CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 05-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2024 |
05-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0788 |
1.0825 |
0.0037 |
0.3% |
1.0771 |
| High |
1.0855 |
1.0879 |
0.0024 |
0.2% |
1.0879 |
| Low |
1.0774 |
1.0820 |
0.0046 |
0.4% |
1.0748 |
| Close |
1.0818 |
1.0873 |
0.0056 |
0.5% |
1.0873 |
| Range |
0.0081 |
0.0059 |
-0.0022 |
-27.2% |
0.0131 |
| ATR |
0.0058 |
0.0059 |
0.0000 |
0.3% |
0.0000 |
| Volume |
208,951 |
256,102 |
47,151 |
22.6% |
881,722 |
|
| Daily Pivots for day following 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1034 |
1.1013 |
1.0905 |
|
| R3 |
1.0975 |
1.0954 |
1.0889 |
|
| R2 |
1.0916 |
1.0916 |
1.0884 |
|
| R1 |
1.0895 |
1.0895 |
1.0878 |
1.0905 |
| PP |
1.0857 |
1.0857 |
1.0857 |
1.0862 |
| S1 |
1.0836 |
1.0836 |
1.0868 |
1.0846 |
| S2 |
1.0798 |
1.0798 |
1.0862 |
|
| S3 |
1.0739 |
1.0777 |
1.0857 |
|
| S4 |
1.0680 |
1.0718 |
1.0841 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1225 |
1.1179 |
1.0945 |
|
| R3 |
1.1094 |
1.1049 |
1.0909 |
|
| R2 |
1.0964 |
1.0964 |
1.0897 |
|
| R1 |
1.0918 |
1.0918 |
1.0885 |
1.0941 |
| PP |
1.0833 |
1.0833 |
1.0833 |
1.0845 |
| S1 |
1.0788 |
1.0788 |
1.0861 |
1.0811 |
| S2 |
1.0703 |
1.0703 |
1.0849 |
|
| S3 |
1.0572 |
1.0657 |
1.0837 |
|
| S4 |
1.0442 |
1.0527 |
1.0801 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0879 |
1.0725 |
0.0154 |
1.4% |
0.0055 |
0.5% |
96% |
True |
False |
221,667 |
| 10 |
1.0879 |
1.0708 |
0.0171 |
1.6% |
0.0054 |
0.5% |
97% |
True |
False |
197,261 |
| 20 |
1.0964 |
1.0708 |
0.0257 |
2.4% |
0.0062 |
0.6% |
65% |
False |
False |
196,812 |
| 40 |
1.0968 |
1.0708 |
0.0261 |
2.4% |
0.0055 |
0.5% |
64% |
False |
False |
100,878 |
| 60 |
1.0968 |
1.0674 |
0.0295 |
2.7% |
0.0057 |
0.5% |
68% |
False |
False |
67,558 |
| 80 |
1.1043 |
1.0674 |
0.0370 |
3.4% |
0.0055 |
0.5% |
54% |
False |
False |
50,772 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0050 |
0.5% |
52% |
False |
False |
40,636 |
| 120 |
1.1094 |
1.0674 |
0.0420 |
3.9% |
0.0048 |
0.4% |
48% |
False |
False |
33,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1129 |
|
2.618 |
1.1033 |
|
1.618 |
1.0974 |
|
1.000 |
1.0938 |
|
0.618 |
1.0915 |
|
HIGH |
1.0879 |
|
0.618 |
1.0856 |
|
0.500 |
1.0849 |
|
0.382 |
1.0842 |
|
LOW |
1.0820 |
|
0.618 |
1.0783 |
|
1.000 |
1.0761 |
|
1.618 |
1.0724 |
|
2.618 |
1.0665 |
|
4.250 |
1.0569 |
|
|
| Fisher Pivots for day following 05-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0865 |
1.0853 |
| PP |
1.0857 |
1.0833 |
| S1 |
1.0849 |
1.0813 |
|