CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 06-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2024 |
06-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0791 |
1.0828 |
0.0037 |
0.3% |
1.0770 |
| High |
1.0875 |
1.0854 |
-0.0021 |
-0.2% |
1.0875 |
| Low |
1.0790 |
1.0824 |
0.0034 |
0.3% |
1.0716 |
| Close |
1.0832 |
1.0839 |
0.0008 |
0.1% |
1.0832 |
| Range |
0.0086 |
0.0031 |
-0.0055 |
-64.3% |
0.0159 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
1,199 |
324 |
-875 |
-73.0% |
4,024 |
|
| Daily Pivots for day following 06-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0930 |
1.0915 |
1.0856 |
|
| R3 |
1.0900 |
1.0885 |
1.0847 |
|
| R2 |
1.0869 |
1.0869 |
1.0845 |
|
| R1 |
1.0854 |
1.0854 |
1.0842 |
1.0862 |
| PP |
1.0839 |
1.0839 |
1.0839 |
1.0843 |
| S1 |
1.0824 |
1.0824 |
1.0836 |
1.0831 |
| S2 |
1.0808 |
1.0808 |
1.0833 |
|
| S3 |
1.0778 |
1.0793 |
1.0831 |
|
| S4 |
1.0747 |
1.0763 |
1.0822 |
|
|
| 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% |
0.0063 |
0.6% |
77% |
False |
False |
786 |
| 10 |
1.0875 |
1.0709 |
0.0167 |
1.5% |
0.0059 |
0.5% |
78% |
False |
False |
703 |
| 20 |
1.0959 |
1.0674 |
0.0285 |
2.6% |
0.0062 |
0.6% |
58% |
False |
False |
912 |
| 40 |
1.1043 |
1.0674 |
0.0370 |
3.4% |
0.0054 |
0.5% |
45% |
False |
False |
651 |
| 60 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0046 |
0.4% |
43% |
False |
False |
464 |
| 80 |
1.1094 |
1.0674 |
0.0420 |
3.9% |
0.0044 |
0.4% |
39% |
False |
False |
362 |
| 100 |
1.1252 |
1.0674 |
0.0579 |
5.3% |
0.0044 |
0.4% |
29% |
False |
False |
305 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.3% |
0.0042 |
0.4% |
29% |
False |
False |
267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0984 |
|
2.618 |
1.0934 |
|
1.618 |
1.0903 |
|
1.000 |
1.0885 |
|
0.618 |
1.0873 |
|
HIGH |
1.0854 |
|
0.618 |
1.0842 |
|
0.500 |
1.0839 |
|
0.382 |
1.0835 |
|
LOW |
1.0824 |
|
0.618 |
1.0805 |
|
1.000 |
1.0793 |
|
1.618 |
1.0774 |
|
2.618 |
1.0744 |
|
4.250 |
1.0694 |
|
|
| Fisher Pivots for day following 06-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0839 |
1.0829 |
| PP |
1.0839 |
1.0818 |
| S1 |
1.0839 |
1.0808 |
|