CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 08-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2024 |
08-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0825 |
1.0852 |
0.0027 |
0.2% |
1.0771 |
| High |
1.0879 |
1.0881 |
0.0003 |
0.0% |
1.0879 |
| Low |
1.0820 |
1.0851 |
0.0031 |
0.3% |
1.0748 |
| Close |
1.0873 |
1.0861 |
-0.0012 |
-0.1% |
1.0873 |
| Range |
0.0059 |
0.0031 |
-0.0029 |
-48.3% |
0.0131 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
256,102 |
146,814 |
-109,288 |
-42.7% |
881,722 |
|
| Daily Pivots for day following 08-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0956 |
1.0939 |
1.0878 |
|
| R3 |
1.0925 |
1.0908 |
1.0869 |
|
| R2 |
1.0895 |
1.0895 |
1.0867 |
|
| R1 |
1.0878 |
1.0878 |
1.0864 |
1.0886 |
| PP |
1.0864 |
1.0864 |
1.0864 |
1.0868 |
| S1 |
1.0847 |
1.0847 |
1.0858 |
1.0856 |
| S2 |
1.0834 |
1.0834 |
1.0855 |
|
| S3 |
1.0803 |
1.0817 |
1.0853 |
|
| S4 |
1.0773 |
1.0786 |
1.0844 |
|
|
| 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 |
1.0881 |
1.0748 |
0.0133 |
1.2% |
0.0053 |
0.5% |
85% |
True |
False |
205,707 |
| 10 |
1.0881 |
1.0708 |
0.0174 |
1.6% |
0.0052 |
0.5% |
88% |
True |
False |
192,860 |
| 20 |
1.0964 |
1.0708 |
0.0257 |
2.4% |
0.0061 |
0.6% |
60% |
False |
False |
202,856 |
| 40 |
1.0968 |
1.0708 |
0.0261 |
2.4% |
0.0055 |
0.5% |
59% |
False |
False |
104,495 |
| 60 |
1.0968 |
1.0674 |
0.0295 |
2.7% |
0.0056 |
0.5% |
64% |
False |
False |
69,977 |
| 80 |
1.1043 |
1.0674 |
0.0370 |
3.4% |
0.0055 |
0.5% |
51% |
False |
False |
52,607 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0050 |
0.5% |
49% |
False |
False |
42,104 |
| 120 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0048 |
0.4% |
49% |
False |
False |
35,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1011 |
|
2.618 |
1.0961 |
|
1.618 |
1.0930 |
|
1.000 |
1.0912 |
|
0.618 |
1.0900 |
|
HIGH |
1.0881 |
|
0.618 |
1.0869 |
|
0.500 |
1.0866 |
|
0.382 |
1.0862 |
|
LOW |
1.0851 |
|
0.618 |
1.0832 |
|
1.000 |
1.0820 |
|
1.618 |
1.0801 |
|
2.618 |
1.0771 |
|
4.250 |
1.0721 |
|
|
| Fisher Pivots for day following 08-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0866 |
1.0850 |
| PP |
1.0864 |
1.0839 |
| S1 |
1.0863 |
1.0828 |
|