CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 14-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2024 |
14-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0788 |
1.0807 |
0.0019 |
0.2% |
1.0782 |
| High |
1.0823 |
1.0842 |
0.0019 |
0.2% |
1.0810 |
| Low |
1.0782 |
1.0781 |
-0.0002 |
0.0% |
1.0741 |
| Close |
1.0806 |
1.0836 |
0.0030 |
0.3% |
1.0790 |
| Range |
0.0041 |
0.0061 |
0.0020 |
48.8% |
0.0069 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.8% |
0.0000 |
| Volume |
133,042 |
199,348 |
66,306 |
49.8% |
684,323 |
|
| Daily Pivots for day following 14-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1002 |
1.0980 |
1.0869 |
|
| R3 |
1.0941 |
1.0919 |
1.0852 |
|
| R2 |
1.0880 |
1.0880 |
1.0847 |
|
| R1 |
1.0858 |
1.0858 |
1.0841 |
1.0869 |
| PP |
1.0819 |
1.0819 |
1.0819 |
1.0825 |
| S1 |
1.0797 |
1.0797 |
1.0830 |
1.0808 |
| S2 |
1.0758 |
1.0758 |
1.0824 |
|
| S3 |
1.0697 |
1.0736 |
1.0819 |
|
| S4 |
1.0636 |
1.0675 |
1.0802 |
|
|
| 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 |
1.0842 |
1.0741 |
0.0101 |
0.9% |
0.0043 |
0.4% |
94% |
True |
False |
153,750 |
| 10 |
1.0842 |
1.0670 |
0.0172 |
1.6% |
0.0052 |
0.5% |
97% |
True |
False |
164,450 |
| 20 |
1.0842 |
1.0633 |
0.0209 |
1.9% |
0.0056 |
0.5% |
97% |
True |
False |
180,998 |
| 40 |
1.0982 |
1.0629 |
0.0353 |
3.3% |
0.0059 |
0.5% |
59% |
False |
False |
198,880 |
| 60 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0055 |
0.5% |
52% |
False |
False |
156,464 |
| 80 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0057 |
0.5% |
52% |
False |
False |
117,570 |
| 100 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0058 |
0.5% |
36% |
False |
False |
94,190 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0058 |
0.5% |
36% |
False |
False |
78,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1101 |
|
2.618 |
1.1001 |
|
1.618 |
1.0940 |
|
1.000 |
1.0903 |
|
0.618 |
1.0879 |
|
HIGH |
1.0842 |
|
0.618 |
1.0818 |
|
0.500 |
1.0811 |
|
0.382 |
1.0804 |
|
LOW |
1.0781 |
|
0.618 |
1.0743 |
|
1.000 |
1.0720 |
|
1.618 |
1.0682 |
|
2.618 |
1.0621 |
|
4.250 |
1.0521 |
|
|
| Fisher Pivots for day following 14-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0827 |
1.0827 |
| PP |
1.0819 |
1.0818 |
| S1 |
1.0811 |
1.0809 |
|