CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 29-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2024 |
29-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0903 |
1.0917 |
0.0014 |
0.1% |
1.0932 |
| High |
1.0943 |
1.0917 |
-0.0026 |
-0.2% |
1.0941 |
| Low |
1.0897 |
1.0855 |
-0.0042 |
-0.4% |
1.0861 |
| Close |
1.0915 |
1.0861 |
-0.0054 |
-0.5% |
1.0906 |
| Range |
0.0046 |
0.0062 |
0.0016 |
34.8% |
0.0081 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
2.0% |
0.0000 |
| Volume |
6,886 |
4,609 |
-2,277 |
-33.1% |
9,735 |
|
| Daily Pivots for day following 29-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1064 |
1.1024 |
1.0895 |
|
| R3 |
1.1002 |
1.0962 |
1.0878 |
|
| R2 |
1.0940 |
1.0940 |
1.0872 |
|
| R1 |
1.0900 |
1.0900 |
1.0867 |
1.0889 |
| PP |
1.0878 |
1.0878 |
1.0878 |
1.0872 |
| S1 |
1.0838 |
1.0838 |
1.0855 |
1.0827 |
| S2 |
1.0816 |
1.0816 |
1.0850 |
|
| S3 |
1.0754 |
1.0776 |
1.0844 |
|
| S4 |
1.0692 |
1.0714 |
1.0827 |
|
|
| 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 |
1.0855 |
0.0088 |
0.8% |
0.0052 |
0.5% |
7% |
False |
True |
3,668 |
| 10 |
1.0954 |
1.0855 |
0.0099 |
0.9% |
0.0047 |
0.4% |
6% |
False |
True |
2,727 |
| 20 |
1.0954 |
1.0716 |
0.0238 |
2.2% |
0.0048 |
0.4% |
61% |
False |
False |
1,794 |
| 40 |
1.0959 |
1.0674 |
0.0285 |
2.6% |
0.0054 |
0.5% |
66% |
False |
False |
1,341 |
| 60 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0050 |
0.5% |
49% |
False |
False |
987 |
| 80 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0045 |
0.4% |
49% |
False |
False |
759 |
| 100 |
1.1094 |
1.0674 |
0.0420 |
3.9% |
0.0044 |
0.4% |
45% |
False |
False |
619 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.3% |
0.0043 |
0.4% |
32% |
False |
False |
529 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1181 |
|
2.618 |
1.1079 |
|
1.618 |
1.1017 |
|
1.000 |
1.0979 |
|
0.618 |
1.0955 |
|
HIGH |
1.0917 |
|
0.618 |
1.0893 |
|
0.500 |
1.0886 |
|
0.382 |
1.0879 |
|
LOW |
1.0855 |
|
0.618 |
1.0817 |
|
1.000 |
1.0793 |
|
1.618 |
1.0755 |
|
2.618 |
1.0693 |
|
4.250 |
1.0592 |
|
|
| Fisher Pivots for day following 29-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0886 |
1.0899 |
| PP |
1.0878 |
1.0886 |
| S1 |
1.0869 |
1.0874 |
|