CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 21-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2024 |
21-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0932 |
1.0916 |
-0.0017 |
-0.2% |
1.0834 |
| High |
1.0941 |
1.0932 |
-0.0009 |
-0.1% |
1.0954 |
| Low |
1.0916 |
1.0902 |
-0.0015 |
-0.1% |
1.0828 |
| Close |
1.0924 |
1.0911 |
-0.0013 |
-0.1% |
1.0935 |
| Range |
0.0025 |
0.0031 |
0.0006 |
22.0% |
0.0127 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
866 |
2,020 |
1,154 |
133.3% |
7,481 |
|
| Daily Pivots for day following 21-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1006 |
1.0989 |
1.0927 |
|
| R3 |
1.0976 |
1.0958 |
1.0919 |
|
| R2 |
1.0945 |
1.0945 |
1.0916 |
|
| R1 |
1.0928 |
1.0928 |
1.0913 |
1.0921 |
| PP |
1.0915 |
1.0915 |
1.0915 |
1.0911 |
| S1 |
1.0897 |
1.0897 |
1.0908 |
1.0891 |
| S2 |
1.0884 |
1.0884 |
1.0905 |
|
| S3 |
1.0854 |
1.0867 |
1.0902 |
|
| S4 |
1.0823 |
1.0836 |
1.0894 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1285 |
1.1236 |
1.1004 |
|
| R3 |
1.1158 |
1.1110 |
1.0969 |
|
| R2 |
1.1032 |
1.1032 |
1.0958 |
|
| R1 |
1.0983 |
1.0983 |
1.0946 |
1.1008 |
| PP |
1.0905 |
1.0905 |
1.0905 |
1.0918 |
| S1 |
1.0857 |
1.0857 |
1.0923 |
1.0881 |
| S2 |
1.0779 |
1.0779 |
1.0911 |
|
| S3 |
1.0652 |
1.0730 |
1.0900 |
|
| S4 |
1.0526 |
1.0604 |
1.0865 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0954 |
1.0876 |
0.0079 |
0.7% |
0.0042 |
0.4% |
45% |
False |
False |
1,785 |
| 10 |
1.0954 |
1.0789 |
0.0165 |
1.5% |
0.0041 |
0.4% |
74% |
False |
False |
1,370 |
| 20 |
1.0954 |
1.0716 |
0.0238 |
2.2% |
0.0049 |
0.4% |
82% |
False |
False |
1,037 |
| 40 |
1.0959 |
1.0674 |
0.0285 |
2.6% |
0.0053 |
0.5% |
83% |
False |
False |
924 |
| 60 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0048 |
0.4% |
61% |
False |
False |
693 |
| 80 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0045 |
0.4% |
61% |
False |
False |
534 |
| 100 |
1.1252 |
1.0674 |
0.0579 |
5.3% |
0.0044 |
0.4% |
41% |
False |
False |
443 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.3% |
0.0043 |
0.4% |
41% |
False |
False |
381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1062 |
|
2.618 |
1.1012 |
|
1.618 |
1.0981 |
|
1.000 |
1.0963 |
|
0.618 |
1.0951 |
|
HIGH |
1.0932 |
|
0.618 |
1.0920 |
|
0.500 |
1.0917 |
|
0.382 |
1.0913 |
|
LOW |
1.0902 |
|
0.618 |
1.0883 |
|
1.000 |
1.0871 |
|
1.618 |
1.0852 |
|
2.618 |
1.0822 |
|
4.250 |
1.0772 |
|
|
| Fisher Pivots for day following 21-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0917 |
1.0918 |
| PP |
1.0915 |
1.0916 |
| S1 |
1.0913 |
1.0913 |
|