CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 22-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2024 |
22-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0916 |
1.0914 |
-0.0002 |
0.0% |
1.0834 |
| High |
1.0932 |
1.0921 |
-0.0012 |
-0.1% |
1.0954 |
| Low |
1.0902 |
1.0877 |
-0.0025 |
-0.2% |
1.0828 |
| Close |
1.0911 |
1.0880 |
-0.0031 |
-0.3% |
1.0935 |
| Range |
0.0031 |
0.0044 |
0.0013 |
42.6% |
0.0127 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
2,020 |
2,477 |
457 |
22.6% |
7,481 |
|
| Daily Pivots for day following 22-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1023 |
1.0995 |
1.0903 |
|
| R3 |
1.0979 |
1.0951 |
1.0891 |
|
| R2 |
1.0936 |
1.0936 |
1.0887 |
|
| R1 |
1.0908 |
1.0908 |
1.0883 |
1.0900 |
| PP |
1.0892 |
1.0892 |
1.0892 |
1.0889 |
| S1 |
1.0864 |
1.0864 |
1.0876 |
1.0857 |
| S2 |
1.0849 |
1.0849 |
1.0872 |
|
| S3 |
1.0805 |
1.0821 |
1.0868 |
|
| S4 |
1.0762 |
1.0777 |
1.0856 |
|
|
| 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 |
1.0877 |
0.0077 |
0.7% |
0.0036 |
0.3% |
3% |
False |
True |
1,884 |
| 10 |
1.0954 |
1.0789 |
0.0165 |
1.5% |
0.0043 |
0.4% |
55% |
False |
False |
1,407 |
| 20 |
1.0954 |
1.0716 |
0.0238 |
2.2% |
0.0049 |
0.5% |
69% |
False |
False |
1,132 |
| 40 |
1.0959 |
1.0674 |
0.0285 |
2.6% |
0.0053 |
0.5% |
72% |
False |
False |
982 |
| 60 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0048 |
0.4% |
53% |
False |
False |
731 |
| 80 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0045 |
0.4% |
53% |
False |
False |
563 |
| 100 |
1.1205 |
1.0674 |
0.0532 |
4.9% |
0.0044 |
0.4% |
39% |
False |
False |
468 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.3% |
0.0043 |
0.4% |
36% |
False |
False |
401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1105 |
|
2.618 |
1.1034 |
|
1.618 |
1.0991 |
|
1.000 |
1.0964 |
|
0.618 |
1.0947 |
|
HIGH |
1.0921 |
|
0.618 |
1.0904 |
|
0.500 |
1.0899 |
|
0.382 |
1.0894 |
|
LOW |
1.0877 |
|
0.618 |
1.0850 |
|
1.000 |
1.0834 |
|
1.618 |
1.0807 |
|
2.618 |
1.0763 |
|
4.250 |
1.0692 |
|
|
| Fisher Pivots for day following 22-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0899 |
1.0909 |
| PP |
1.0892 |
1.0899 |
| S1 |
1.0886 |
1.0889 |
|