CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 22-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2024 |
22-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0926 |
1.0913 |
-0.0013 |
-0.1% |
1.0926 |
| High |
1.0931 |
1.0932 |
0.0002 |
0.0% |
1.0980 |
| Low |
1.0905 |
1.0902 |
-0.0004 |
0.0% |
1.0903 |
| Close |
1.0908 |
1.0918 |
0.0010 |
0.1% |
1.0908 |
| Range |
0.0026 |
0.0031 |
0.0005 |
19.6% |
0.0077 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
179,356 |
164,641 |
-14,715 |
-8.2% |
978,604 |
|
| Daily Pivots for day following 22-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1009 |
1.0994 |
1.0935 |
|
| R3 |
1.0978 |
1.0963 |
1.0926 |
|
| R2 |
1.0948 |
1.0948 |
1.0924 |
|
| R1 |
1.0933 |
1.0933 |
1.0921 |
1.0940 |
| PP |
1.0917 |
1.0917 |
1.0917 |
1.0921 |
| S1 |
1.0902 |
1.0902 |
1.0915 |
1.0910 |
| S2 |
1.0887 |
1.0887 |
1.0912 |
|
| S3 |
1.0856 |
1.0872 |
1.0910 |
|
| S4 |
1.0826 |
1.0841 |
1.0901 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1160 |
1.1110 |
1.0950 |
|
| R3 |
1.1083 |
1.1034 |
1.0929 |
|
| R2 |
1.1007 |
1.1007 |
1.0922 |
|
| R1 |
1.0957 |
1.0957 |
1.0915 |
1.0944 |
| PP |
1.0930 |
1.0930 |
1.0930 |
1.0923 |
| S1 |
1.0881 |
1.0881 |
1.0901 |
1.0867 |
| S2 |
1.0854 |
1.0854 |
1.0894 |
|
| S3 |
1.0777 |
1.0804 |
1.0887 |
|
| S4 |
1.0701 |
1.0728 |
1.0866 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0980 |
1.0902 |
0.0078 |
0.7% |
0.0038 |
0.4% |
21% |
False |
True |
191,274 |
| 10 |
1.0980 |
1.0841 |
0.0139 |
1.3% |
0.0040 |
0.4% |
56% |
False |
False |
187,733 |
| 20 |
1.0980 |
1.0708 |
0.0272 |
2.5% |
0.0046 |
0.4% |
77% |
False |
False |
190,296 |
| 40 |
1.0980 |
1.0708 |
0.0272 |
2.5% |
0.0054 |
0.5% |
77% |
False |
False |
151,077 |
| 60 |
1.0980 |
1.0708 |
0.0272 |
2.5% |
0.0053 |
0.5% |
77% |
False |
False |
101,095 |
| 80 |
1.0980 |
1.0674 |
0.0306 |
2.8% |
0.0054 |
0.5% |
80% |
False |
False |
76,029 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0051 |
0.5% |
63% |
False |
False |
60,869 |
| 120 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0048 |
0.4% |
63% |
False |
False |
50,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1062 |
|
2.618 |
1.1012 |
|
1.618 |
1.0981 |
|
1.000 |
1.0963 |
|
0.618 |
1.0951 |
|
HIGH |
1.0932 |
|
0.618 |
1.0920 |
|
0.500 |
1.0917 |
|
0.382 |
1.0913 |
|
LOW |
1.0902 |
|
0.618 |
1.0883 |
|
1.000 |
1.0871 |
|
1.618 |
1.0852 |
|
2.618 |
1.0822 |
|
4.250 |
1.0772 |
|
|
| Fisher Pivots for day following 22-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0918 |
1.0936 |
| PP |
1.0917 |
1.0930 |
| S1 |
1.0917 |
1.0924 |
|