CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 31-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2024 |
31-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0854 |
1.0886 |
0.0032 |
0.3% |
1.0903 |
| High |
1.0899 |
1.0936 |
0.0037 |
0.3% |
1.0943 |
| Low |
1.0842 |
1.0865 |
0.0023 |
0.2% |
1.0842 |
| Close |
1.0890 |
1.0895 |
0.0005 |
0.0% |
1.0895 |
| Range |
0.0057 |
0.0071 |
0.0015 |
25.7% |
0.0101 |
| ATR |
0.0050 |
0.0051 |
0.0002 |
3.0% |
0.0000 |
| Volume |
3,859 |
6,002 |
2,143 |
55.5% |
21,356 |
|
| Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1111 |
1.1074 |
1.0934 |
|
| R3 |
1.1040 |
1.1003 |
1.0915 |
|
| R2 |
1.0969 |
1.0969 |
1.0908 |
|
| R1 |
1.0932 |
1.0932 |
1.0902 |
1.0951 |
| PP |
1.0898 |
1.0898 |
1.0898 |
1.0908 |
| S1 |
1.0861 |
1.0861 |
1.0888 |
1.0880 |
| S2 |
1.0827 |
1.0827 |
1.0882 |
|
| S3 |
1.0756 |
1.0790 |
1.0875 |
|
| S4 |
1.0685 |
1.0719 |
1.0856 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1196 |
1.1147 |
1.0951 |
|
| R3 |
1.1095 |
1.1046 |
1.0923 |
|
| R2 |
1.0994 |
1.0994 |
1.0914 |
|
| R1 |
1.0945 |
1.0945 |
1.0904 |
1.0919 |
| PP |
1.0893 |
1.0893 |
1.0893 |
1.0881 |
| S1 |
1.0844 |
1.0844 |
1.0886 |
1.0818 |
| S2 |
1.0792 |
1.0792 |
1.0876 |
|
| S3 |
1.0691 |
1.0743 |
1.0867 |
|
| S4 |
1.0590 |
1.0642 |
1.0839 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0943 |
1.0842 |
0.0101 |
0.9% |
0.0058 |
0.5% |
52% |
False |
False |
4,670 |
| 10 |
1.0943 |
1.0842 |
0.0101 |
0.9% |
0.0048 |
0.4% |
52% |
False |
False |
3,208 |
| 20 |
1.0954 |
1.0789 |
0.0165 |
1.5% |
0.0048 |
0.4% |
64% |
False |
False |
2,206 |
| 40 |
1.0959 |
1.0674 |
0.0285 |
2.6% |
0.0054 |
0.5% |
78% |
False |
False |
1,558 |
| 60 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0051 |
0.5% |
57% |
False |
False |
1,147 |
| 80 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0046 |
0.4% |
57% |
False |
False |
881 |
| 100 |
1.1094 |
1.0674 |
0.0420 |
3.9% |
0.0044 |
0.4% |
53% |
False |
False |
716 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.3% |
0.0044 |
0.4% |
38% |
False |
False |
611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1237 |
|
2.618 |
1.1121 |
|
1.618 |
1.1050 |
|
1.000 |
1.1007 |
|
0.618 |
1.0979 |
|
HIGH |
1.0936 |
|
0.618 |
1.0908 |
|
0.500 |
1.0900 |
|
0.382 |
1.0892 |
|
LOW |
1.0865 |
|
0.618 |
1.0821 |
|
1.000 |
1.0794 |
|
1.618 |
1.0750 |
|
2.618 |
1.0679 |
|
4.250 |
1.0563 |
|
|
| Fisher Pivots for day following 31-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0900 |
1.0893 |
| PP |
1.0898 |
1.0891 |
| S1 |
1.0897 |
1.0889 |
|