CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 30-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2024 |
30-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0950 |
1.0901 |
-0.0049 |
-0.4% |
1.0976 |
| High |
1.0961 |
1.0948 |
-0.0014 |
-0.1% |
1.0977 |
| Low |
1.0910 |
1.0893 |
-0.0017 |
-0.2% |
1.0909 |
| Close |
1.0910 |
1.0939 |
0.0029 |
0.3% |
1.0955 |
| Range |
0.0051 |
0.0055 |
0.0004 |
6.9% |
0.0068 |
| ATR |
0.0039 |
0.0040 |
0.0001 |
2.9% |
0.0000 |
| Volume |
109 |
121 |
12 |
11.0% |
998 |
|
| Daily Pivots for day following 30-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1090 |
1.1069 |
1.0969 |
|
| R3 |
1.1036 |
1.1015 |
1.0954 |
|
| R2 |
1.0981 |
1.0981 |
1.0949 |
|
| R1 |
1.0960 |
1.0960 |
1.0944 |
1.0971 |
| PP |
1.0927 |
1.0927 |
1.0927 |
1.0932 |
| S1 |
1.0906 |
1.0906 |
1.0934 |
1.0916 |
| S2 |
1.0872 |
1.0872 |
1.0929 |
|
| S3 |
1.0818 |
1.0851 |
1.0924 |
|
| S4 |
1.0763 |
1.0797 |
1.0909 |
|
|
| 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 |
1.0893 |
0.0098 |
0.9% |
0.0045 |
0.4% |
47% |
False |
True |
147 |
| 10 |
1.1002 |
1.0893 |
0.0109 |
1.0% |
0.0033 |
0.3% |
42% |
False |
True |
255 |
| 20 |
1.1002 |
1.0793 |
0.0209 |
1.9% |
0.0033 |
0.3% |
70% |
False |
False |
194 |
| 40 |
1.1002 |
1.0729 |
0.0273 |
2.5% |
0.0039 |
0.4% |
77% |
False |
False |
153 |
| 60 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0038 |
0.3% |
57% |
False |
False |
125 |
| 80 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0034 |
0.3% |
57% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1179 |
|
2.618 |
1.1090 |
|
1.618 |
1.1036 |
|
1.000 |
1.1002 |
|
0.618 |
1.0981 |
|
HIGH |
1.0948 |
|
0.618 |
1.0927 |
|
0.500 |
1.0920 |
|
0.382 |
1.0914 |
|
LOW |
1.0893 |
|
0.618 |
1.0859 |
|
1.000 |
1.0839 |
|
1.618 |
1.0805 |
|
2.618 |
1.0750 |
|
4.250 |
1.0661 |
|
|
| Fisher Pivots for day following 30-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0933 |
1.0942 |
| PP |
1.0927 |
1.0941 |
| S1 |
1.0920 |
1.0940 |
|