CME Euro FX (E) Future December 2024
Trading Metrics calculated at close of trading on 07-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2024 |
07-May-2024 |
Change |
Change % |
Previous Week |
Open |
1.0895 |
1.0879 |
-0.0017 |
-0.2% |
1.0847 |
High |
1.0895 |
1.0892 |
-0.0004 |
0.0% |
1.0882 |
Low |
1.0888 |
1.0864 |
-0.0025 |
-0.2% |
1.0780 |
Close |
1.0888 |
1.0864 |
-0.0025 |
-0.2% |
1.0881 |
Range |
0.0007 |
0.0028 |
0.0021 |
300.0% |
0.0102 |
ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.5% |
0.0000 |
Volume |
11 |
178 |
167 |
1,518.2% |
503 |
|
Daily Pivots for day following 07-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0957 |
1.0938 |
1.0879 |
|
R3 |
1.0929 |
1.0910 |
1.0871 |
|
R2 |
1.0901 |
1.0901 |
1.0869 |
|
R1 |
1.0882 |
1.0882 |
1.0866 |
1.0878 |
PP |
1.0873 |
1.0873 |
1.0873 |
1.0871 |
S1 |
1.0854 |
1.0854 |
1.0861 |
1.0850 |
S2 |
1.0845 |
1.0845 |
1.0858 |
|
S3 |
1.0817 |
1.0826 |
1.0856 |
|
S4 |
1.0789 |
1.0798 |
1.0848 |
|
|
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 |
1.0895 |
1.0780 |
0.0115 |
1.1% |
0.0038 |
0.4% |
73% |
False |
False |
129 |
10 |
1.0895 |
1.0780 |
0.0115 |
1.1% |
0.0039 |
0.4% |
73% |
False |
False |
83 |
20 |
1.0978 |
1.0729 |
0.0249 |
2.3% |
0.0044 |
0.4% |
54% |
False |
False |
127 |
40 |
1.1085 |
1.0729 |
0.0356 |
3.3% |
0.0040 |
0.4% |
38% |
False |
False |
93 |
60 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0035 |
0.3% |
37% |
False |
False |
90 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1011 |
2.618 |
1.0965 |
1.618 |
1.0937 |
1.000 |
1.0920 |
0.618 |
1.0909 |
HIGH |
1.0892 |
0.618 |
1.0881 |
0.500 |
1.0878 |
0.382 |
1.0874 |
LOW |
1.0864 |
0.618 |
1.0846 |
1.000 |
1.0836 |
1.618 |
1.0818 |
2.618 |
1.0790 |
4.250 |
1.0745 |
|
|
Fisher Pivots for day following 07-May-2024 |
Pivot |
1 day |
3 day |
R1 |
1.0878 |
1.0867 |
PP |
1.0873 |
1.0866 |
S1 |
1.0868 |
1.0865 |
|