CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 17-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2024 |
17-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0900 |
1.0882 |
-0.0018 |
-0.2% |
1.0788 |
| High |
1.0910 |
1.0892 |
-0.0018 |
-0.2% |
1.0910 |
| Low |
1.0868 |
1.0850 |
-0.0019 |
-0.2% |
1.0781 |
| Close |
1.0885 |
1.0889 |
0.0004 |
0.0% |
1.0889 |
| Range |
0.0042 |
0.0043 |
0.0001 |
2.4% |
0.0129 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
189,968 |
161,393 |
-28,575 |
-15.0% |
917,576 |
|
| Daily Pivots for day following 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1004 |
1.0989 |
1.0912 |
|
| R3 |
1.0962 |
1.0947 |
1.0901 |
|
| R2 |
1.0919 |
1.0919 |
1.0897 |
|
| R1 |
1.0904 |
1.0904 |
1.0893 |
1.0912 |
| PP |
1.0877 |
1.0877 |
1.0877 |
1.0881 |
| S1 |
1.0862 |
1.0862 |
1.0885 |
1.0869 |
| S2 |
1.0834 |
1.0834 |
1.0881 |
|
| S3 |
1.0792 |
1.0819 |
1.0877 |
|
| S4 |
1.0749 |
1.0777 |
1.0866 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1247 |
1.1197 |
1.0960 |
|
| R3 |
1.1118 |
1.1068 |
1.0924 |
|
| R2 |
1.0989 |
1.0989 |
1.0913 |
|
| R1 |
1.0939 |
1.0939 |
1.0901 |
1.0964 |
| PP |
1.0860 |
1.0860 |
1.0860 |
1.0872 |
| S1 |
1.0810 |
1.0810 |
1.0877 |
1.0835 |
| S2 |
1.0731 |
1.0731 |
1.0865 |
|
| S3 |
1.0602 |
1.0681 |
1.0854 |
|
| S4 |
1.0473 |
1.0552 |
1.0818 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0910 |
1.0781 |
0.0129 |
1.2% |
0.0052 |
0.5% |
84% |
False |
False |
183,515 |
| 10 |
1.0910 |
1.0741 |
0.0169 |
1.6% |
0.0045 |
0.4% |
88% |
False |
False |
160,189 |
| 20 |
1.0910 |
1.0649 |
0.0261 |
2.4% |
0.0055 |
0.5% |
92% |
False |
False |
181,945 |
| 40 |
1.0916 |
1.0629 |
0.0288 |
2.6% |
0.0057 |
0.5% |
91% |
False |
False |
195,745 |
| 60 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0055 |
0.5% |
66% |
False |
False |
166,142 |
| 80 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0057 |
0.5% |
66% |
False |
False |
124,862 |
| 100 |
1.1209 |
1.0629 |
0.0581 |
5.3% |
0.0058 |
0.5% |
45% |
False |
False |
100,030 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.3% |
0.0058 |
0.5% |
45% |
False |
False |
83,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1073 |
|
2.618 |
1.1003 |
|
1.618 |
1.0961 |
|
1.000 |
1.0935 |
|
0.618 |
1.0918 |
|
HIGH |
1.0892 |
|
0.618 |
1.0876 |
|
0.500 |
1.0871 |
|
0.382 |
1.0866 |
|
LOW |
1.0850 |
|
0.618 |
1.0823 |
|
1.000 |
1.0807 |
|
1.618 |
1.0781 |
|
2.618 |
1.0738 |
|
4.250 |
1.0669 |
|
|
| Fisher Pivots for day following 17-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0883 |
1.0882 |
| PP |
1.0877 |
1.0876 |
| S1 |
1.0871 |
1.0869 |
|