CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 06-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2024 |
06-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0746 |
1.0782 |
0.0036 |
0.3% |
1.0715 |
| High |
1.0833 |
1.0810 |
-0.0023 |
-0.2% |
1.0833 |
| Low |
1.0744 |
1.0774 |
0.0030 |
0.3% |
1.0670 |
| Close |
1.0787 |
1.0794 |
0.0008 |
0.1% |
1.0787 |
| Range |
0.0089 |
0.0036 |
-0.0053 |
-59.9% |
0.0163 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
242,490 |
110,388 |
-132,102 |
-54.5% |
1,087,757 |
|
| Daily Pivots for day following 06-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0899 |
1.0882 |
1.0814 |
|
| R3 |
1.0864 |
1.0847 |
1.0804 |
|
| R2 |
1.0828 |
1.0828 |
1.0801 |
|
| R1 |
1.0811 |
1.0811 |
1.0797 |
1.0820 |
| PP |
1.0793 |
1.0793 |
1.0793 |
1.0797 |
| S1 |
1.0776 |
1.0776 |
1.0791 |
1.0784 |
| S2 |
1.0757 |
1.0757 |
1.0787 |
|
| S3 |
1.0722 |
1.0740 |
1.0784 |
|
| S4 |
1.0686 |
1.0705 |
1.0774 |
|
|
| 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% |
0.0067 |
0.6% |
76% |
False |
False |
198,127 |
| 10 |
1.0833 |
1.0663 |
0.0170 |
1.6% |
0.0063 |
0.6% |
77% |
False |
False |
201,387 |
| 20 |
1.0916 |
1.0629 |
0.0288 |
2.7% |
0.0065 |
0.6% |
58% |
False |
False |
210,322 |
| 40 |
1.1007 |
1.0629 |
0.0379 |
3.5% |
0.0059 |
0.5% |
44% |
False |
False |
208,656 |
| 60 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0057 |
0.5% |
42% |
False |
False |
141,445 |
| 80 |
1.1080 |
1.0629 |
0.0452 |
4.2% |
0.0058 |
0.5% |
37% |
False |
False |
106,330 |
| 100 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0060 |
0.6% |
29% |
False |
False |
85,147 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0059 |
0.5% |
29% |
False |
False |
70,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0960 |
|
2.618 |
1.0902 |
|
1.618 |
1.0867 |
|
1.000 |
1.0845 |
|
0.618 |
1.0831 |
|
HIGH |
1.0810 |
|
0.618 |
1.0796 |
|
0.500 |
1.0792 |
|
0.382 |
1.0788 |
|
LOW |
1.0774 |
|
0.618 |
1.0752 |
|
1.000 |
1.0739 |
|
1.618 |
1.0717 |
|
2.618 |
1.0681 |
|
4.250 |
1.0623 |
|
|
| Fisher Pivots for day following 06-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0793 |
1.0784 |
| PP |
1.0793 |
1.0774 |
| S1 |
1.0792 |
1.0763 |
|