CME Euro FX (E) Future December 2024
Trading Metrics calculated at close of trading on 01-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2024 |
01-May-2024 |
Change |
Change % |
Previous Week |
Open |
1.0825 |
1.0781 |
-0.0044 |
-0.4% |
1.0766 |
High |
1.0850 |
1.0843 |
-0.0008 |
-0.1% |
1.0868 |
Low |
1.0793 |
1.0780 |
-0.0013 |
-0.1% |
1.0766 |
Close |
1.0793 |
1.0843 |
0.0050 |
0.5% |
1.0822 |
Range |
0.0058 |
0.0063 |
0.0005 |
8.7% |
0.0102 |
ATR |
0.0044 |
0.0045 |
0.0001 |
3.0% |
0.0000 |
Volume |
16 |
2 |
-14 |
-87.5% |
263 |
|
Daily Pivots for day following 01-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1009 |
1.0988 |
1.0877 |
|
R3 |
1.0947 |
1.0926 |
1.0860 |
|
R2 |
1.0884 |
1.0884 |
1.0854 |
|
R1 |
1.0863 |
1.0863 |
1.0848 |
1.0874 |
PP |
1.0822 |
1.0822 |
1.0822 |
1.0827 |
S1 |
1.0801 |
1.0801 |
1.0837 |
1.0811 |
S2 |
1.0759 |
1.0759 |
1.0831 |
|
S3 |
1.0697 |
1.0738 |
1.0825 |
|
S4 |
1.0634 |
1.0676 |
1.0808 |
|
|
Weekly Pivots for week ending 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1125 |
1.1075 |
1.0878 |
|
R3 |
1.1023 |
1.0973 |
1.0850 |
|
R2 |
1.0921 |
1.0921 |
1.0841 |
|
R1 |
1.0871 |
1.0871 |
1.0831 |
1.0896 |
PP |
1.0819 |
1.0819 |
1.0819 |
1.0831 |
S1 |
1.0769 |
1.0769 |
1.0813 |
1.0794 |
S2 |
1.0717 |
1.0717 |
1.0803 |
|
S3 |
1.0615 |
1.0667 |
1.0794 |
|
S4 |
1.0513 |
1.0565 |
1.0766 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0868 |
1.0780 |
0.0088 |
0.8% |
0.0052 |
0.5% |
71% |
False |
True |
35 |
10 |
1.0868 |
1.0731 |
0.0137 |
1.3% |
0.0043 |
0.4% |
81% |
False |
False |
99 |
20 |
1.1001 |
1.0729 |
0.0273 |
2.5% |
0.0044 |
0.4% |
42% |
False |
False |
113 |
40 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0040 |
0.4% |
31% |
False |
False |
91 |
60 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0034 |
0.3% |
31% |
False |
False |
85 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1108 |
2.618 |
1.1006 |
1.618 |
1.0944 |
1.000 |
1.0905 |
0.618 |
1.0881 |
HIGH |
1.0843 |
0.618 |
1.0819 |
0.500 |
1.0811 |
0.382 |
1.0804 |
LOW |
1.0780 |
0.618 |
1.0741 |
1.000 |
1.0718 |
1.618 |
1.0679 |
2.618 |
1.0616 |
4.250 |
1.0514 |
|
|
Fisher Pivots for day following 01-May-2024 |
Pivot |
1 day |
3 day |
R1 |
1.0832 |
1.0833 |
PP |
1.0822 |
1.0824 |
S1 |
1.0811 |
1.0815 |
|