CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 29-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2024 |
29-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0871 |
1.0882 |
0.0011 |
0.1% |
1.0913 |
| High |
1.0894 |
1.0895 |
0.0001 |
0.0% |
1.0932 |
| Low |
1.0868 |
1.0828 |
-0.0040 |
-0.4% |
1.0852 |
| Close |
1.0883 |
1.0847 |
-0.0036 |
-0.3% |
1.0883 |
| Range |
0.0027 |
0.0068 |
0.0041 |
154.7% |
0.0080 |
| ATR |
0.0046 |
0.0047 |
0.0002 |
3.4% |
0.0000 |
| Volume |
145,743 |
203,441 |
57,698 |
39.6% |
914,039 |
|
| Daily Pivots for day following 29-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1059 |
1.1020 |
1.0884 |
|
| R3 |
1.0991 |
1.0953 |
1.0865 |
|
| R2 |
1.0924 |
1.0924 |
1.0859 |
|
| R1 |
1.0885 |
1.0885 |
1.0853 |
1.0871 |
| PP |
1.0856 |
1.0856 |
1.0856 |
1.0849 |
| S1 |
1.0818 |
1.0818 |
1.0840 |
1.0803 |
| S2 |
1.0789 |
1.0789 |
1.0834 |
|
| S3 |
1.0721 |
1.0750 |
1.0828 |
|
| S4 |
1.0654 |
1.0683 |
1.0809 |
|
|
| 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 |
1.0925 |
1.0828 |
0.0098 |
0.9% |
0.0046 |
0.4% |
19% |
False |
True |
190,567 |
| 10 |
1.0980 |
1.0828 |
0.0152 |
1.4% |
0.0042 |
0.4% |
13% |
False |
True |
190,921 |
| 20 |
1.0980 |
1.0748 |
0.0232 |
2.1% |
0.0045 |
0.4% |
43% |
False |
False |
192,935 |
| 40 |
1.0980 |
1.0708 |
0.0272 |
2.5% |
0.0053 |
0.5% |
51% |
False |
False |
174,405 |
| 60 |
1.0980 |
1.0708 |
0.0272 |
2.5% |
0.0051 |
0.5% |
51% |
False |
False |
116,916 |
| 80 |
1.0980 |
1.0674 |
0.0306 |
2.8% |
0.0053 |
0.5% |
57% |
False |
False |
87,913 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0052 |
0.5% |
45% |
False |
False |
70,392 |
| 120 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0048 |
0.4% |
45% |
False |
False |
58,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1182 |
|
2.618 |
1.1072 |
|
1.618 |
1.1004 |
|
1.000 |
1.0963 |
|
0.618 |
1.0937 |
|
HIGH |
1.0895 |
|
0.618 |
1.0869 |
|
0.500 |
1.0861 |
|
0.382 |
1.0853 |
|
LOW |
1.0828 |
|
0.618 |
1.0786 |
|
1.000 |
1.0760 |
|
1.618 |
1.0718 |
|
2.618 |
1.0651 |
|
4.250 |
1.0541 |
|
|
| Fisher Pivots for day following 29-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0861 |
1.0862 |
| PP |
1.0856 |
1.0857 |
| S1 |
1.0851 |
1.0852 |
|