CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 02-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2024 |
02-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0781 |
1.0830 |
0.0049 |
0.5% |
1.0766 |
| High |
1.0843 |
1.0844 |
0.0002 |
0.0% |
1.0868 |
| Low |
1.0780 |
1.0793 |
0.0013 |
0.1% |
1.0766 |
| Close |
1.0843 |
1.0844 |
0.0002 |
0.0% |
1.0822 |
| Range |
0.0063 |
0.0052 |
-0.0011 |
-17.6% |
0.0102 |
| ATR |
0.0045 |
0.0046 |
0.0000 |
1.0% |
0.0000 |
| Volume |
2 |
45 |
43 |
2,150.0% |
263 |
|
| Daily Pivots for day following 02-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0981 |
1.0964 |
1.0872 |
|
| R3 |
1.0930 |
1.0913 |
1.0858 |
|
| R2 |
1.0878 |
1.0878 |
1.0853 |
|
| R1 |
1.0861 |
1.0861 |
1.0849 |
1.0870 |
| PP |
1.0827 |
1.0827 |
1.0827 |
1.0831 |
| S1 |
1.0810 |
1.0810 |
1.0839 |
1.0818 |
| S2 |
1.0775 |
1.0775 |
1.0835 |
|
| S3 |
1.0724 |
1.0758 |
1.0830 |
|
| S4 |
1.0672 |
1.0707 |
1.0816 |
|
|
| 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% |
73% |
False |
False |
31 |
| 10 |
1.0868 |
1.0731 |
0.0137 |
1.3% |
0.0044 |
0.4% |
82% |
False |
False |
48 |
| 20 |
1.1001 |
1.0729 |
0.0273 |
2.5% |
0.0045 |
0.4% |
42% |
False |
False |
109 |
| 40 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0041 |
0.4% |
31% |
False |
False |
92 |
| 60 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0035 |
0.3% |
31% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1063 |
|
2.618 |
1.0979 |
|
1.618 |
1.0927 |
|
1.000 |
1.0896 |
|
0.618 |
1.0876 |
|
HIGH |
1.0844 |
|
0.618 |
1.0824 |
|
0.500 |
1.0818 |
|
0.382 |
1.0812 |
|
LOW |
1.0793 |
|
0.618 |
1.0761 |
|
1.000 |
1.0741 |
|
1.618 |
1.0709 |
|
2.618 |
1.0658 |
|
4.250 |
1.0574 |
|
|
| Fisher Pivots for day following 02-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0835 |
1.0834 |
| PP |
1.0827 |
1.0825 |
| S1 |
1.0818 |
1.0815 |
|