CME Euro FX (E) Future December 2024
Trading Metrics calculated at close of trading on 09-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2024 |
09-May-2024 |
Change |
Change % |
Previous Week |
Open |
1.0850 |
1.0837 |
-0.0014 |
-0.1% |
1.0847 |
High |
1.0863 |
1.0892 |
0.0029 |
0.3% |
1.0882 |
Low |
1.0850 |
1.0836 |
-0.0014 |
-0.1% |
1.0780 |
Close |
1.0857 |
1.0892 |
0.0035 |
0.3% |
1.0881 |
Range |
0.0013 |
0.0056 |
0.0043 |
326.9% |
0.0102 |
ATR |
0.0040 |
0.0041 |
0.0001 |
2.7% |
0.0000 |
Volume |
57 |
91 |
34 |
59.6% |
503 |
|
Daily Pivots for day following 09-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1040 |
1.1021 |
1.0922 |
|
R3 |
1.0984 |
1.0966 |
1.0907 |
|
R2 |
1.0929 |
1.0929 |
1.0902 |
|
R1 |
1.0910 |
1.0910 |
1.0897 |
1.0919 |
PP |
1.0873 |
1.0873 |
1.0873 |
1.0878 |
S1 |
1.0855 |
1.0855 |
1.0886 |
1.0864 |
S2 |
1.0818 |
1.0818 |
1.0881 |
|
S3 |
1.0762 |
1.0799 |
1.0876 |
|
S4 |
1.0707 |
1.0744 |
1.0861 |
|
|
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 |
1.0836 |
0.0059 |
0.5% |
0.0029 |
0.3% |
94% |
False |
True |
149 |
10 |
1.0895 |
1.0780 |
0.0115 |
1.1% |
0.0041 |
0.4% |
97% |
False |
False |
90 |
20 |
1.0895 |
1.0729 |
0.0167 |
1.5% |
0.0041 |
0.4% |
98% |
False |
False |
107 |
40 |
1.1082 |
1.0729 |
0.0353 |
3.2% |
0.0040 |
0.4% |
46% |
False |
False |
91 |
60 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0035 |
0.3% |
44% |
False |
False |
92 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1127 |
2.618 |
1.1037 |
1.618 |
1.0981 |
1.000 |
1.0947 |
0.618 |
1.0926 |
HIGH |
1.0892 |
0.618 |
1.0870 |
0.500 |
1.0864 |
0.382 |
1.0857 |
LOW |
1.0836 |
0.618 |
1.0802 |
1.000 |
1.0781 |
1.618 |
1.0746 |
2.618 |
1.0691 |
4.250 |
1.0600 |
|
|
Fisher Pivots for day following 09-May-2024 |
Pivot |
1 day |
3 day |
R1 |
1.0882 |
1.0882 |
PP |
1.0873 |
1.0873 |
S1 |
1.0864 |
1.0864 |
|