CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 15-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2024 |
15-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0901 |
1.0926 |
0.0025 |
0.2% |
1.0852 |
| High |
1.0944 |
1.0954 |
0.0010 |
0.1% |
1.0944 |
| Low |
1.0895 |
1.0916 |
0.0021 |
0.2% |
1.0841 |
| Close |
1.0939 |
1.0934 |
-0.0006 |
-0.1% |
1.0939 |
| Range |
0.0050 |
0.0039 |
-0.0011 |
-22.2% |
0.0104 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
203,608 |
186,872 |
-16,736 |
-8.2% |
880,902 |
|
| Daily Pivots for day following 15-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1050 |
1.1030 |
1.0955 |
|
| R3 |
1.1011 |
1.0992 |
1.0944 |
|
| R2 |
1.0973 |
1.0973 |
1.0941 |
|
| R1 |
1.0953 |
1.0953 |
1.0937 |
1.0963 |
| PP |
1.0934 |
1.0934 |
1.0934 |
1.0939 |
| S1 |
1.0915 |
1.0915 |
1.0930 |
1.0925 |
| S2 |
1.0896 |
1.0896 |
1.0926 |
|
| S3 |
1.0857 |
1.0876 |
1.0923 |
|
| S4 |
1.0819 |
1.0838 |
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 |
1.0954 |
1.0841 |
0.0114 |
1.0% |
0.0041 |
0.4% |
82% |
True |
False |
184,192 |
| 10 |
1.0954 |
1.0748 |
0.0206 |
1.9% |
0.0047 |
0.4% |
90% |
True |
False |
194,949 |
| 20 |
1.0954 |
1.0708 |
0.0247 |
2.3% |
0.0051 |
0.5% |
92% |
True |
False |
195,194 |
| 40 |
1.0968 |
1.0708 |
0.0261 |
2.4% |
0.0054 |
0.5% |
87% |
False |
False |
127,403 |
| 60 |
1.0968 |
1.0681 |
0.0288 |
2.6% |
0.0054 |
0.5% |
88% |
False |
False |
85,219 |
| 80 |
1.1023 |
1.0674 |
0.0350 |
3.2% |
0.0055 |
0.5% |
74% |
False |
False |
64,100 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0050 |
0.5% |
67% |
False |
False |
51,309 |
| 120 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0048 |
0.4% |
67% |
False |
False |
42,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1118 |
|
2.618 |
1.1055 |
|
1.618 |
1.1016 |
|
1.000 |
1.0993 |
|
0.618 |
1.0978 |
|
HIGH |
1.0954 |
|
0.618 |
1.0939 |
|
0.500 |
1.0935 |
|
0.382 |
1.0930 |
|
LOW |
1.0916 |
|
0.618 |
1.0892 |
|
1.000 |
1.0877 |
|
1.618 |
1.0853 |
|
2.618 |
1.0815 |
|
4.250 |
1.0752 |
|
|
| Fisher Pivots for day following 15-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0935 |
1.0925 |
| PP |
1.0934 |
1.0917 |
| S1 |
1.0934 |
1.0909 |
|