CME Euro FX (E) Future June 2024
| Trading Metrics calculated at close of trading on 23-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2024 |
23-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0868 |
1.0837 |
-0.0031 |
-0.3% |
1.0788 |
| High |
1.0876 |
1.0872 |
-0.0004 |
0.0% |
1.0910 |
| Low |
1.0830 |
1.0815 |
-0.0015 |
-0.1% |
1.0781 |
| Close |
1.0834 |
1.0816 |
-0.0019 |
-0.2% |
1.0889 |
| Range |
0.0047 |
0.0057 |
0.0011 |
22.6% |
0.0129 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.9% |
0.0000 |
| Volume |
173,233 |
211,289 |
38,056 |
22.0% |
919,115 |
|
| Daily Pivots for day following 23-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1005 |
1.0967 |
1.0847 |
|
| R3 |
1.0948 |
1.0910 |
1.0831 |
|
| R2 |
1.0891 |
1.0891 |
1.0826 |
|
| R1 |
1.0853 |
1.0853 |
1.0821 |
1.0844 |
| PP |
1.0834 |
1.0834 |
1.0834 |
1.0829 |
| S1 |
1.0796 |
1.0796 |
1.0810 |
1.0787 |
| S2 |
1.0777 |
1.0777 |
1.0805 |
|
| S3 |
1.0720 |
1.0739 |
1.0800 |
|
| S4 |
1.0663 |
1.0682 |
1.0784 |
|
|
| 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 |
1.0898 |
1.0815 |
0.0083 |
0.8% |
0.0042 |
0.4% |
1% |
False |
True |
164,045 |
| 10 |
1.0910 |
1.0777 |
0.0133 |
1.2% |
0.0046 |
0.4% |
29% |
False |
False |
171,644 |
| 20 |
1.0910 |
1.0670 |
0.0240 |
2.2% |
0.0052 |
0.5% |
61% |
False |
False |
178,676 |
| 40 |
1.0916 |
1.0629 |
0.0288 |
2.7% |
0.0057 |
0.5% |
65% |
False |
False |
193,803 |
| 60 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0055 |
0.5% |
47% |
False |
False |
176,928 |
| 80 |
1.1026 |
1.0629 |
0.0398 |
3.7% |
0.0056 |
0.5% |
47% |
False |
False |
133,061 |
| 100 |
1.1119 |
1.0629 |
0.0491 |
4.5% |
0.0057 |
0.5% |
38% |
False |
False |
106,607 |
| 120 |
1.1209 |
1.0629 |
0.0581 |
5.4% |
0.0058 |
0.5% |
32% |
False |
False |
88,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1114 |
|
2.618 |
1.1021 |
|
1.618 |
1.0964 |
|
1.000 |
1.0929 |
|
0.618 |
1.0907 |
|
HIGH |
1.0872 |
|
0.618 |
1.0850 |
|
0.500 |
1.0844 |
|
0.382 |
1.0837 |
|
LOW |
1.0815 |
|
0.618 |
1.0780 |
|
1.000 |
1.0758 |
|
1.618 |
1.0723 |
|
2.618 |
1.0666 |
|
4.250 |
1.0573 |
|
|
| Fisher Pivots for day following 23-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0844 |
1.0851 |
| PP |
1.0834 |
1.0839 |
| S1 |
1.0825 |
1.0827 |
|