CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 03-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2024 |
03-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0732 |
1.0746 |
0.0014 |
0.1% |
1.0715 |
| High |
1.0751 |
1.0833 |
0.0082 |
0.8% |
1.0833 |
| Low |
1.0694 |
1.0744 |
0.0050 |
0.5% |
1.0670 |
| Close |
1.0750 |
1.0787 |
0.0037 |
0.3% |
1.0787 |
| Range |
0.0057 |
0.0089 |
0.0032 |
56.6% |
0.0163 |
| ATR |
0.0062 |
0.0064 |
0.0002 |
3.1% |
0.0000 |
| Volume |
183,635 |
242,490 |
58,855 |
32.0% |
1,087,757 |
|
| Daily Pivots for day following 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1053 |
1.1008 |
1.0835 |
|
| R3 |
1.0965 |
1.0920 |
1.0811 |
|
| R2 |
1.0876 |
1.0876 |
1.0803 |
|
| R1 |
1.0831 |
1.0831 |
1.0795 |
1.0854 |
| PP |
1.0788 |
1.0788 |
1.0788 |
1.0799 |
| S1 |
1.0743 |
1.0743 |
1.0778 |
1.0765 |
| S2 |
1.0699 |
1.0699 |
1.0770 |
|
| S3 |
1.0611 |
1.0654 |
1.0762 |
|
| S4 |
1.0522 |
1.0566 |
1.0738 |
|
|
| Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1251 |
1.1181 |
1.0876 |
|
| R3 |
1.1088 |
1.1019 |
1.0831 |
|
| R2 |
1.0926 |
1.0926 |
1.0816 |
|
| R1 |
1.0856 |
1.0856 |
1.0801 |
1.0891 |
| PP |
1.0763 |
1.0763 |
1.0763 |
1.0780 |
| S1 |
1.0694 |
1.0694 |
1.0772 |
1.0728 |
| S2 |
1.0601 |
1.0601 |
1.0757 |
|
| S3 |
1.0438 |
1.0531 |
1.0742 |
|
| S4 |
1.0276 |
1.0369 |
1.0697 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0833 |
1.0670 |
0.0163 |
1.5% |
0.0069 |
0.6% |
72% |
True |
False |
217,551 |
| 10 |
1.0833 |
1.0649 |
0.0184 |
1.7% |
0.0064 |
0.6% |
75% |
True |
False |
203,700 |
| 20 |
1.0916 |
1.0629 |
0.0288 |
2.7% |
0.0066 |
0.6% |
55% |
False |
False |
212,252 |
| 40 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0059 |
0.6% |
40% |
False |
False |
207,105 |
| 60 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0057 |
0.5% |
40% |
False |
False |
139,615 |
| 80 |
1.1080 |
1.0629 |
0.0452 |
4.2% |
0.0058 |
0.5% |
35% |
False |
False |
104,955 |
| 100 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0060 |
0.6% |
27% |
False |
False |
84,045 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0059 |
0.5% |
27% |
False |
False |
70,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1209 |
|
2.618 |
1.1064 |
|
1.618 |
1.0976 |
|
1.000 |
1.0921 |
|
0.618 |
1.0887 |
|
HIGH |
1.0833 |
|
0.618 |
1.0799 |
|
0.500 |
1.0788 |
|
0.382 |
1.0778 |
|
LOW |
1.0744 |
|
0.618 |
1.0689 |
|
1.000 |
1.0656 |
|
1.618 |
1.0601 |
|
2.618 |
1.0512 |
|
4.250 |
1.0368 |
|
|
| Fisher Pivots for day following 03-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0788 |
1.0775 |
| PP |
1.0788 |
1.0763 |
| S1 |
1.0787 |
1.0751 |
|