CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 24-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2024 |
24-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0930 |
1.0916 |
-0.0015 |
-0.1% |
1.0976 |
| High |
1.0960 |
1.0955 |
-0.0006 |
-0.1% |
1.0977 |
| Low |
1.0909 |
1.0911 |
0.0002 |
0.0% |
1.0909 |
| Close |
1.0909 |
1.0955 |
0.0046 |
0.4% |
1.0955 |
| Range |
0.0051 |
0.0044 |
-0.0008 |
-14.7% |
0.0068 |
| ATR |
0.0037 |
0.0038 |
0.0001 |
1.6% |
0.0000 |
| Volume |
273 |
121 |
-152 |
-55.7% |
998 |
|
| Daily Pivots for day following 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1071 |
1.1056 |
1.0978 |
|
| R3 |
1.1027 |
1.1013 |
1.0966 |
|
| R2 |
1.0984 |
1.0984 |
1.0962 |
|
| R1 |
1.0969 |
1.0969 |
1.0958 |
1.0976 |
| PP |
1.0940 |
1.0940 |
1.0940 |
1.0944 |
| S1 |
1.0926 |
1.0926 |
1.0951 |
1.0933 |
| S2 |
1.0897 |
1.0897 |
1.0947 |
|
| S3 |
1.0853 |
1.0882 |
1.0943 |
|
| S4 |
1.0810 |
1.0839 |
1.0931 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1149 |
1.1119 |
1.0992 |
|
| R3 |
1.1082 |
1.1052 |
1.0973 |
|
| R2 |
1.1014 |
1.1014 |
1.0967 |
|
| R1 |
1.0984 |
1.0984 |
1.0961 |
1.0966 |
| PP |
1.0947 |
1.0947 |
1.0947 |
1.0937 |
| S1 |
1.0917 |
1.0917 |
1.0948 |
1.0898 |
| S2 |
1.0879 |
1.0879 |
1.0942 |
|
| S3 |
1.0812 |
1.0849 |
1.0936 |
|
| S4 |
1.0744 |
1.0782 |
1.0917 |
|
|
| 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% |
0.0028 |
0.3% |
67% |
False |
False |
199 |
| 10 |
1.1002 |
1.0884 |
0.0118 |
1.1% |
0.0031 |
0.3% |
60% |
False |
False |
261 |
| 20 |
1.1002 |
1.0780 |
0.0222 |
2.0% |
0.0034 |
0.3% |
79% |
False |
False |
179 |
| 40 |
1.1002 |
1.0729 |
0.0273 |
2.5% |
0.0038 |
0.3% |
83% |
False |
False |
148 |
| 60 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0037 |
0.3% |
61% |
False |
False |
127 |
| 80 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0035 |
0.3% |
61% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1139 |
|
2.618 |
1.1068 |
|
1.618 |
1.1025 |
|
1.000 |
1.0998 |
|
0.618 |
1.0981 |
|
HIGH |
1.0955 |
|
0.618 |
1.0938 |
|
0.500 |
1.0933 |
|
0.382 |
1.0928 |
|
LOW |
1.0911 |
|
0.618 |
1.0884 |
|
1.000 |
1.0868 |
|
1.618 |
1.0841 |
|
2.618 |
1.0797 |
|
4.250 |
1.0726 |
|
|
| Fisher Pivots for day following 24-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0947 |
1.0948 |
| PP |
1.0940 |
1.0941 |
| S1 |
1.0933 |
1.0935 |
|