CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 16-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2024 |
16-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0941 |
1.1002 |
0.0061 |
0.6% |
1.0895 |
| High |
1.0990 |
1.1002 |
0.0012 |
0.1% |
1.0897 |
| Low |
1.0937 |
1.0972 |
0.0036 |
0.3% |
1.0836 |
| Close |
1.0988 |
1.0979 |
-0.0009 |
-0.1% |
1.0884 |
| Range |
0.0053 |
0.0030 |
-0.0024 |
-44.3% |
0.0061 |
| ATR |
0.0041 |
0.0040 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
312 |
1,102 |
790 |
253.2% |
475 |
|
| Daily Pivots for day following 16-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1073 |
1.1055 |
1.0995 |
|
| R3 |
1.1043 |
1.1026 |
1.0987 |
|
| R2 |
1.1014 |
1.1014 |
1.0984 |
|
| R1 |
1.0996 |
1.0996 |
1.0982 |
1.0990 |
| PP |
1.0984 |
1.0984 |
1.0984 |
1.0981 |
| S1 |
1.0967 |
1.0967 |
1.0976 |
1.0961 |
| S2 |
1.0955 |
1.0955 |
1.0974 |
|
| S3 |
1.0925 |
1.0937 |
1.0971 |
|
| S4 |
1.0896 |
1.0908 |
1.0963 |
|
|
| 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 |
1.1002 |
1.0873 |
0.0129 |
1.2% |
0.0034 |
0.3% |
83% |
True |
False |
329 |
| 10 |
1.1002 |
1.0836 |
0.0166 |
1.5% |
0.0032 |
0.3% |
86% |
True |
False |
239 |
| 20 |
1.1002 |
1.0731 |
0.0271 |
2.5% |
0.0038 |
0.3% |
92% |
True |
False |
143 |
| 40 |
1.1041 |
1.0729 |
0.0313 |
2.8% |
0.0040 |
0.4% |
80% |
False |
False |
125 |
| 60 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0035 |
0.3% |
68% |
False |
False |
115 |
| 80 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0035 |
0.3% |
68% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1127 |
|
2.618 |
1.1079 |
|
1.618 |
1.1049 |
|
1.000 |
1.1031 |
|
0.618 |
1.1020 |
|
HIGH |
1.1002 |
|
0.618 |
1.0990 |
|
0.500 |
1.0987 |
|
0.382 |
1.0983 |
|
LOW |
1.0972 |
|
0.618 |
1.0954 |
|
1.000 |
1.0943 |
|
1.618 |
1.0924 |
|
2.618 |
1.0895 |
|
4.250 |
1.0847 |
|
|
| Fisher Pivots for day following 16-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0987 |
1.0970 |
| PP |
1.0984 |
1.0961 |
| S1 |
1.0982 |
1.0952 |
|