CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 25-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2024 |
25-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0882 |
1.0867 |
-0.0015 |
-0.1% |
1.0926 |
| High |
1.0894 |
1.0896 |
0.0002 |
0.0% |
1.0980 |
| Low |
1.0852 |
1.0854 |
0.0002 |
0.0% |
1.0903 |
| Close |
1.0865 |
1.0874 |
0.0009 |
0.1% |
1.0908 |
| Range |
0.0042 |
0.0042 |
0.0000 |
0.0% |
0.0077 |
| ATR |
0.0048 |
0.0047 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
201,964 |
214,054 |
12,090 |
6.0% |
978,604 |
|
| Daily Pivots for day following 25-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1001 |
1.0979 |
1.0897 |
|
| R3 |
1.0959 |
1.0937 |
1.0886 |
|
| R2 |
1.0917 |
1.0917 |
1.0882 |
|
| R1 |
1.0895 |
1.0895 |
1.0878 |
1.0906 |
| PP |
1.0875 |
1.0875 |
1.0875 |
1.0880 |
| S1 |
1.0853 |
1.0853 |
1.0870 |
1.0864 |
| S2 |
1.0833 |
1.0833 |
1.0866 |
|
| S3 |
1.0791 |
1.0811 |
1.0862 |
|
| S4 |
1.0749 |
1.0769 |
1.0851 |
|
|
| 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 |
1.0932 |
1.0852 |
0.0080 |
0.7% |
0.0039 |
0.4% |
28% |
False |
False |
189,530 |
| 10 |
1.0980 |
1.0852 |
0.0128 |
1.2% |
0.0042 |
0.4% |
17% |
False |
False |
195,050 |
| 20 |
1.0980 |
1.0717 |
0.0263 |
2.4% |
0.0044 |
0.4% |
60% |
False |
False |
195,770 |
| 40 |
1.0980 |
1.0708 |
0.0272 |
2.5% |
0.0054 |
0.5% |
61% |
False |
False |
165,887 |
| 60 |
1.0980 |
1.0708 |
0.0272 |
2.5% |
0.0052 |
0.5% |
61% |
False |
False |
111,125 |
| 80 |
1.0980 |
1.0674 |
0.0306 |
2.8% |
0.0054 |
0.5% |
66% |
False |
False |
83,564 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0051 |
0.5% |
52% |
False |
False |
66,904 |
| 120 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0048 |
0.4% |
52% |
False |
False |
55,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1075 |
|
2.618 |
1.1006 |
|
1.618 |
1.0964 |
|
1.000 |
1.0938 |
|
0.618 |
1.0922 |
|
HIGH |
1.0896 |
|
0.618 |
1.0880 |
|
0.500 |
1.0875 |
|
0.382 |
1.0870 |
|
LOW |
1.0854 |
|
0.618 |
1.0828 |
|
1.000 |
1.0812 |
|
1.618 |
1.0786 |
|
2.618 |
1.0744 |
|
4.250 |
1.0676 |
|
|
| Fisher Pivots for day following 25-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0875 |
1.0889 |
| PP |
1.0875 |
1.0884 |
| S1 |
1.0874 |
1.0879 |
|