CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 31-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2024 |
31-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0901 |
1.0954 |
0.0053 |
0.5% |
1.0964 |
| High |
1.0948 |
1.0984 |
0.0036 |
0.3% |
1.0991 |
| Low |
1.0893 |
1.0914 |
0.0021 |
0.2% |
1.0893 |
| Close |
1.0939 |
1.0943 |
0.0004 |
0.0% |
1.0943 |
| Range |
0.0055 |
0.0070 |
0.0016 |
28.4% |
0.0098 |
| ATR |
0.0040 |
0.0042 |
0.0002 |
5.4% |
0.0000 |
| Volume |
121 |
374 |
253 |
209.1% |
715 |
|
| Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1157 |
1.1120 |
1.0982 |
|
| R3 |
1.1087 |
1.1050 |
1.0962 |
|
| R2 |
1.1017 |
1.1017 |
1.0956 |
|
| R1 |
1.0980 |
1.0980 |
1.0949 |
1.0963 |
| PP |
1.0947 |
1.0947 |
1.0947 |
1.0938 |
| S1 |
1.0910 |
1.0910 |
1.0937 |
1.0893 |
| S2 |
1.0877 |
1.0877 |
1.0930 |
|
| S3 |
1.0807 |
1.0840 |
1.0924 |
|
| S4 |
1.0737 |
1.0770 |
1.0905 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1235 |
1.1186 |
1.0997 |
|
| R3 |
1.1137 |
1.1089 |
1.0970 |
|
| R2 |
1.1040 |
1.1040 |
1.0961 |
|
| R1 |
1.0991 |
1.0991 |
1.0952 |
1.0967 |
| PP |
1.0942 |
1.0942 |
1.0942 |
1.0930 |
| S1 |
1.0894 |
1.0894 |
1.0934 |
1.0869 |
| S2 |
1.0845 |
1.0845 |
1.0925 |
|
| S3 |
1.0747 |
1.0796 |
1.0916 |
|
| S4 |
1.0650 |
1.0699 |
1.0889 |
|
|
| 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% |
0.0049 |
0.4% |
51% |
False |
False |
167 |
| 10 |
1.0991 |
1.0893 |
0.0098 |
0.9% |
0.0037 |
0.3% |
51% |
False |
False |
182 |
| 20 |
1.1002 |
1.0836 |
0.0166 |
1.5% |
0.0034 |
0.3% |
65% |
False |
False |
210 |
| 40 |
1.1002 |
1.0729 |
0.0273 |
2.5% |
0.0040 |
0.4% |
79% |
False |
False |
159 |
| 60 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0039 |
0.4% |
58% |
False |
False |
131 |
| 80 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0035 |
0.3% |
58% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1281 |
|
2.618 |
1.1167 |
|
1.618 |
1.1097 |
|
1.000 |
1.1054 |
|
0.618 |
1.1027 |
|
HIGH |
1.0984 |
|
0.618 |
1.0957 |
|
0.500 |
1.0949 |
|
0.382 |
1.0940 |
|
LOW |
1.0914 |
|
0.618 |
1.0870 |
|
1.000 |
1.0844 |
|
1.618 |
1.0800 |
|
2.618 |
1.0730 |
|
4.250 |
1.0616 |
|
|
| Fisher Pivots for day following 31-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0949 |
1.0941 |
| PP |
1.0947 |
1.0940 |
| S1 |
1.0945 |
1.0938 |
|