CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 03-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2024 |
03-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0954 |
1.0955 |
0.0001 |
0.0% |
1.0964 |
| High |
1.0984 |
1.0999 |
0.0016 |
0.1% |
1.0991 |
| Low |
1.0914 |
1.0933 |
0.0020 |
0.2% |
1.0893 |
| Close |
1.0943 |
1.0998 |
0.0055 |
0.5% |
1.0943 |
| Range |
0.0070 |
0.0066 |
-0.0004 |
-5.7% |
0.0098 |
| ATR |
0.0042 |
0.0044 |
0.0002 |
4.1% |
0.0000 |
| Volume |
374 |
94 |
-280 |
-74.9% |
715 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1175 |
1.1152 |
1.1034 |
|
| R3 |
1.1109 |
1.1086 |
1.1016 |
|
| R2 |
1.1043 |
1.1043 |
1.1010 |
|
| R1 |
1.1020 |
1.1020 |
1.1004 |
1.1031 |
| PP |
1.0977 |
1.0977 |
1.0977 |
1.0982 |
| S1 |
1.0954 |
1.0954 |
1.0991 |
1.0965 |
| S2 |
1.0911 |
1.0911 |
1.0985 |
|
| S3 |
1.0845 |
1.0888 |
1.0979 |
|
| S4 |
1.0779 |
1.0822 |
1.0961 |
|
|
| 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 |
1.0999 |
1.0893 |
0.0106 |
1.0% |
0.0054 |
0.5% |
99% |
True |
False |
161 |
| 10 |
1.0999 |
1.0893 |
0.0106 |
1.0% |
0.0041 |
0.4% |
99% |
True |
False |
180 |
| 20 |
1.1002 |
1.0836 |
0.0166 |
1.5% |
0.0035 |
0.3% |
98% |
False |
False |
195 |
| 40 |
1.1002 |
1.0729 |
0.0273 |
2.5% |
0.0040 |
0.4% |
99% |
False |
False |
160 |
| 60 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0039 |
0.4% |
73% |
False |
False |
128 |
| 80 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0035 |
0.3% |
73% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1280 |
|
2.618 |
1.1172 |
|
1.618 |
1.1106 |
|
1.000 |
1.1065 |
|
0.618 |
1.1040 |
|
HIGH |
1.0999 |
|
0.618 |
1.0974 |
|
0.500 |
1.0966 |
|
0.382 |
1.0958 |
|
LOW |
1.0933 |
|
0.618 |
1.0892 |
|
1.000 |
1.0867 |
|
1.618 |
1.0826 |
|
2.618 |
1.0760 |
|
4.250 |
1.0653 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0987 |
1.0980 |
| PP |
1.0977 |
1.0963 |
| S1 |
1.0966 |
1.0946 |
|