CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 17-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2024 |
17-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1002 |
1.0949 |
-0.0053 |
-0.5% |
1.0884 |
| High |
1.1002 |
1.0973 |
-0.0029 |
-0.3% |
1.1002 |
| Low |
1.0972 |
1.0944 |
-0.0029 |
-0.3% |
1.0884 |
| Close |
1.0979 |
1.0983 |
0.0004 |
0.0% |
1.0983 |
| Range |
0.0030 |
0.0029 |
-0.0001 |
-1.7% |
0.0118 |
| ATR |
0.0040 |
0.0039 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
1,102 |
109 |
-993 |
-90.1% |
1,618 |
|
| Daily Pivots for day following 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1053 |
1.1047 |
1.0998 |
|
| R3 |
1.1024 |
1.1018 |
1.0990 |
|
| R2 |
1.0995 |
1.0995 |
1.0988 |
|
| R1 |
1.0989 |
1.0989 |
1.0985 |
1.0992 |
| PP |
1.0966 |
1.0966 |
1.0966 |
1.0968 |
| S1 |
1.0960 |
1.0960 |
1.0980 |
1.0963 |
| S2 |
1.0937 |
1.0937 |
1.0977 |
|
| S3 |
1.0908 |
1.0931 |
1.0975 |
|
| S4 |
1.0879 |
1.0902 |
1.0967 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1310 |
1.1264 |
1.1047 |
|
| R3 |
1.1192 |
1.1146 |
1.1015 |
|
| R2 |
1.1074 |
1.1074 |
1.1004 |
|
| R1 |
1.1028 |
1.1028 |
1.0993 |
1.1051 |
| PP |
1.0956 |
1.0956 |
1.0956 |
1.0967 |
| S1 |
1.0910 |
1.0910 |
1.0972 |
1.0933 |
| S2 |
1.0838 |
1.0838 |
1.0961 |
|
| S3 |
1.0720 |
1.0792 |
1.0950 |
|
| S4 |
1.0602 |
1.0674 |
1.0918 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1002 |
1.0884 |
0.0118 |
1.1% |
0.0035 |
0.3% |
84% |
False |
False |
323 |
| 10 |
1.1002 |
1.0836 |
0.0166 |
1.5% |
0.0030 |
0.3% |
89% |
False |
False |
209 |
| 20 |
1.1002 |
1.0766 |
0.0236 |
2.1% |
0.0036 |
0.3% |
92% |
False |
False |
142 |
| 40 |
1.1002 |
1.0729 |
0.0273 |
2.5% |
0.0039 |
0.4% |
93% |
False |
False |
127 |
| 60 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0036 |
0.3% |
69% |
False |
False |
116 |
| 80 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0035 |
0.3% |
69% |
False |
False |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1096 |
|
2.618 |
1.1048 |
|
1.618 |
1.1019 |
|
1.000 |
1.1002 |
|
0.618 |
1.0990 |
|
HIGH |
1.0973 |
|
0.618 |
1.0961 |
|
0.500 |
1.0958 |
|
0.382 |
1.0955 |
|
LOW |
1.0944 |
|
0.618 |
1.0926 |
|
1.000 |
1.0915 |
|
1.618 |
1.0897 |
|
2.618 |
1.0868 |
|
4.250 |
1.0820 |
|
|
| Fisher Pivots for day following 17-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0974 |
1.0978 |
| PP |
1.0966 |
1.0974 |
| S1 |
1.0958 |
1.0969 |
|