CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 21-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2024 |
21-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0883 |
1.0872 |
-0.0011 |
-0.1% |
1.0788 |
| High |
1.0898 |
1.0888 |
-0.0010 |
-0.1% |
1.0910 |
| Low |
1.0867 |
1.0856 |
-0.0012 |
-0.1% |
1.0781 |
| Close |
1.0878 |
1.0865 |
-0.0013 |
-0.1% |
1.0889 |
| Range |
0.0031 |
0.0032 |
0.0002 |
4.9% |
0.0129 |
| ATR |
0.0053 |
0.0051 |
-0.0001 |
-2.8% |
0.0000 |
| Volume |
130,461 |
142,312 |
11,851 |
9.1% |
919,115 |
|
| Daily Pivots for day following 21-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0965 |
1.0947 |
1.0883 |
|
| R3 |
1.0933 |
1.0915 |
1.0874 |
|
| R2 |
1.0901 |
1.0901 |
1.0871 |
|
| R1 |
1.0883 |
1.0883 |
1.0868 |
1.0876 |
| PP |
1.0869 |
1.0869 |
1.0869 |
1.0866 |
| S1 |
1.0851 |
1.0851 |
1.0862 |
1.0844 |
| S2 |
1.0837 |
1.0837 |
1.0859 |
|
| S3 |
1.0805 |
1.0819 |
1.0856 |
|
| S4 |
1.0773 |
1.0787 |
1.0847 |
|
|
| 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 |
1.0829 |
0.0081 |
0.7% |
0.0044 |
0.4% |
45% |
False |
False |
171,899 |
| 10 |
1.0910 |
1.0741 |
0.0169 |
1.6% |
0.0044 |
0.4% |
74% |
False |
False |
162,824 |
| 20 |
1.0910 |
1.0670 |
0.0240 |
2.2% |
0.0052 |
0.5% |
81% |
False |
False |
177,884 |
| 40 |
1.0916 |
1.0629 |
0.0288 |
2.6% |
0.0056 |
0.5% |
82% |
False |
False |
192,440 |
| 60 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0055 |
0.5% |
59% |
False |
False |
170,570 |
| 80 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0056 |
0.5% |
59% |
False |
False |
128,271 |
| 100 |
1.1209 |
1.0629 |
0.0581 |
5.3% |
0.0057 |
0.5% |
41% |
False |
False |
102,768 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.3% |
0.0058 |
0.5% |
41% |
False |
False |
85,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1024 |
|
2.618 |
1.0971 |
|
1.618 |
1.0939 |
|
1.000 |
1.0920 |
|
0.618 |
1.0907 |
|
HIGH |
1.0888 |
|
0.618 |
1.0875 |
|
0.500 |
1.0872 |
|
0.382 |
1.0868 |
|
LOW |
1.0856 |
|
0.618 |
1.0836 |
|
1.000 |
1.0824 |
|
1.618 |
1.0804 |
|
2.618 |
1.0772 |
|
4.250 |
1.0720 |
|
|
| Fisher Pivots for day following 21-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0872 |
1.0874 |
| PP |
1.0869 |
1.0871 |
| S1 |
1.0867 |
1.0868 |
|