CME Euro FX (E) Future December 2024
Trading Metrics calculated at close of trading on 13-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2024 |
13-May-2024 |
Change |
Change % |
Previous Week |
Open |
1.0889 |
1.0884 |
-0.0006 |
-0.1% |
1.0895 |
High |
1.0897 |
1.0915 |
0.0018 |
0.2% |
1.0897 |
Low |
1.0873 |
1.0884 |
0.0011 |
0.1% |
1.0836 |
Close |
1.0884 |
1.0900 |
0.0016 |
0.1% |
1.0884 |
Range |
0.0025 |
0.0031 |
0.0007 |
26.5% |
0.0061 |
ATR |
0.0040 |
0.0039 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
138 |
43 |
-95 |
-68.8% |
475 |
|
Daily Pivots for day following 13-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0992 |
1.0977 |
1.0917 |
|
R3 |
1.0961 |
1.0946 |
1.0908 |
|
R2 |
1.0930 |
1.0930 |
1.0905 |
|
R1 |
1.0915 |
1.0915 |
1.0902 |
1.0923 |
PP |
1.0899 |
1.0899 |
1.0899 |
1.0903 |
S1 |
1.0884 |
1.0884 |
1.0897 |
1.0892 |
S2 |
1.0868 |
1.0868 |
1.0894 |
|
S3 |
1.0837 |
1.0853 |
1.0891 |
|
S4 |
1.0806 |
1.0822 |
1.0882 |
|
|
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 |
1.0915 |
1.0836 |
0.0079 |
0.7% |
0.0030 |
0.3% |
81% |
True |
False |
101 |
10 |
1.0915 |
1.0780 |
0.0135 |
1.2% |
0.0037 |
0.3% |
89% |
True |
False |
99 |
20 |
1.0915 |
1.0729 |
0.0186 |
1.7% |
0.0038 |
0.3% |
92% |
True |
False |
110 |
40 |
1.1043 |
1.0729 |
0.0315 |
2.9% |
0.0040 |
0.4% |
54% |
False |
False |
92 |
60 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0034 |
0.3% |
46% |
False |
False |
93 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1046 |
2.618 |
1.0996 |
1.618 |
1.0965 |
1.000 |
1.0946 |
0.618 |
1.0934 |
HIGH |
1.0915 |
0.618 |
1.0903 |
0.500 |
1.0899 |
0.382 |
1.0895 |
LOW |
1.0884 |
0.618 |
1.0864 |
1.000 |
1.0853 |
1.618 |
1.0833 |
2.618 |
1.0802 |
4.250 |
1.0752 |
|
|
Fisher Pivots for day following 13-May-2024 |
Pivot |
1 day |
3 day |
R1 |
1.0899 |
1.0891 |
PP |
1.0899 |
1.0883 |
S1 |
1.0899 |
1.0875 |
|