CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 24-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2024 |
24-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0882 |
1.0870 |
-0.0012 |
-0.1% |
1.0932 |
| High |
1.0917 |
1.0914 |
-0.0003 |
0.0% |
1.0941 |
| Low |
1.0861 |
1.0862 |
0.0001 |
0.0% |
1.0861 |
| Close |
1.0861 |
1.0906 |
0.0045 |
0.4% |
1.0906 |
| Range |
0.0056 |
0.0052 |
-0.0004 |
-7.1% |
0.0081 |
| ATR |
0.0048 |
0.0049 |
0.0000 |
0.7% |
0.0000 |
| Volume |
2,377 |
1,995 |
-382 |
-16.1% |
9,735 |
|
| Daily Pivots for day following 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1050 |
1.1030 |
1.0934 |
|
| R3 |
1.0998 |
1.0978 |
1.0920 |
|
| R2 |
1.0946 |
1.0946 |
1.0915 |
|
| R1 |
1.0926 |
1.0926 |
1.0910 |
1.0936 |
| PP |
1.0894 |
1.0894 |
1.0894 |
1.0899 |
| S1 |
1.0874 |
1.0874 |
1.0901 |
1.0884 |
| S2 |
1.0842 |
1.0842 |
1.0896 |
|
| S3 |
1.0790 |
1.0822 |
1.0891 |
|
| S4 |
1.0738 |
1.0770 |
1.0877 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1144 |
1.1105 |
1.0950 |
|
| R3 |
1.1063 |
1.1025 |
1.0928 |
|
| R2 |
1.0983 |
1.0983 |
1.0920 |
|
| R1 |
1.0944 |
1.0944 |
1.0913 |
1.0923 |
| PP |
1.0902 |
1.0902 |
1.0902 |
1.0892 |
| S1 |
1.0864 |
1.0864 |
1.0898 |
1.0843 |
| S2 |
1.0822 |
1.0822 |
1.0891 |
|
| S3 |
1.0741 |
1.0783 |
1.0883 |
|
| S4 |
1.0661 |
1.0703 |
1.0861 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0941 |
1.0861 |
0.0081 |
0.7% |
0.0041 |
0.4% |
56% |
False |
False |
1,947 |
| 10 |
1.0954 |
1.0828 |
0.0127 |
1.2% |
0.0045 |
0.4% |
62% |
False |
False |
1,721 |
| 20 |
1.0954 |
1.0716 |
0.0238 |
2.2% |
0.0048 |
0.4% |
80% |
False |
False |
1,279 |
| 40 |
1.0959 |
1.0674 |
0.0285 |
2.6% |
0.0054 |
0.5% |
81% |
False |
False |
1,075 |
| 60 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0050 |
0.5% |
60% |
False |
False |
802 |
| 80 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0046 |
0.4% |
60% |
False |
False |
617 |
| 100 |
1.1094 |
1.0674 |
0.0420 |
3.9% |
0.0044 |
0.4% |
55% |
False |
False |
506 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.3% |
0.0043 |
0.4% |
40% |
False |
False |
436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1135 |
|
2.618 |
1.1050 |
|
1.618 |
1.0998 |
|
1.000 |
1.0966 |
|
0.618 |
1.0946 |
|
HIGH |
1.0914 |
|
0.618 |
1.0894 |
|
0.500 |
1.0888 |
|
0.382 |
1.0881 |
|
LOW |
1.0862 |
|
0.618 |
1.0829 |
|
1.000 |
1.0810 |
|
1.618 |
1.0777 |
|
2.618 |
1.0725 |
|
4.250 |
1.0641 |
|
|
| Fisher Pivots for day following 24-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0900 |
1.0901 |
| PP |
1.0894 |
1.0896 |
| S1 |
1.0888 |
1.0891 |
|