CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 26-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2024 |
26-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0867 |
1.0871 |
0.0005 |
0.0% |
1.0913 |
| High |
1.0896 |
1.0894 |
-0.0002 |
0.0% |
1.0932 |
| Low |
1.0854 |
1.0868 |
0.0014 |
0.1% |
1.0852 |
| Close |
1.0874 |
1.0883 |
0.0009 |
0.1% |
1.0883 |
| Range |
0.0042 |
0.0027 |
-0.0016 |
-36.9% |
0.0080 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-3.1% |
0.0000 |
| Volume |
214,054 |
145,743 |
-68,311 |
-31.9% |
914,039 |
|
| Daily Pivots for day following 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0961 |
1.0948 |
1.0897 |
|
| R3 |
1.0934 |
1.0922 |
1.0890 |
|
| R2 |
1.0908 |
1.0908 |
1.0887 |
|
| R1 |
1.0895 |
1.0895 |
1.0885 |
1.0902 |
| PP |
1.0881 |
1.0881 |
1.0881 |
1.0885 |
| S1 |
1.0869 |
1.0869 |
1.0880 |
1.0875 |
| S2 |
1.0855 |
1.0855 |
1.0878 |
|
| S3 |
1.0828 |
1.0842 |
1.0875 |
|
| S4 |
1.0802 |
1.0816 |
1.0868 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1129 |
1.1086 |
1.0927 |
|
| R3 |
1.1049 |
1.1006 |
1.0905 |
|
| R2 |
1.0969 |
1.0969 |
1.0897 |
|
| R1 |
1.0926 |
1.0926 |
1.0890 |
1.0907 |
| PP |
1.0889 |
1.0889 |
1.0889 |
1.0880 |
| S1 |
1.0846 |
1.0846 |
1.0875 |
1.0827 |
| S2 |
1.0809 |
1.0809 |
1.0868 |
|
| S3 |
1.0729 |
1.0766 |
1.0861 |
|
| S4 |
1.0649 |
1.0686 |
1.0839 |
|
|
| 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% |
38% |
False |
False |
182,807 |
| 10 |
1.0980 |
1.0852 |
0.0128 |
1.2% |
0.0039 |
0.4% |
24% |
False |
False |
189,264 |
| 20 |
1.0980 |
1.0725 |
0.0255 |
2.3% |
0.0043 |
0.4% |
62% |
False |
False |
194,094 |
| 40 |
1.0980 |
1.0708 |
0.0272 |
2.5% |
0.0053 |
0.5% |
64% |
False |
False |
169,415 |
| 60 |
1.0980 |
1.0708 |
0.0272 |
2.5% |
0.0051 |
0.5% |
64% |
False |
False |
113,541 |
| 80 |
1.0980 |
1.0674 |
0.0306 |
2.8% |
0.0053 |
0.5% |
68% |
False |
False |
85,378 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0052 |
0.5% |
54% |
False |
False |
68,358 |
| 120 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0047 |
0.4% |
54% |
False |
False |
56,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1007 |
|
2.618 |
1.0963 |
|
1.618 |
1.0937 |
|
1.000 |
1.0921 |
|
0.618 |
1.0910 |
|
HIGH |
1.0894 |
|
0.618 |
1.0884 |
|
0.500 |
1.0881 |
|
0.382 |
1.0878 |
|
LOW |
1.0868 |
|
0.618 |
1.0851 |
|
1.000 |
1.0841 |
|
1.618 |
1.0825 |
|
2.618 |
1.0798 |
|
4.250 |
1.0755 |
|
|
| Fisher Pivots for day following 26-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0882 |
1.0880 |
| PP |
1.0881 |
1.0877 |
| S1 |
1.0881 |
1.0874 |
|