CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 30-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2024 |
30-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0882 |
1.0846 |
-0.0036 |
-0.3% |
1.0913 |
| High |
1.0895 |
1.0860 |
-0.0035 |
-0.3% |
1.0932 |
| Low |
1.0828 |
1.0823 |
-0.0005 |
0.0% |
1.0852 |
| Close |
1.0847 |
1.0835 |
-0.0012 |
-0.1% |
1.0883 |
| Range |
0.0068 |
0.0038 |
-0.0030 |
-44.4% |
0.0080 |
| ATR |
0.0047 |
0.0047 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
203,441 |
171,891 |
-31,550 |
-15.5% |
914,039 |
|
| Daily Pivots for day following 30-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0952 |
1.0931 |
1.0856 |
|
| R3 |
1.0914 |
1.0893 |
1.0845 |
|
| R2 |
1.0877 |
1.0877 |
1.0842 |
|
| R1 |
1.0856 |
1.0856 |
1.0838 |
1.0848 |
| PP |
1.0839 |
1.0839 |
1.0839 |
1.0835 |
| S1 |
1.0818 |
1.0818 |
1.0832 |
1.0810 |
| S2 |
1.0802 |
1.0802 |
1.0828 |
|
| S3 |
1.0764 |
1.0781 |
1.0825 |
|
| S4 |
1.0727 |
1.0743 |
1.0814 |
|
|
| 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 |
1.0896 |
1.0823 |
0.0074 |
0.7% |
0.0043 |
0.4% |
17% |
False |
True |
187,418 |
| 10 |
1.0980 |
1.0823 |
0.0157 |
1.4% |
0.0043 |
0.4% |
8% |
False |
True |
189,728 |
| 20 |
1.0980 |
1.0748 |
0.0232 |
2.1% |
0.0044 |
0.4% |
38% |
False |
False |
189,431 |
| 40 |
1.0980 |
1.0708 |
0.0272 |
2.5% |
0.0053 |
0.5% |
47% |
False |
False |
178,552 |
| 60 |
1.0980 |
1.0708 |
0.0272 |
2.5% |
0.0051 |
0.5% |
47% |
False |
False |
119,770 |
| 80 |
1.0980 |
1.0674 |
0.0306 |
2.8% |
0.0053 |
0.5% |
53% |
False |
False |
90,055 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0052 |
0.5% |
42% |
False |
False |
72,109 |
| 120 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0048 |
0.4% |
42% |
False |
False |
60,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1019 |
|
2.618 |
1.0958 |
|
1.618 |
1.0921 |
|
1.000 |
1.0898 |
|
0.618 |
1.0883 |
|
HIGH |
1.0860 |
|
0.618 |
1.0846 |
|
0.500 |
1.0841 |
|
0.382 |
1.0837 |
|
LOW |
1.0823 |
|
0.618 |
1.0799 |
|
1.000 |
1.0785 |
|
1.618 |
1.0762 |
|
2.618 |
1.0724 |
|
4.250 |
1.0663 |
|
|
| Fisher Pivots for day following 30-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0841 |
1.0859 |
| PP |
1.0839 |
1.0851 |
| S1 |
1.0837 |
1.0843 |
|