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 189,968 162,932 -27,036 -14.2% 919,115
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 183,823
10 1.0910 1.0741 0.0169 1.6% 0.0045 0.4% 88% False False 160,343
20 1.0910 1.0649 0.0261 2.4% 0.0055 0.5% 92% False False 182,022
40 1.0916 1.0629 0.0288 2.6% 0.0057 0.5% 91% False False 195,783
60 1.1026 1.0629 0.0398 3.7% 0.0055 0.5% 66% False False 166,167
80 1.1026 1.0629 0.0398 3.7% 0.0057 0.5% 66% False False 124,881
100 1.1209 1.0629 0.0581 5.3% 0.0058 0.5% 45% False False 100,045
120 1.1209 1.0629 0.0581 5.3% 0.0058 0.5% 45% False False 83,417
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 2 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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