CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 20-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2024 |
20-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0949 |
1.0976 |
0.0027 |
0.2% |
1.0884 |
| High |
1.0973 |
1.0976 |
0.0003 |
0.0% |
1.1002 |
| Low |
1.0944 |
1.0967 |
0.0024 |
0.2% |
1.0884 |
| Close |
1.0983 |
1.0972 |
-0.0011 |
-0.1% |
1.0983 |
| Range |
0.0029 |
0.0009 |
-0.0021 |
-70.7% |
0.0118 |
| ATR |
0.0039 |
0.0038 |
-0.0002 |
-4.3% |
0.0000 |
| Volume |
109 |
127 |
18 |
16.5% |
1,618 |
|
| Daily Pivots for day following 20-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0997 |
1.0993 |
1.0977 |
|
| R3 |
1.0989 |
1.0985 |
1.0974 |
|
| R2 |
1.0980 |
1.0980 |
1.0974 |
|
| R1 |
1.0976 |
1.0976 |
1.0973 |
1.0974 |
| PP |
1.0972 |
1.0972 |
1.0972 |
1.0970 |
| S1 |
1.0968 |
1.0968 |
1.0971 |
1.0965 |
| S2 |
1.0963 |
1.0963 |
1.0970 |
|
| S3 |
1.0955 |
1.0959 |
1.0970 |
|
| S4 |
1.0946 |
1.0951 |
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 |
1.0903 |
0.0099 |
0.9% |
0.0030 |
0.3% |
70% |
False |
False |
340 |
| 10 |
1.1002 |
1.0836 |
0.0166 |
1.5% |
0.0030 |
0.3% |
82% |
False |
False |
220 |
| 20 |
1.1002 |
1.0769 |
0.0233 |
2.1% |
0.0036 |
0.3% |
87% |
False |
False |
145 |
| 40 |
1.1002 |
1.0729 |
0.0273 |
2.5% |
0.0038 |
0.3% |
89% |
False |
False |
129 |
| 60 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0036 |
0.3% |
66% |
False |
False |
118 |
| 80 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0035 |
0.3% |
66% |
False |
False |
108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1012 |
|
2.618 |
1.0998 |
|
1.618 |
1.0989 |
|
1.000 |
1.0984 |
|
0.618 |
1.0981 |
|
HIGH |
1.0976 |
|
0.618 |
1.0972 |
|
0.500 |
1.0971 |
|
0.382 |
1.0970 |
|
LOW |
1.0967 |
|
0.618 |
1.0962 |
|
1.000 |
1.0959 |
|
1.618 |
1.0953 |
|
2.618 |
1.0945 |
|
4.250 |
1.0931 |
|
|
| Fisher Pivots for day following 20-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0972 |
1.0973 |
| PP |
1.0972 |
1.0972 |
| S1 |
1.0971 |
1.0972 |
|