CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 18-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2024 |
18-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0930 |
1.0970 |
0.0040 |
0.4% |
1.0852 |
| High |
1.0980 |
1.0971 |
-0.0009 |
-0.1% |
1.0944 |
| Low |
1.0926 |
1.0924 |
-0.0003 |
0.0% |
1.0841 |
| Close |
1.0969 |
1.0929 |
-0.0040 |
-0.4% |
1.0939 |
| Range |
0.0054 |
0.0048 |
-0.0006 |
-11.2% |
0.0104 |
| ATR |
0.0051 |
0.0051 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
230,558 |
198,000 |
-32,558 |
-14.1% |
880,902 |
|
| Daily Pivots for day following 18-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1084 |
1.1054 |
1.0955 |
|
| R3 |
1.1036 |
1.1006 |
1.0942 |
|
| R2 |
1.0989 |
1.0989 |
1.0938 |
|
| R1 |
1.0959 |
1.0959 |
1.0933 |
1.0950 |
| PP |
1.0941 |
1.0941 |
1.0941 |
1.0937 |
| S1 |
1.0911 |
1.0911 |
1.0925 |
1.0903 |
| S2 |
1.0894 |
1.0894 |
1.0920 |
|
| S3 |
1.0846 |
1.0864 |
1.0916 |
|
| S4 |
1.0799 |
1.0816 |
1.0903 |
|
|
| 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 |
1.0895 |
0.0085 |
0.8% |
0.0045 |
0.4% |
41% |
False |
False |
200,571 |
| 10 |
1.0980 |
1.0820 |
0.0160 |
1.5% |
0.0043 |
0.4% |
68% |
False |
False |
193,625 |
| 20 |
1.0980 |
1.0708 |
0.0272 |
2.5% |
0.0048 |
0.4% |
81% |
False |
False |
194,294 |
| 40 |
1.0980 |
1.0708 |
0.0272 |
2.5% |
0.0055 |
0.5% |
81% |
False |
False |
142,589 |
| 60 |
1.0980 |
1.0708 |
0.0272 |
2.5% |
0.0053 |
0.5% |
81% |
False |
False |
95,383 |
| 80 |
1.0980 |
1.0674 |
0.0306 |
2.8% |
0.0054 |
0.5% |
83% |
False |
False |
71,741 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0050 |
0.5% |
66% |
False |
False |
57,432 |
| 120 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0049 |
0.4% |
66% |
False |
False |
47,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1173 |
|
2.618 |
1.1095 |
|
1.618 |
1.1048 |
|
1.000 |
1.1019 |
|
0.618 |
1.1000 |
|
HIGH |
1.0971 |
|
0.618 |
1.0953 |
|
0.500 |
1.0947 |
|
0.382 |
1.0942 |
|
LOW |
1.0924 |
|
0.618 |
1.0894 |
|
1.000 |
1.0876 |
|
1.618 |
1.0847 |
|
2.618 |
1.0799 |
|
4.250 |
1.0722 |
|
|
| Fisher Pivots for day following 18-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0947 |
1.0941 |
| PP |
1.0941 |
1.0937 |
| S1 |
1.0935 |
1.0933 |
|