CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 09-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2024 |
09-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0852 |
1.0859 |
0.0008 |
0.1% |
1.0771 |
| High |
1.0881 |
1.0868 |
-0.0013 |
-0.1% |
1.0879 |
| Low |
1.0851 |
1.0841 |
-0.0010 |
-0.1% |
1.0748 |
| Close |
1.0861 |
1.0848 |
-0.0013 |
-0.1% |
1.0873 |
| Range |
0.0031 |
0.0028 |
-0.0003 |
-9.8% |
0.0131 |
| ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
146,814 |
121,229 |
-25,585 |
-17.4% |
881,722 |
|
| Daily Pivots for day following 09-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0935 |
1.0919 |
1.0863 |
|
| R3 |
1.0907 |
1.0891 |
1.0856 |
|
| R2 |
1.0880 |
1.0880 |
1.0853 |
|
| R1 |
1.0864 |
1.0864 |
1.0851 |
1.0858 |
| PP |
1.0852 |
1.0852 |
1.0852 |
1.0849 |
| S1 |
1.0836 |
1.0836 |
1.0845 |
1.0831 |
| S2 |
1.0825 |
1.0825 |
1.0843 |
|
| S3 |
1.0797 |
1.0809 |
1.0840 |
|
| S4 |
1.0770 |
1.0781 |
1.0833 |
|
|
| 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% |
0.0047 |
0.4% |
75% |
False |
False |
181,560 |
| 10 |
1.0881 |
1.0708 |
0.0174 |
1.6% |
0.0049 |
0.5% |
81% |
False |
False |
189,837 |
| 20 |
1.0902 |
1.0708 |
0.0194 |
1.8% |
0.0057 |
0.5% |
72% |
False |
False |
206,741 |
| 40 |
1.0968 |
1.0708 |
0.0261 |
2.4% |
0.0055 |
0.5% |
54% |
False |
False |
107,506 |
| 60 |
1.0968 |
1.0674 |
0.0295 |
2.7% |
0.0055 |
0.5% |
59% |
False |
False |
71,958 |
| 80 |
1.1032 |
1.0674 |
0.0358 |
3.3% |
0.0055 |
0.5% |
49% |
False |
False |
54,117 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0050 |
0.5% |
45% |
False |
False |
43,316 |
| 120 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0047 |
0.4% |
45% |
False |
False |
36,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0985 |
|
2.618 |
1.0940 |
|
1.618 |
1.0912 |
|
1.000 |
1.0896 |
|
0.618 |
1.0885 |
|
HIGH |
1.0868 |
|
0.618 |
1.0857 |
|
0.500 |
1.0854 |
|
0.382 |
1.0851 |
|
LOW |
1.0841 |
|
0.618 |
1.0824 |
|
1.000 |
1.0813 |
|
1.618 |
1.0796 |
|
2.618 |
1.0769 |
|
4.250 |
1.0724 |
|
|
| Fisher Pivots for day following 09-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0854 |
1.0850 |
| PP |
1.0852 |
1.0850 |
| S1 |
1.0850 |
1.0849 |
|