CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 28-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2024 |
28-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0870 |
1.0903 |
0.0033 |
0.3% |
1.0932 |
| High |
1.0914 |
1.0943 |
0.0030 |
0.3% |
1.0941 |
| Low |
1.0862 |
1.0897 |
0.0036 |
0.3% |
1.0861 |
| Close |
1.0906 |
1.0915 |
0.0009 |
0.1% |
1.0906 |
| Range |
0.0052 |
0.0046 |
-0.0006 |
-11.5% |
0.0081 |
| ATR |
0.0049 |
0.0048 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
1,995 |
6,886 |
4,891 |
245.2% |
9,735 |
|
| Daily Pivots for day following 28-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1056 |
1.1031 |
1.0940 |
|
| R3 |
1.1010 |
1.0985 |
1.0927 |
|
| R2 |
1.0964 |
1.0964 |
1.0923 |
|
| R1 |
1.0939 |
1.0939 |
1.0919 |
1.0952 |
| PP |
1.0918 |
1.0918 |
1.0918 |
1.0924 |
| S1 |
1.0893 |
1.0893 |
1.0910 |
1.0906 |
| S2 |
1.0872 |
1.0872 |
1.0906 |
|
| S3 |
1.0826 |
1.0847 |
1.0902 |
|
| S4 |
1.0780 |
1.0801 |
1.0889 |
|
|
| 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 |
1.0943 |
1.0861 |
0.0083 |
0.8% |
0.0046 |
0.4% |
65% |
True |
False |
3,151 |
| 10 |
1.0954 |
1.0828 |
0.0127 |
1.2% |
0.0046 |
0.4% |
69% |
False |
False |
2,363 |
| 20 |
1.0954 |
1.0716 |
0.0238 |
2.2% |
0.0048 |
0.4% |
83% |
False |
False |
1,603 |
| 40 |
1.0959 |
1.0674 |
0.0285 |
2.6% |
0.0053 |
0.5% |
85% |
False |
False |
1,242 |
| 60 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0050 |
0.5% |
62% |
False |
False |
916 |
| 80 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0045 |
0.4% |
62% |
False |
False |
703 |
| 100 |
1.1094 |
1.0674 |
0.0420 |
3.8% |
0.0044 |
0.4% |
57% |
False |
False |
573 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.3% |
0.0043 |
0.4% |
42% |
False |
False |
493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1139 |
|
2.618 |
1.1063 |
|
1.618 |
1.1017 |
|
1.000 |
1.0989 |
|
0.618 |
1.0971 |
|
HIGH |
1.0943 |
|
0.618 |
1.0925 |
|
0.500 |
1.0920 |
|
0.382 |
1.0915 |
|
LOW |
1.0897 |
|
0.618 |
1.0869 |
|
1.000 |
1.0851 |
|
1.618 |
1.0823 |
|
2.618 |
1.0777 |
|
4.250 |
1.0702 |
|
|
| Fisher Pivots for day following 28-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0920 |
1.0910 |
| PP |
1.0918 |
1.0906 |
| S1 |
1.0916 |
1.0902 |
|