CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 15-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2024 |
15-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0904 |
1.0941 |
0.0037 |
0.3% |
1.0895 |
| High |
1.0934 |
1.0990 |
0.0056 |
0.5% |
1.0897 |
| Low |
1.0903 |
1.0937 |
0.0034 |
0.3% |
1.0836 |
| Close |
1.0929 |
1.0988 |
0.0059 |
0.5% |
1.0884 |
| Range |
0.0031 |
0.0053 |
0.0023 |
73.8% |
0.0061 |
| ATR |
0.0039 |
0.0041 |
0.0002 |
3.9% |
0.0000 |
| Volume |
52 |
312 |
260 |
500.0% |
475 |
|
| Daily Pivots for day following 15-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1130 |
1.1112 |
1.1017 |
|
| R3 |
1.1077 |
1.1059 |
1.1002 |
|
| R2 |
1.1024 |
1.1024 |
1.0997 |
|
| R1 |
1.1006 |
1.1006 |
1.0992 |
1.1015 |
| PP |
1.0971 |
1.0971 |
1.0971 |
1.0976 |
| S1 |
1.0953 |
1.0953 |
1.0983 |
1.0962 |
| S2 |
1.0918 |
1.0918 |
1.0978 |
|
| S3 |
1.0865 |
1.0900 |
1.0973 |
|
| S4 |
1.0812 |
1.0847 |
1.0958 |
|
|
| 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 |
1.0990 |
1.0836 |
0.0154 |
1.4% |
0.0039 |
0.4% |
99% |
True |
False |
127 |
| 10 |
1.0990 |
1.0793 |
0.0197 |
1.8% |
0.0034 |
0.3% |
99% |
True |
False |
133 |
| 20 |
1.0990 |
1.0731 |
0.0259 |
2.4% |
0.0038 |
0.3% |
99% |
True |
False |
116 |
| 40 |
1.1043 |
1.0729 |
0.0315 |
2.9% |
0.0041 |
0.4% |
82% |
False |
False |
100 |
| 60 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0035 |
0.3% |
70% |
False |
False |
97 |
| 80 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0036 |
0.3% |
70% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1215 |
|
2.618 |
1.1128 |
|
1.618 |
1.1075 |
|
1.000 |
1.1043 |
|
0.618 |
1.1022 |
|
HIGH |
1.0990 |
|
0.618 |
1.0969 |
|
0.500 |
1.0963 |
|
0.382 |
1.0957 |
|
LOW |
1.0937 |
|
0.618 |
1.0904 |
|
1.000 |
1.0884 |
|
1.618 |
1.0851 |
|
2.618 |
1.0798 |
|
4.250 |
1.0711 |
|
|
| Fisher Pivots for day following 15-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0979 |
1.0971 |
| PP |
1.0971 |
1.0954 |
| S1 |
1.0963 |
1.0937 |
|