CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 30-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2024 |
30-May-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0917 |
1.0854 |
-0.0063 |
-0.6% |
1.0932 |
| High |
1.0917 |
1.0899 |
-0.0019 |
-0.2% |
1.0941 |
| Low |
1.0855 |
1.0842 |
-0.0013 |
-0.1% |
1.0861 |
| Close |
1.0861 |
1.0890 |
0.0029 |
0.3% |
1.0906 |
| Range |
0.0062 |
0.0057 |
-0.0006 |
-8.9% |
0.0081 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
1.0% |
0.0000 |
| Volume |
4,609 |
3,859 |
-750 |
-16.3% |
9,735 |
|
| Daily Pivots for day following 30-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1046 |
1.1025 |
1.0921 |
|
| R3 |
1.0990 |
1.0968 |
1.0906 |
|
| R2 |
1.0933 |
1.0933 |
1.0900 |
|
| R1 |
1.0912 |
1.0912 |
1.0895 |
1.0923 |
| PP |
1.0877 |
1.0877 |
1.0877 |
1.0882 |
| S1 |
1.0855 |
1.0855 |
1.0885 |
1.0866 |
| S2 |
1.0820 |
1.0820 |
1.0880 |
|
| S3 |
1.0764 |
1.0799 |
1.0874 |
|
| S4 |
1.0707 |
1.0742 |
1.0859 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1144 |
1.1105 |
1.0950 |
|
| R3 |
1.1063 |
1.1025 |
1.0928 |
|
| R2 |
1.0983 |
1.0983 |
1.0920 |
|
| R1 |
1.0944 |
1.0944 |
1.0913 |
1.0923 |
| PP |
1.0902 |
1.0902 |
1.0902 |
1.0892 |
| S1 |
1.0864 |
1.0864 |
1.0898 |
1.0843 |
| S2 |
1.0822 |
1.0822 |
1.0891 |
|
| S3 |
1.0741 |
1.0783 |
1.0883 |
|
| S4 |
1.0661 |
1.0703 |
1.0861 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0943 |
1.0842 |
0.0101 |
0.9% |
0.0055 |
0.5% |
48% |
False |
True |
3,945 |
| 10 |
1.0954 |
1.0842 |
0.0112 |
1.0% |
0.0045 |
0.4% |
43% |
False |
True |
2,914 |
| 20 |
1.0954 |
1.0741 |
0.0213 |
2.0% |
0.0047 |
0.4% |
70% |
False |
False |
1,940 |
| 40 |
1.0959 |
1.0674 |
0.0285 |
2.6% |
0.0053 |
0.5% |
76% |
False |
False |
1,422 |
| 60 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0051 |
0.5% |
56% |
False |
False |
1,050 |
| 80 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0045 |
0.4% |
56% |
False |
False |
807 |
| 100 |
1.1094 |
1.0674 |
0.0420 |
3.9% |
0.0044 |
0.4% |
52% |
False |
False |
657 |
| 120 |
1.1252 |
1.0674 |
0.0579 |
5.3% |
0.0044 |
0.4% |
37% |
False |
False |
561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1139 |
|
2.618 |
1.1046 |
|
1.618 |
1.0990 |
|
1.000 |
1.0955 |
|
0.618 |
1.0933 |
|
HIGH |
1.0899 |
|
0.618 |
1.0877 |
|
0.500 |
1.0870 |
|
0.382 |
1.0864 |
|
LOW |
1.0842 |
|
0.618 |
1.0807 |
|
1.000 |
1.0786 |
|
1.618 |
1.0751 |
|
2.618 |
1.0694 |
|
4.250 |
1.0602 |
|
|
| Fisher Pivots for day following 30-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0883 |
1.0893 |
| PP |
1.0877 |
1.0892 |
| S1 |
1.0870 |
1.0891 |
|