CME Euro FX (E) Future December 2024
Trading Metrics calculated at close of trading on 08-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2024 |
08-May-2024 |
Change |
Change % |
Previous Week |
Open |
1.0879 |
1.0850 |
-0.0029 |
-0.3% |
1.0847 |
High |
1.0892 |
1.0863 |
-0.0029 |
-0.3% |
1.0882 |
Low |
1.0864 |
1.0850 |
-0.0014 |
-0.1% |
1.0780 |
Close |
1.0864 |
1.0857 |
-0.0007 |
-0.1% |
1.0881 |
Range |
0.0028 |
0.0013 |
-0.0015 |
-53.6% |
0.0102 |
ATR |
0.0042 |
0.0040 |
-0.0002 |
-4.9% |
0.0000 |
Volume |
178 |
57 |
-121 |
-68.0% |
503 |
|
Daily Pivots for day following 08-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0896 |
1.0889 |
1.0864 |
|
R3 |
1.0883 |
1.0876 |
1.0861 |
|
R2 |
1.0870 |
1.0870 |
1.0859 |
|
R1 |
1.0863 |
1.0863 |
1.0858 |
1.0867 |
PP |
1.0857 |
1.0857 |
1.0857 |
1.0858 |
S1 |
1.0850 |
1.0850 |
1.0856 |
1.0854 |
S2 |
1.0844 |
1.0844 |
1.0855 |
|
S3 |
1.0831 |
1.0837 |
1.0853 |
|
S4 |
1.0818 |
1.0824 |
1.0850 |
|
|
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 |
1.0793 |
0.0103 |
0.9% |
0.0029 |
0.3% |
63% |
False |
False |
140 |
10 |
1.0895 |
1.0780 |
0.0115 |
1.1% |
0.0040 |
0.4% |
67% |
False |
False |
88 |
20 |
1.0895 |
1.0729 |
0.0167 |
1.5% |
0.0039 |
0.4% |
77% |
False |
False |
105 |
40 |
1.1085 |
1.0729 |
0.0356 |
3.3% |
0.0040 |
0.4% |
36% |
False |
False |
90 |
60 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0035 |
0.3% |
35% |
False |
False |
91 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0918 |
2.618 |
1.0897 |
1.618 |
1.0884 |
1.000 |
1.0876 |
0.618 |
1.0871 |
HIGH |
1.0863 |
0.618 |
1.0858 |
0.500 |
1.0857 |
0.382 |
1.0855 |
LOW |
1.0850 |
0.618 |
1.0842 |
1.000 |
1.0837 |
1.618 |
1.0829 |
2.618 |
1.0816 |
4.250 |
1.0795 |
|
|
Fisher Pivots for day following 08-May-2024 |
Pivot |
1 day |
3 day |
R1 |
1.0857 |
1.0873 |
PP |
1.0857 |
1.0867 |
S1 |
1.0857 |
1.0862 |
|