CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 16-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2024 |
16-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0926 |
1.0927 |
0.0002 |
0.0% |
1.0852 |
| High |
1.0954 |
1.0938 |
-0.0017 |
-0.2% |
1.0944 |
| Low |
1.0916 |
1.0903 |
-0.0013 |
-0.1% |
1.0841 |
| Close |
1.0934 |
1.0928 |
-0.0006 |
-0.1% |
1.0939 |
| Range |
0.0039 |
0.0035 |
-0.0004 |
-10.4% |
0.0104 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
186,872 |
183,818 |
-3,054 |
-1.6% |
880,902 |
|
| Daily Pivots for day following 16-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1026 |
1.1012 |
1.0947 |
|
| R3 |
1.0992 |
1.0977 |
1.0937 |
|
| R2 |
1.0957 |
1.0957 |
1.0934 |
|
| R1 |
1.0943 |
1.0943 |
1.0931 |
1.0950 |
| PP |
1.0923 |
1.0923 |
1.0923 |
1.0927 |
| S1 |
1.0908 |
1.0908 |
1.0925 |
1.0916 |
| S2 |
1.0888 |
1.0888 |
1.0922 |
|
| S3 |
1.0854 |
1.0874 |
1.0919 |
|
| S4 |
1.0819 |
1.0839 |
1.0909 |
|
|
| 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 |
1.0846 |
0.0109 |
1.0% |
0.0042 |
0.4% |
76% |
False |
False |
196,709 |
| 10 |
1.0954 |
1.0748 |
0.0206 |
1.9% |
0.0045 |
0.4% |
87% |
False |
False |
189,135 |
| 20 |
1.0954 |
1.0708 |
0.0247 |
2.3% |
0.0049 |
0.4% |
89% |
False |
False |
189,793 |
| 40 |
1.0968 |
1.0708 |
0.0261 |
2.4% |
0.0054 |
0.5% |
85% |
False |
False |
131,922 |
| 60 |
1.0968 |
1.0681 |
0.0288 |
2.6% |
0.0054 |
0.5% |
86% |
False |
False |
88,270 |
| 80 |
1.1023 |
1.0674 |
0.0350 |
3.2% |
0.0054 |
0.5% |
73% |
False |
False |
66,394 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0050 |
0.5% |
66% |
False |
False |
53,147 |
| 120 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0048 |
0.4% |
66% |
False |
False |
44,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1084 |
|
2.618 |
1.1028 |
|
1.618 |
1.0993 |
|
1.000 |
1.0972 |
|
0.618 |
1.0959 |
|
HIGH |
1.0938 |
|
0.618 |
1.0924 |
|
0.500 |
1.0920 |
|
0.382 |
1.0916 |
|
LOW |
1.0903 |
|
0.618 |
1.0882 |
|
1.000 |
1.0869 |
|
1.618 |
1.0847 |
|
2.618 |
1.0813 |
|
4.250 |
1.0756 |
|
|
| Fisher Pivots for day following 16-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0925 |
1.0927 |
| PP |
1.0923 |
1.0926 |
| S1 |
1.0920 |
1.0924 |
|