CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 08-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2024 |
08-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0787 |
1.0773 |
-0.0014 |
-0.1% |
1.0715 |
| High |
1.0806 |
1.0776 |
-0.0030 |
-0.3% |
1.0833 |
| Low |
1.0766 |
1.0753 |
-0.0013 |
-0.1% |
1.0670 |
| Close |
1.0770 |
1.0764 |
-0.0006 |
-0.1% |
1.0787 |
| Range |
0.0040 |
0.0023 |
-0.0017 |
-41.8% |
0.0163 |
| ATR |
0.0060 |
0.0057 |
-0.0003 |
-4.4% |
0.0000 |
| Volume |
137,574 |
126,932 |
-10,642 |
-7.7% |
1,087,757 |
|
| Daily Pivots for day following 08-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0833 |
1.0821 |
1.0776 |
|
| R3 |
1.0810 |
1.0798 |
1.0770 |
|
| R2 |
1.0787 |
1.0787 |
1.0768 |
|
| R1 |
1.0775 |
1.0775 |
1.0766 |
1.0770 |
| PP |
1.0764 |
1.0764 |
1.0764 |
1.0761 |
| S1 |
1.0752 |
1.0752 |
1.0761 |
1.0747 |
| S2 |
1.0741 |
1.0741 |
1.0759 |
|
| S3 |
1.0718 |
1.0729 |
1.0757 |
|
| S4 |
1.0695 |
1.0706 |
1.0751 |
|
|
| 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 |
1.0694 |
0.0139 |
1.3% |
0.0049 |
0.5% |
50% |
False |
False |
160,203 |
| 10 |
1.0833 |
1.0670 |
0.0163 |
1.5% |
0.0058 |
0.5% |
58% |
False |
False |
191,065 |
| 20 |
1.0833 |
1.0629 |
0.0204 |
1.9% |
0.0060 |
0.6% |
66% |
False |
False |
201,717 |
| 40 |
1.1007 |
1.0629 |
0.0379 |
3.5% |
0.0058 |
0.5% |
36% |
False |
False |
208,552 |
| 60 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0057 |
0.5% |
34% |
False |
False |
145,834 |
| 80 |
1.1034 |
1.0629 |
0.0405 |
3.8% |
0.0058 |
0.5% |
33% |
False |
False |
109,611 |
| 100 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0059 |
0.5% |
23% |
False |
False |
87,785 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0058 |
0.5% |
23% |
False |
False |
73,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0874 |
|
2.618 |
1.0836 |
|
1.618 |
1.0813 |
|
1.000 |
1.0799 |
|
0.618 |
1.0790 |
|
HIGH |
1.0776 |
|
0.618 |
1.0767 |
|
0.500 |
1.0765 |
|
0.382 |
1.0762 |
|
LOW |
1.0753 |
|
0.618 |
1.0739 |
|
1.000 |
1.0730 |
|
1.618 |
1.0716 |
|
2.618 |
1.0693 |
|
4.250 |
1.0655 |
|
|
| Fisher Pivots for day following 08-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0765 |
1.0781 |
| PP |
1.0764 |
1.0775 |
| S1 |
1.0764 |
1.0769 |
|