CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 28-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2024 |
28-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0916 |
1.0964 |
0.0049 |
0.4% |
1.0976 |
| High |
1.0955 |
1.0991 |
0.0036 |
0.3% |
1.0977 |
| Low |
1.0911 |
1.0964 |
0.0053 |
0.5% |
1.0909 |
| Close |
1.0955 |
1.0964 |
0.0009 |
0.1% |
1.0955 |
| Range |
0.0044 |
0.0027 |
-0.0017 |
-37.9% |
0.0068 |
| ATR |
0.0038 |
0.0038 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
121 |
111 |
-10 |
-8.3% |
998 |
|
| Daily Pivots for day following 28-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1054 |
1.1036 |
1.0978 |
|
| R3 |
1.1027 |
1.1009 |
1.0971 |
|
| R2 |
1.1000 |
1.1000 |
1.0968 |
|
| R1 |
1.0982 |
1.0982 |
1.0966 |
1.0977 |
| PP |
1.0973 |
1.0973 |
1.0973 |
1.0970 |
| S1 |
1.0955 |
1.0955 |
1.0961 |
1.0950 |
| S2 |
1.0946 |
1.0946 |
1.0959 |
|
| S3 |
1.0919 |
1.0928 |
1.0956 |
|
| S4 |
1.0892 |
1.0901 |
1.0949 |
|
|
| 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 |
1.0991 |
1.0909 |
0.0082 |
0.7% |
0.0032 |
0.3% |
67% |
True |
False |
196 |
| 10 |
1.1002 |
1.0903 |
0.0099 |
0.9% |
0.0031 |
0.3% |
61% |
False |
False |
268 |
| 20 |
1.1002 |
1.0780 |
0.0222 |
2.0% |
0.0034 |
0.3% |
83% |
False |
False |
183 |
| 40 |
1.1002 |
1.0729 |
0.0273 |
2.5% |
0.0039 |
0.4% |
86% |
False |
False |
151 |
| 60 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0037 |
0.3% |
64% |
False |
False |
129 |
| 80 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0035 |
0.3% |
64% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1105 |
|
2.618 |
1.1061 |
|
1.618 |
1.1034 |
|
1.000 |
1.1018 |
|
0.618 |
1.1007 |
|
HIGH |
1.0991 |
|
0.618 |
1.0980 |
|
0.500 |
1.0977 |
|
0.382 |
1.0974 |
|
LOW |
1.0964 |
|
0.618 |
1.0947 |
|
1.000 |
1.0937 |
|
1.618 |
1.0920 |
|
2.618 |
1.0893 |
|
4.250 |
1.0849 |
|
|
| Fisher Pivots for day following 28-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0977 |
1.0959 |
| PP |
1.0973 |
1.0954 |
| S1 |
1.0968 |
1.0950 |
|