CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 12-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2024 |
12-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0867 |
1.0901 |
0.0035 |
0.3% |
1.0852 |
| High |
1.0933 |
1.0944 |
0.0011 |
0.1% |
1.0944 |
| Low |
1.0864 |
1.0895 |
0.0031 |
0.3% |
1.0841 |
| Close |
1.0901 |
1.0939 |
0.0038 |
0.3% |
1.0939 |
| Range |
0.0070 |
0.0050 |
-0.0020 |
-28.8% |
0.0104 |
| ATR |
0.0054 |
0.0053 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
284,254 |
203,608 |
-80,646 |
-28.4% |
880,902 |
|
| Daily Pivots for day following 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1074 |
1.1056 |
1.0966 |
|
| R3 |
1.1025 |
1.1007 |
1.0953 |
|
| R2 |
1.0975 |
1.0975 |
1.0948 |
|
| R1 |
1.0957 |
1.0957 |
1.0944 |
1.0966 |
| PP |
1.0926 |
1.0926 |
1.0926 |
1.0930 |
| S1 |
1.0908 |
1.0908 |
1.0934 |
1.0917 |
| S2 |
1.0876 |
1.0876 |
1.0930 |
|
| S3 |
1.0827 |
1.0858 |
1.0925 |
|
| S4 |
1.0777 |
1.0809 |
1.0912 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1218 |
1.1182 |
1.0996 |
|
| R3 |
1.1115 |
1.1079 |
1.0967 |
|
| R2 |
1.1011 |
1.1011 |
1.0958 |
|
| R1 |
1.0975 |
1.0975 |
1.0948 |
1.0993 |
| PP |
1.0908 |
1.0908 |
1.0908 |
1.0917 |
| S1 |
1.0872 |
1.0872 |
1.0930 |
1.0890 |
| S2 |
1.0804 |
1.0804 |
1.0920 |
|
| S3 |
1.0701 |
1.0768 |
1.0911 |
|
| S4 |
1.0597 |
1.0665 |
1.0882 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0944 |
1.0841 |
0.0104 |
0.9% |
0.0039 |
0.4% |
95% |
True |
False |
176,180 |
| 10 |
1.0944 |
1.0725 |
0.0220 |
2.0% |
0.0047 |
0.4% |
98% |
True |
False |
198,923 |
| 20 |
1.0944 |
1.0708 |
0.0237 |
2.2% |
0.0053 |
0.5% |
98% |
True |
False |
201,478 |
| 40 |
1.0968 |
1.0708 |
0.0261 |
2.4% |
0.0055 |
0.5% |
89% |
False |
False |
122,781 |
| 60 |
1.0968 |
1.0681 |
0.0288 |
2.6% |
0.0054 |
0.5% |
90% |
False |
False |
82,115 |
| 80 |
1.1023 |
1.0674 |
0.0350 |
3.2% |
0.0055 |
0.5% |
76% |
False |
False |
61,771 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0050 |
0.5% |
69% |
False |
False |
49,441 |
| 120 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0048 |
0.4% |
69% |
False |
False |
41,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1154 |
|
2.618 |
1.1074 |
|
1.618 |
1.1024 |
|
1.000 |
1.0994 |
|
0.618 |
1.0975 |
|
HIGH |
1.0944 |
|
0.618 |
1.0925 |
|
0.500 |
1.0919 |
|
0.382 |
1.0913 |
|
LOW |
1.0895 |
|
0.618 |
1.0864 |
|
1.000 |
1.0845 |
|
1.618 |
1.0814 |
|
2.618 |
1.0765 |
|
4.250 |
1.0684 |
|
|
| Fisher Pivots for day following 12-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0932 |
1.0924 |
| PP |
1.0926 |
1.0910 |
| S1 |
1.0919 |
1.0895 |
|