 |
|
0.618 |
1.0978 |
|
HIGH |
1.0954 |
|
0.618 |
1.0939 |
|
0.500 |
1.0934 |
|
0.382 |
1.0930 |
|
LOW |
1.0915 |
|
0.618 |
1.0890 |
|
1.000 |
1.0875 |
|
1.618 |
1.0851 |
|
2.618 |
1.0811 |
|
4.250 |
1.0747 |
|
|
| Fisher Pivots for day following 16-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0934 |
1.0917 |
| PP |
1.0933 |
1.0904 |
| S1 |
1.0932 |
1.0891 |
|