CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 09-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2024 |
09-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0773 |
1.0768 |
-0.0005 |
0.0% |
1.0715 |
| High |
1.0776 |
1.0802 |
0.0026 |
0.2% |
1.0833 |
| Low |
1.0753 |
1.0741 |
-0.0013 |
-0.1% |
1.0670 |
| Close |
1.0764 |
1.0799 |
0.0035 |
0.3% |
1.0787 |
| Range |
0.0023 |
0.0061 |
0.0038 |
165.2% |
0.0163 |
| ATR |
0.0057 |
0.0058 |
0.0000 |
0.5% |
0.0000 |
| Volume |
126,932 |
169,394 |
42,462 |
33.5% |
1,087,757 |
|
| Daily Pivots for day following 09-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0963 |
1.0942 |
1.0832 |
|
| R3 |
1.0902 |
1.0881 |
1.0815 |
|
| R2 |
1.0841 |
1.0841 |
1.0810 |
|
| R1 |
1.0820 |
1.0820 |
1.0804 |
1.0831 |
| PP |
1.0780 |
1.0780 |
1.0780 |
1.0786 |
| S1 |
1.0759 |
1.0759 |
1.0793 |
1.0770 |
| S2 |
1.0719 |
1.0719 |
1.0787 |
|
| S3 |
1.0658 |
1.0698 |
1.0782 |
|
| S4 |
1.0597 |
1.0637 |
1.0765 |
|
|
| 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 |
1.0741 |
0.0092 |
0.9% |
0.0050 |
0.5% |
63% |
False |
True |
157,355 |
| 10 |
1.0833 |
1.0670 |
0.0163 |
1.5% |
0.0058 |
0.5% |
79% |
False |
False |
185,708 |
| 20 |
1.0833 |
1.0629 |
0.0204 |
1.9% |
0.0060 |
0.6% |
83% |
False |
False |
197,157 |
| 40 |
1.0997 |
1.0629 |
0.0369 |
3.4% |
0.0059 |
0.5% |
46% |
False |
False |
202,610 |
| 60 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0056 |
0.5% |
43% |
False |
False |
148,639 |
| 80 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0057 |
0.5% |
43% |
False |
False |
111,699 |
| 100 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0059 |
0.5% |
29% |
False |
False |
89,474 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0058 |
0.5% |
29% |
False |
False |
74,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1061 |
|
2.618 |
1.0961 |
|
1.618 |
1.0900 |
|
1.000 |
1.0863 |
|
0.618 |
1.0839 |
|
HIGH |
1.0802 |
|
0.618 |
1.0778 |
|
0.500 |
1.0771 |
|
0.382 |
1.0764 |
|
LOW |
1.0741 |
|
0.618 |
1.0703 |
|
1.000 |
1.0680 |
|
1.618 |
1.0642 |
|
2.618 |
1.0581 |
|
4.250 |
1.0481 |
|
|
| Fisher Pivots for day following 09-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0789 |
1.0790 |
| PP |
1.0780 |
1.0782 |
| S1 |
1.0771 |
1.0773 |
|