CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 03-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2024 |
03-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0783 |
1.0791 |
0.0009 |
0.1% |
1.0770 |
| High |
1.0795 |
1.0875 |
0.0080 |
0.7% |
1.0875 |
| Low |
1.0741 |
1.0790 |
0.0049 |
0.5% |
1.0716 |
| Close |
1.0795 |
1.0832 |
0.0037 |
0.3% |
1.0832 |
| Range |
0.0054 |
0.0086 |
0.0032 |
58.3% |
0.0159 |
| ATR |
0.0057 |
0.0059 |
0.0002 |
3.5% |
0.0000 |
| Volume |
689 |
1,199 |
510 |
74.0% |
4,024 |
|
| Daily Pivots for day following 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1089 |
1.1046 |
1.0879 |
|
| R3 |
1.1003 |
1.0960 |
1.0855 |
|
| R2 |
1.0918 |
1.0918 |
1.0847 |
|
| R1 |
1.0875 |
1.0875 |
1.0839 |
1.0896 |
| PP |
1.0832 |
1.0832 |
1.0832 |
1.0843 |
| S1 |
1.0789 |
1.0789 |
1.0824 |
1.0811 |
| S2 |
1.0747 |
1.0747 |
1.0816 |
|
| S3 |
1.0661 |
1.0704 |
1.0808 |
|
| S4 |
1.0576 |
1.0618 |
1.0784 |
|
|
| Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1285 |
1.1217 |
1.0919 |
|
| R3 |
1.1126 |
1.1058 |
1.0875 |
|
| R2 |
1.0967 |
1.0967 |
1.0861 |
|
| R1 |
1.0899 |
1.0899 |
1.0846 |
1.0933 |
| PP |
1.0808 |
1.0808 |
1.0808 |
1.0824 |
| S1 |
1.0740 |
1.0740 |
1.0817 |
1.0774 |
| S2 |
1.0649 |
1.0649 |
1.0802 |
|
| S3 |
1.0490 |
1.0581 |
1.0788 |
|
| S4 |
1.0331 |
1.0422 |
1.0744 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0875 |
1.0716 |
0.0159 |
1.5% |
0.0065 |
0.6% |
73% |
True |
False |
804 |
| 10 |
1.0875 |
1.0695 |
0.0180 |
1.7% |
0.0060 |
0.6% |
76% |
True |
False |
739 |
| 20 |
1.0959 |
1.0674 |
0.0285 |
2.6% |
0.0062 |
0.6% |
55% |
False |
False |
925 |
| 40 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0054 |
0.5% |
41% |
False |
False |
648 |
| 60 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0046 |
0.4% |
41% |
False |
False |
458 |
| 80 |
1.1094 |
1.0674 |
0.0420 |
3.9% |
0.0044 |
0.4% |
38% |
False |
False |
359 |
| 100 |
1.1252 |
1.0674 |
0.0579 |
5.3% |
0.0044 |
0.4% |
27% |
False |
False |
304 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.3% |
0.0042 |
0.4% |
27% |
False |
False |
265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1238 |
|
2.618 |
1.1099 |
|
1.618 |
1.1013 |
|
1.000 |
1.0961 |
|
0.618 |
1.0928 |
|
HIGH |
1.0875 |
|
0.618 |
1.0842 |
|
0.500 |
1.0832 |
|
0.382 |
1.0822 |
|
LOW |
1.0790 |
|
0.618 |
1.0737 |
|
1.000 |
1.0704 |
|
1.618 |
1.0651 |
|
2.618 |
1.0566 |
|
4.250 |
1.0426 |
|
|
| Fisher Pivots for day following 03-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0832 |
1.0820 |
| PP |
1.0832 |
1.0808 |
| S1 |
1.0832 |
1.0796 |
|