CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 10-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2024 |
10-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0837 |
1.0889 |
0.0053 |
0.5% |
1.0895 |
| High |
1.0892 |
1.0897 |
0.0006 |
0.1% |
1.0897 |
| Low |
1.0836 |
1.0873 |
0.0037 |
0.3% |
1.0836 |
| Close |
1.0892 |
1.0884 |
-0.0008 |
-0.1% |
1.0884 |
| Range |
0.0056 |
0.0025 |
-0.0031 |
-55.9% |
0.0061 |
| ATR |
0.0041 |
0.0040 |
-0.0001 |
-2.9% |
0.0000 |
| Volume |
91 |
138 |
47 |
51.6% |
475 |
|
| Daily Pivots for day following 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0958 |
1.0945 |
1.0897 |
|
| R3 |
1.0933 |
1.0921 |
1.0890 |
|
| R2 |
1.0909 |
1.0909 |
1.0888 |
|
| R1 |
1.0896 |
1.0896 |
1.0886 |
1.0890 |
| PP |
1.0884 |
1.0884 |
1.0884 |
1.0881 |
| S1 |
1.0872 |
1.0872 |
1.0881 |
1.0866 |
| S2 |
1.0860 |
1.0860 |
1.0879 |
|
| S3 |
1.0835 |
1.0847 |
1.0877 |
|
| S4 |
1.0811 |
1.0823 |
1.0870 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1055 |
1.1030 |
1.0917 |
|
| R3 |
1.0994 |
1.0969 |
1.0900 |
|
| R2 |
1.0933 |
1.0933 |
1.0895 |
|
| R1 |
1.0908 |
1.0908 |
1.0889 |
1.0890 |
| PP |
1.0872 |
1.0872 |
1.0872 |
1.0863 |
| S1 |
1.0847 |
1.0847 |
1.0878 |
1.0829 |
| S2 |
1.0811 |
1.0811 |
1.0872 |
|
| S3 |
1.0750 |
1.0786 |
1.0867 |
|
| S4 |
1.0689 |
1.0725 |
1.0850 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0897 |
1.0836 |
0.0061 |
0.6% |
0.0026 |
0.2% |
78% |
True |
False |
95 |
| 10 |
1.0897 |
1.0780 |
0.0117 |
1.1% |
0.0036 |
0.3% |
88% |
True |
False |
97 |
| 20 |
1.0897 |
1.0729 |
0.0169 |
1.5% |
0.0037 |
0.3% |
92% |
True |
False |
108 |
| 40 |
1.1043 |
1.0729 |
0.0315 |
2.9% |
0.0039 |
0.4% |
49% |
False |
False |
94 |
| 60 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0035 |
0.3% |
42% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1001 |
|
2.618 |
1.0961 |
|
1.618 |
1.0937 |
|
1.000 |
1.0922 |
|
0.618 |
1.0912 |
|
HIGH |
1.0897 |
|
0.618 |
1.0888 |
|
0.500 |
1.0885 |
|
0.382 |
1.0882 |
|
LOW |
1.0873 |
|
0.618 |
1.0857 |
|
1.000 |
1.0848 |
|
1.618 |
1.0833 |
|
2.618 |
1.0808 |
|
4.250 |
1.0768 |
|
|
| Fisher Pivots for day following 10-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0885 |
1.0878 |
| PP |
1.0884 |
1.0872 |
| S1 |
1.0884 |
1.0867 |
|