CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 11-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2024 |
11-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0847 |
1.0867 |
0.0020 |
0.2% |
1.0771 |
| High |
1.0865 |
1.0933 |
0.0068 |
0.6% |
1.0879 |
| Low |
1.0846 |
1.0864 |
0.0018 |
0.2% |
1.0748 |
| Close |
1.0860 |
1.0901 |
0.0042 |
0.4% |
1.0873 |
| Range |
0.0020 |
0.0070 |
0.0050 |
256.4% |
0.0131 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
3.0% |
0.0000 |
| Volume |
124,997 |
284,254 |
159,257 |
127.4% |
881,722 |
|
| Daily Pivots for day following 11-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1108 |
1.1074 |
1.0939 |
|
| R3 |
1.1038 |
1.1004 |
1.0920 |
|
| R2 |
1.0969 |
1.0969 |
1.0914 |
|
| R1 |
1.0935 |
1.0935 |
1.0907 |
1.0952 |
| PP |
1.0899 |
1.0899 |
1.0899 |
1.0908 |
| S1 |
1.0865 |
1.0865 |
1.0895 |
1.0882 |
| S2 |
1.0830 |
1.0830 |
1.0888 |
|
| S3 |
1.0760 |
1.0796 |
1.0882 |
|
| S4 |
1.0691 |
1.0726 |
1.0863 |
|
|
| 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 |
1.0933 |
1.0820 |
0.0114 |
1.0% |
0.0041 |
0.4% |
72% |
True |
False |
186,679 |
| 10 |
1.0933 |
1.0717 |
0.0216 |
2.0% |
0.0047 |
0.4% |
85% |
True |
False |
196,489 |
| 20 |
1.0933 |
1.0708 |
0.0226 |
2.1% |
0.0056 |
0.5% |
86% |
True |
False |
210,091 |
| 40 |
1.0968 |
1.0708 |
0.0261 |
2.4% |
0.0055 |
0.5% |
74% |
False |
False |
117,715 |
| 60 |
1.0968 |
1.0674 |
0.0295 |
2.7% |
0.0054 |
0.5% |
77% |
False |
False |
78,734 |
| 80 |
1.1023 |
1.0674 |
0.0350 |
3.2% |
0.0055 |
0.5% |
65% |
False |
False |
59,227 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0050 |
0.5% |
59% |
False |
False |
47,405 |
| 120 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0048 |
0.4% |
59% |
False |
False |
39,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1228 |
|
2.618 |
1.1115 |
|
1.618 |
1.1045 |
|
1.000 |
1.1003 |
|
0.618 |
1.0976 |
|
HIGH |
1.0933 |
|
0.618 |
1.0906 |
|
0.500 |
1.0898 |
|
0.382 |
1.0890 |
|
LOW |
1.0864 |
|
0.618 |
1.0821 |
|
1.000 |
1.0794 |
|
1.618 |
1.0751 |
|
2.618 |
1.0682 |
|
4.250 |
1.0568 |
|
|
| Fisher Pivots for day following 11-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0900 |
1.0896 |
| PP |
1.0899 |
1.0892 |
| S1 |
1.0898 |
1.0887 |
|