CME Euro FX (E) Future September 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 |
1.0914 |
1.0882 |
-0.0033 |
-0.3% |
1.0834 |
| High |
1.0921 |
1.0917 |
-0.0004 |
0.0% |
1.0954 |
| Low |
1.0877 |
1.0861 |
-0.0017 |
-0.2% |
1.0828 |
| Close |
1.0880 |
1.0861 |
-0.0019 |
-0.2% |
1.0935 |
| Range |
0.0044 |
0.0056 |
0.0013 |
28.7% |
0.0127 |
| ATR |
0.0048 |
0.0048 |
0.0001 |
1.3% |
0.0000 |
| Volume |
2,477 |
2,377 |
-100 |
-4.0% |
7,481 |
|
| Daily Pivots for day following 23-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1047 |
1.1010 |
1.0891 |
|
| R3 |
1.0991 |
1.0954 |
1.0876 |
|
| R2 |
1.0935 |
1.0935 |
1.0871 |
|
| R1 |
1.0898 |
1.0898 |
1.0866 |
1.0889 |
| PP |
1.0879 |
1.0879 |
1.0879 |
1.0875 |
| S1 |
1.0842 |
1.0842 |
1.0855 |
1.0833 |
| S2 |
1.0823 |
1.0823 |
1.0850 |
|
| S3 |
1.0767 |
1.0786 |
1.0845 |
|
| S4 |
1.0711 |
1.0730 |
1.0830 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1285 |
1.1236 |
1.1004 |
|
| R3 |
1.1158 |
1.1110 |
1.0969 |
|
| R2 |
1.1032 |
1.1032 |
1.0958 |
|
| R1 |
1.0983 |
1.0983 |
1.0946 |
1.1008 |
| PP |
1.0905 |
1.0905 |
1.0905 |
1.0918 |
| S1 |
1.0857 |
1.0857 |
1.0923 |
1.0881 |
| S2 |
1.0779 |
1.0779 |
1.0911 |
|
| S3 |
1.0652 |
1.0730 |
1.0900 |
|
| S4 |
1.0526 |
1.0604 |
1.0865 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0941 |
1.0861 |
0.0081 |
0.7% |
0.0039 |
0.4% |
0% |
False |
True |
1,746 |
| 10 |
1.0954 |
1.0823 |
0.0132 |
1.2% |
0.0043 |
0.4% |
29% |
False |
False |
1,566 |
| 20 |
1.0954 |
1.0716 |
0.0238 |
2.2% |
0.0049 |
0.5% |
61% |
False |
False |
1,210 |
| 40 |
1.0959 |
1.0674 |
0.0285 |
2.6% |
0.0054 |
0.5% |
66% |
False |
False |
1,036 |
| 60 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0049 |
0.4% |
48% |
False |
False |
770 |
| 80 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0046 |
0.4% |
48% |
False |
False |
593 |
| 100 |
1.1152 |
1.0674 |
0.0478 |
4.4% |
0.0044 |
0.4% |
39% |
False |
False |
491 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.3% |
0.0043 |
0.4% |
32% |
False |
False |
421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1155 |
|
2.618 |
1.1063 |
|
1.618 |
1.1007 |
|
1.000 |
1.0973 |
|
0.618 |
1.0951 |
|
HIGH |
1.0917 |
|
0.618 |
1.0895 |
|
0.500 |
1.0889 |
|
0.382 |
1.0882 |
|
LOW |
1.0861 |
|
0.618 |
1.0826 |
|
1.000 |
1.0805 |
|
1.618 |
1.0770 |
|
2.618 |
1.0714 |
|
4.250 |
1.0623 |
|
|
| Fisher Pivots for day following 23-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0889 |
1.0896 |
| PP |
1.0879 |
1.0884 |
| S1 |
1.0870 |
1.0872 |
|