CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 03-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2024 |
03-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0779 |
1.0788 |
0.0009 |
0.1% |
1.0735 |
| High |
1.0785 |
1.0855 |
0.0070 |
0.6% |
1.0790 |
| Low |
1.0748 |
1.0774 |
0.0026 |
0.2% |
1.0708 |
| Close |
1.0780 |
1.0818 |
0.0038 |
0.3% |
1.0752 |
| Range |
0.0037 |
0.0081 |
0.0044 |
118.9% |
0.0083 |
| ATR |
0.0057 |
0.0058 |
0.0002 |
3.1% |
0.0000 |
| Volume |
174,706 |
208,951 |
34,245 |
19.6% |
900,069 |
|
| Daily Pivots for day following 03-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1059 |
1.1019 |
1.0862 |
|
| R3 |
1.0978 |
1.0938 |
1.0840 |
|
| R2 |
1.0897 |
1.0897 |
1.0832 |
|
| R1 |
1.0857 |
1.0857 |
1.0825 |
1.0877 |
| PP |
1.0816 |
1.0816 |
1.0816 |
1.0825 |
| S1 |
1.0776 |
1.0776 |
1.0810 |
1.0796 |
| S2 |
1.0735 |
1.0735 |
1.0803 |
|
| S3 |
1.0654 |
1.0695 |
1.0795 |
|
| S4 |
1.0573 |
1.0614 |
1.0773 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0997 |
1.0957 |
1.0797 |
|
| R3 |
1.0915 |
1.0875 |
1.0775 |
|
| R2 |
1.0832 |
1.0832 |
1.0767 |
|
| R1 |
1.0792 |
1.0792 |
1.0760 |
1.0812 |
| PP |
1.0750 |
1.0750 |
1.0750 |
1.0760 |
| S1 |
1.0710 |
1.0710 |
1.0744 |
1.0730 |
| S2 |
1.0667 |
1.0667 |
1.0737 |
|
| S3 |
1.0585 |
1.0627 |
1.0729 |
|
| S4 |
1.0502 |
1.0545 |
1.0707 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0855 |
1.0717 |
0.0138 |
1.3% |
0.0053 |
0.5% |
73% |
True |
False |
206,299 |
| 10 |
1.0855 |
1.0708 |
0.0148 |
1.4% |
0.0054 |
0.5% |
75% |
True |
False |
194,964 |
| 20 |
1.0964 |
1.0708 |
0.0257 |
2.4% |
0.0061 |
0.6% |
43% |
False |
False |
185,417 |
| 40 |
1.0968 |
1.0708 |
0.0261 |
2.4% |
0.0055 |
0.5% |
42% |
False |
False |
94,492 |
| 60 |
1.0968 |
1.0674 |
0.0295 |
2.7% |
0.0057 |
0.5% |
49% |
False |
False |
63,299 |
| 80 |
1.1043 |
1.0674 |
0.0370 |
3.4% |
0.0054 |
0.5% |
39% |
False |
False |
47,572 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0049 |
0.5% |
37% |
False |
False |
38,075 |
| 120 |
1.1094 |
1.0674 |
0.0420 |
3.9% |
0.0048 |
0.4% |
34% |
False |
False |
31,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1199 |
|
2.618 |
1.1067 |
|
1.618 |
1.0986 |
|
1.000 |
1.0936 |
|
0.618 |
1.0905 |
|
HIGH |
1.0855 |
|
0.618 |
1.0824 |
|
0.500 |
1.0815 |
|
0.382 |
1.0805 |
|
LOW |
1.0774 |
|
0.618 |
1.0724 |
|
1.000 |
1.0693 |
|
1.618 |
1.0643 |
|
2.618 |
1.0562 |
|
4.250 |
1.0430 |
|
|
| Fisher Pivots for day following 03-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0817 |
1.0812 |
| PP |
1.0816 |
1.0807 |
| S1 |
1.0815 |
1.0802 |
|