CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 14-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2024 |
14-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0884 |
1.0904 |
0.0021 |
0.2% |
1.0895 |
| High |
1.0915 |
1.0934 |
0.0019 |
0.2% |
1.0897 |
| Low |
1.0884 |
1.0903 |
0.0020 |
0.2% |
1.0836 |
| Close |
1.0900 |
1.0929 |
0.0030 |
0.3% |
1.0884 |
| Range |
0.0031 |
0.0031 |
-0.0001 |
-1.6% |
0.0061 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
43 |
52 |
9 |
20.9% |
475 |
|
| Daily Pivots for day following 14-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1013 |
1.1002 |
1.0946 |
|
| R3 |
1.0983 |
1.0971 |
1.0937 |
|
| R2 |
1.0952 |
1.0952 |
1.0935 |
|
| R1 |
1.0941 |
1.0941 |
1.0932 |
1.0947 |
| PP |
1.0922 |
1.0922 |
1.0922 |
1.0925 |
| S1 |
1.0910 |
1.0910 |
1.0926 |
1.0916 |
| S2 |
1.0891 |
1.0891 |
1.0923 |
|
| S3 |
1.0861 |
1.0880 |
1.0921 |
|
| S4 |
1.0830 |
1.0849 |
1.0912 |
|
|
| 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 |
1.0934 |
1.0836 |
0.0098 |
0.9% |
0.0031 |
0.3% |
95% |
True |
False |
76 |
| 10 |
1.0934 |
1.0780 |
0.0154 |
1.4% |
0.0035 |
0.3% |
97% |
True |
False |
102 |
| 20 |
1.0934 |
1.0731 |
0.0203 |
1.9% |
0.0037 |
0.3% |
98% |
True |
False |
102 |
| 40 |
1.1043 |
1.0729 |
0.0315 |
2.9% |
0.0040 |
0.4% |
64% |
False |
False |
93 |
| 60 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0035 |
0.3% |
54% |
False |
False |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1063 |
|
2.618 |
1.1013 |
|
1.618 |
1.0983 |
|
1.000 |
1.0964 |
|
0.618 |
1.0952 |
|
HIGH |
1.0934 |
|
0.618 |
1.0922 |
|
0.500 |
1.0918 |
|
0.382 |
1.0915 |
|
LOW |
1.0903 |
|
0.618 |
1.0884 |
|
1.000 |
1.0873 |
|
1.618 |
1.0854 |
|
2.618 |
1.0823 |
|
4.250 |
1.0773 |
|
|
| Fisher Pivots for day following 14-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0925 |
1.0920 |
| PP |
1.0922 |
1.0912 |
| S1 |
1.0918 |
1.0903 |
|