CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 10-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2024 |
10-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0768 |
1.0800 |
0.0033 |
0.3% |
1.0782 |
| High |
1.0802 |
1.0807 |
0.0006 |
0.1% |
1.0810 |
| Low |
1.0741 |
1.0777 |
0.0036 |
0.3% |
1.0741 |
| Close |
1.0799 |
1.0790 |
-0.0009 |
-0.1% |
1.0790 |
| Range |
0.0061 |
0.0031 |
-0.0031 |
-50.0% |
0.0069 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
169,394 |
140,035 |
-29,359 |
-17.3% |
684,323 |
|
| Daily Pivots for day following 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0883 |
1.0867 |
1.0807 |
|
| R3 |
1.0852 |
1.0836 |
1.0798 |
|
| R2 |
1.0822 |
1.0822 |
1.0796 |
|
| R1 |
1.0806 |
1.0806 |
1.0793 |
1.0799 |
| PP |
1.0791 |
1.0791 |
1.0791 |
1.0788 |
| S1 |
1.0775 |
1.0775 |
1.0787 |
1.0768 |
| S2 |
1.0761 |
1.0761 |
1.0784 |
|
| S3 |
1.0730 |
1.0745 |
1.0782 |
|
| S4 |
1.0700 |
1.0714 |
1.0773 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0987 |
1.0958 |
1.0828 |
|
| R3 |
1.0918 |
1.0889 |
1.0809 |
|
| R2 |
1.0849 |
1.0849 |
1.0803 |
|
| R1 |
1.0820 |
1.0820 |
1.0796 |
1.0834 |
| PP |
1.0780 |
1.0780 |
1.0780 |
1.0787 |
| S1 |
1.0751 |
1.0751 |
1.0784 |
1.0765 |
| S2 |
1.0711 |
1.0711 |
1.0777 |
|
| S3 |
1.0642 |
1.0682 |
1.0771 |
|
| S4 |
1.0573 |
1.0613 |
1.0752 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0810 |
1.0741 |
0.0069 |
0.6% |
0.0038 |
0.4% |
72% |
False |
False |
136,864 |
| 10 |
1.0833 |
1.0670 |
0.0163 |
1.5% |
0.0053 |
0.5% |
74% |
False |
False |
177,208 |
| 20 |
1.0833 |
1.0629 |
0.0204 |
1.9% |
0.0056 |
0.5% |
79% |
False |
False |
190,050 |
| 40 |
1.0982 |
1.0629 |
0.0353 |
3.3% |
0.0058 |
0.5% |
46% |
False |
False |
199,516 |
| 60 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0056 |
0.5% |
41% |
False |
False |
150,957 |
| 80 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0057 |
0.5% |
41% |
False |
False |
113,434 |
| 100 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0058 |
0.5% |
28% |
False |
False |
90,872 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0058 |
0.5% |
28% |
False |
False |
75,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0937 |
|
2.618 |
1.0887 |
|
1.618 |
1.0856 |
|
1.000 |
1.0838 |
|
0.618 |
1.0826 |
|
HIGH |
1.0807 |
|
0.618 |
1.0795 |
|
0.500 |
1.0792 |
|
0.382 |
1.0788 |
|
LOW |
1.0777 |
|
0.618 |
1.0758 |
|
1.000 |
1.0746 |
|
1.618 |
1.0727 |
|
2.618 |
1.0697 |
|
4.250 |
1.0647 |
|
|
| Fisher Pivots for day following 10-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0792 |
1.0785 |
| PP |
1.0791 |
1.0779 |
| S1 |
1.0791 |
1.0774 |
|