CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 17-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2024 |
17-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0927 |
1.0930 |
0.0003 |
0.0% |
1.0852 |
| High |
1.0938 |
1.0980 |
0.0042 |
0.4% |
1.0944 |
| Low |
1.0903 |
1.0926 |
0.0023 |
0.2% |
1.0841 |
| Close |
1.0928 |
1.0969 |
0.0041 |
0.4% |
1.0939 |
| Range |
0.0035 |
0.0054 |
0.0019 |
55.1% |
0.0104 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
0.4% |
0.0000 |
| Volume |
183,818 |
230,558 |
46,740 |
25.4% |
880,902 |
|
| Daily Pivots for day following 17-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1119 |
1.1097 |
1.0998 |
|
| R3 |
1.1065 |
1.1044 |
1.0983 |
|
| R2 |
1.1012 |
1.1012 |
1.0978 |
|
| R1 |
1.0990 |
1.0990 |
1.0973 |
1.1001 |
| PP |
1.0958 |
1.0958 |
1.0958 |
1.0963 |
| S1 |
1.0937 |
1.0937 |
1.0964 |
1.0947 |
| S2 |
1.0905 |
1.0905 |
1.0959 |
|
| S3 |
1.0851 |
1.0883 |
1.0954 |
|
| S4 |
1.0798 |
1.0830 |
1.0939 |
|
|
| 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 |
1.0980 |
1.0864 |
0.0116 |
1.1% |
0.0049 |
0.4% |
91% |
True |
False |
217,822 |
| 10 |
1.0980 |
1.0774 |
0.0206 |
1.9% |
0.0046 |
0.4% |
95% |
True |
False |
194,720 |
| 20 |
1.0980 |
1.0708 |
0.0272 |
2.5% |
0.0049 |
0.4% |
96% |
True |
False |
192,775 |
| 40 |
1.0980 |
1.0708 |
0.0272 |
2.5% |
0.0054 |
0.5% |
96% |
True |
False |
137,661 |
| 60 |
1.0980 |
1.0695 |
0.0285 |
2.6% |
0.0053 |
0.5% |
96% |
True |
False |
92,094 |
| 80 |
1.0980 |
1.0674 |
0.0306 |
2.8% |
0.0054 |
0.5% |
96% |
True |
False |
69,271 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0050 |
0.5% |
76% |
False |
False |
55,452 |
| 120 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0049 |
0.4% |
76% |
False |
False |
46,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1207 |
|
2.618 |
1.1120 |
|
1.618 |
1.1066 |
|
1.000 |
1.1033 |
|
0.618 |
1.1013 |
|
HIGH |
1.0980 |
|
0.618 |
1.0959 |
|
0.500 |
1.0953 |
|
0.382 |
1.0946 |
|
LOW |
1.0926 |
|
0.618 |
1.0893 |
|
1.000 |
1.0873 |
|
1.618 |
1.0839 |
|
2.618 |
1.0786 |
|
4.250 |
1.0699 |
|
|
| Fisher Pivots for day following 17-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0963 |
1.0959 |
| PP |
1.0958 |
1.0950 |
| S1 |
1.0953 |
1.0941 |
|