CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 23-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2024 |
23-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0941 |
1.0930 |
-0.0011 |
-0.1% |
1.0884 |
| High |
1.0947 |
1.0960 |
0.0014 |
0.1% |
1.1002 |
| Low |
1.0928 |
1.0909 |
-0.0019 |
-0.2% |
1.0884 |
| Close |
1.0928 |
1.0909 |
-0.0019 |
-0.2% |
1.0983 |
| Range |
0.0019 |
0.0051 |
0.0032 |
168.4% |
0.0118 |
| ATR |
0.0036 |
0.0037 |
0.0001 |
3.0% |
0.0000 |
| Volume |
115 |
273 |
158 |
137.4% |
1,618 |
|
| Daily Pivots for day following 23-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1079 |
1.1045 |
1.0937 |
|
| R3 |
1.1028 |
1.0994 |
1.0923 |
|
| R2 |
1.0977 |
1.0977 |
1.0918 |
|
| R1 |
1.0943 |
1.0943 |
1.0914 |
1.0935 |
| PP |
1.0926 |
1.0926 |
1.0926 |
1.0922 |
| S1 |
1.0892 |
1.0892 |
1.0904 |
1.0884 |
| S2 |
1.0875 |
1.0875 |
1.0900 |
|
| S3 |
1.0824 |
1.0841 |
1.0895 |
|
| S4 |
1.0773 |
1.0790 |
1.0881 |
|
|
| 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 |
1.0977 |
1.0909 |
0.0068 |
0.6% |
0.0025 |
0.2% |
0% |
False |
True |
197 |
| 10 |
1.1002 |
1.0873 |
0.0129 |
1.2% |
0.0029 |
0.3% |
28% |
False |
False |
263 |
| 20 |
1.1002 |
1.0780 |
0.0222 |
2.0% |
0.0035 |
0.3% |
58% |
False |
False |
176 |
| 40 |
1.1002 |
1.0729 |
0.0273 |
2.5% |
0.0038 |
0.4% |
66% |
False |
False |
147 |
| 60 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0036 |
0.3% |
49% |
False |
False |
126 |
| 80 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0035 |
0.3% |
49% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1177 |
|
2.618 |
1.1094 |
|
1.618 |
1.1043 |
|
1.000 |
1.1011 |
|
0.618 |
1.0992 |
|
HIGH |
1.0960 |
|
0.618 |
1.0941 |
|
0.500 |
1.0935 |
|
0.382 |
1.0928 |
|
LOW |
1.0909 |
|
0.618 |
1.0877 |
|
1.000 |
1.0858 |
|
1.618 |
1.0826 |
|
2.618 |
1.0775 |
|
4.250 |
1.0692 |
|
|
| Fisher Pivots for day following 23-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0935 |
1.0943 |
| PP |
1.0926 |
1.0932 |
| S1 |
1.0918 |
1.0920 |
|