CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 20-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2024 |
20-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0882 |
1.0883 |
0.0001 |
0.0% |
1.0788 |
| High |
1.0892 |
1.0898 |
0.0006 |
0.1% |
1.0910 |
| Low |
1.0850 |
1.0867 |
0.0018 |
0.2% |
1.0781 |
| Close |
1.0889 |
1.0878 |
-0.0011 |
-0.1% |
1.0889 |
| Range |
0.0043 |
0.0031 |
-0.0012 |
-28.2% |
0.0129 |
| ATR |
0.0054 |
0.0053 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
162,932 |
130,461 |
-32,471 |
-19.9% |
919,115 |
|
| Daily Pivots for day following 20-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0972 |
1.0956 |
1.0895 |
|
| R3 |
1.0942 |
1.0925 |
1.0886 |
|
| R2 |
1.0911 |
1.0911 |
1.0884 |
|
| R1 |
1.0895 |
1.0895 |
1.0881 |
1.0888 |
| PP |
1.0881 |
1.0881 |
1.0881 |
1.0877 |
| S1 |
1.0864 |
1.0864 |
1.0875 |
1.0857 |
| S2 |
1.0850 |
1.0850 |
1.0872 |
|
| S3 |
1.0820 |
1.0834 |
1.0870 |
|
| S4 |
1.0789 |
1.0803 |
1.0861 |
|
|
| 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% |
0.0050 |
0.5% |
76% |
False |
False |
183,306 |
| 10 |
1.0910 |
1.0741 |
0.0169 |
1.6% |
0.0044 |
0.4% |
81% |
False |
False |
162,351 |
| 20 |
1.0910 |
1.0663 |
0.0247 |
2.3% |
0.0054 |
0.5% |
87% |
False |
False |
181,869 |
| 40 |
1.0916 |
1.0629 |
0.0288 |
2.6% |
0.0056 |
0.5% |
87% |
False |
False |
192,779 |
| 60 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0055 |
0.5% |
63% |
False |
False |
168,233 |
| 80 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0056 |
0.5% |
63% |
False |
False |
126,503 |
| 100 |
1.1209 |
1.0629 |
0.0581 |
5.3% |
0.0058 |
0.5% |
43% |
False |
False |
101,348 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.3% |
0.0058 |
0.5% |
43% |
False |
False |
84,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1027 |
|
2.618 |
1.0977 |
|
1.618 |
1.0947 |
|
1.000 |
1.0928 |
|
0.618 |
1.0916 |
|
HIGH |
1.0898 |
|
0.618 |
1.0886 |
|
0.500 |
1.0882 |
|
0.382 |
1.0879 |
|
LOW |
1.0867 |
|
0.618 |
1.0848 |
|
1.000 |
1.0837 |
|
1.618 |
1.0818 |
|
2.618 |
1.0787 |
|
4.250 |
1.0737 |
|
|
| Fisher Pivots for day following 20-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0882 |
1.0880 |
| PP |
1.0881 |
1.0879 |
| S1 |
1.0879 |
1.0879 |
|