CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 03-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2024 |
03-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0830 |
1.0842 |
0.0012 |
0.1% |
1.0847 |
| High |
1.0844 |
1.0882 |
0.0038 |
0.4% |
1.0882 |
| Low |
1.0793 |
1.0839 |
0.0047 |
0.4% |
1.0780 |
| Close |
1.0844 |
1.0881 |
0.0037 |
0.3% |
1.0881 |
| Range |
0.0052 |
0.0043 |
-0.0009 |
-16.5% |
0.0102 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
45 |
410 |
365 |
811.1% |
503 |
|
| Daily Pivots for day following 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0996 |
1.0981 |
1.0904 |
|
| R3 |
1.0953 |
1.0938 |
1.0892 |
|
| R2 |
1.0910 |
1.0910 |
1.0888 |
|
| R1 |
1.0895 |
1.0895 |
1.0884 |
1.0903 |
| PP |
1.0867 |
1.0867 |
1.0867 |
1.0871 |
| S1 |
1.0852 |
1.0852 |
1.0877 |
1.0860 |
| S2 |
1.0824 |
1.0824 |
1.0873 |
|
| S3 |
1.0781 |
1.0809 |
1.0869 |
|
| S4 |
1.0738 |
1.0766 |
1.0857 |
|
|
| Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1154 |
1.1119 |
1.0937 |
|
| R3 |
1.1052 |
1.1017 |
1.0909 |
|
| R2 |
1.0950 |
1.0950 |
1.0899 |
|
| R1 |
1.0915 |
1.0915 |
1.0890 |
1.0932 |
| PP |
1.0848 |
1.0848 |
1.0848 |
1.0856 |
| S1 |
1.0813 |
1.0813 |
1.0871 |
1.0830 |
| S2 |
1.0746 |
1.0746 |
1.0862 |
|
| S3 |
1.0644 |
1.0711 |
1.0852 |
|
| S4 |
1.0542 |
1.0609 |
1.0824 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0882 |
1.0780 |
0.0102 |
0.9% |
0.0047 |
0.4% |
99% |
True |
False |
100 |
| 10 |
1.0882 |
1.0766 |
0.0116 |
1.1% |
0.0042 |
0.4% |
99% |
True |
False |
76 |
| 20 |
1.1001 |
1.0729 |
0.0273 |
2.5% |
0.0045 |
0.4% |
56% |
False |
False |
125 |
| 40 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0041 |
0.4% |
41% |
False |
False |
95 |
| 60 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0036 |
0.3% |
41% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1065 |
|
2.618 |
1.0995 |
|
1.618 |
1.0952 |
|
1.000 |
1.0925 |
|
0.618 |
1.0909 |
|
HIGH |
1.0882 |
|
0.618 |
1.0866 |
|
0.500 |
1.0861 |
|
0.382 |
1.0855 |
|
LOW |
1.0839 |
|
0.618 |
1.0812 |
|
1.000 |
1.0796 |
|
1.618 |
1.0769 |
|
2.618 |
1.0726 |
|
4.250 |
1.0656 |
|
|
| Fisher Pivots for day following 03-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0874 |
1.0864 |
| PP |
1.0867 |
1.0848 |
| S1 |
1.0861 |
1.0831 |
|