CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 29-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2024 |
29-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0964 |
1.0950 |
-0.0014 |
-0.1% |
1.0976 |
| High |
1.0991 |
1.0961 |
-0.0030 |
-0.3% |
1.0977 |
| Low |
1.0964 |
1.0910 |
-0.0054 |
-0.5% |
1.0909 |
| Close |
1.0964 |
1.0910 |
-0.0054 |
-0.5% |
1.0955 |
| Range |
0.0027 |
0.0051 |
0.0024 |
88.9% |
0.0068 |
| ATR |
0.0038 |
0.0039 |
0.0001 |
3.0% |
0.0000 |
| Volume |
111 |
109 |
-2 |
-1.8% |
998 |
|
| Daily Pivots for day following 29-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1080 |
1.1046 |
1.0938 |
|
| R3 |
1.1029 |
1.0995 |
1.0924 |
|
| R2 |
1.0978 |
1.0978 |
1.0919 |
|
| R1 |
1.0944 |
1.0944 |
1.0915 |
1.0936 |
| PP |
1.0927 |
1.0927 |
1.0927 |
1.0923 |
| S1 |
1.0893 |
1.0893 |
1.0905 |
1.0885 |
| S2 |
1.0876 |
1.0876 |
1.0901 |
|
| S3 |
1.0825 |
1.0842 |
1.0896 |
|
| S4 |
1.0774 |
1.0791 |
1.0882 |
|
|
| 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% |
0.0038 |
0.4% |
1% |
False |
False |
145 |
| 10 |
1.1002 |
1.0909 |
0.0093 |
0.8% |
0.0033 |
0.3% |
1% |
False |
False |
274 |
| 20 |
1.1002 |
1.0780 |
0.0222 |
2.0% |
0.0034 |
0.3% |
59% |
False |
False |
188 |
| 40 |
1.1002 |
1.0729 |
0.0273 |
2.5% |
0.0039 |
0.4% |
66% |
False |
False |
153 |
| 60 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0038 |
0.3% |
49% |
False |
False |
128 |
| 80 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0034 |
0.3% |
49% |
False |
False |
113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1178 |
|
2.618 |
1.1095 |
|
1.618 |
1.1044 |
|
1.000 |
1.1012 |
|
0.618 |
1.0993 |
|
HIGH |
1.0961 |
|
0.618 |
1.0942 |
|
0.500 |
1.0936 |
|
0.382 |
1.0929 |
|
LOW |
1.0910 |
|
0.618 |
1.0878 |
|
1.000 |
1.0859 |
|
1.618 |
1.0827 |
|
2.618 |
1.0776 |
|
4.250 |
1.0693 |
|
|
| Fisher Pivots for day following 29-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0936 |
1.0950 |
| PP |
1.0927 |
1.0937 |
| S1 |
1.0919 |
1.0923 |
|