CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 01-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2024 |
01-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0840 |
1.0849 |
0.0010 |
0.1% |
1.0913 |
| High |
1.0876 |
1.0858 |
-0.0018 |
-0.2% |
1.0932 |
| Low |
1.0825 |
1.0799 |
-0.0026 |
-0.2% |
1.0852 |
| Close |
1.0850 |
1.0807 |
-0.0044 |
-0.4% |
1.0883 |
| Range |
0.0051 |
0.0059 |
0.0008 |
15.8% |
0.0080 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
1.8% |
0.0000 |
| Volume |
258,611 |
264,123 |
5,512 |
2.1% |
914,039 |
|
| Daily Pivots for day following 01-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0997 |
1.0960 |
1.0839 |
|
| R3 |
1.0938 |
1.0902 |
1.0823 |
|
| R2 |
1.0880 |
1.0880 |
1.0817 |
|
| R1 |
1.0843 |
1.0843 |
1.0812 |
1.0832 |
| PP |
1.0821 |
1.0821 |
1.0821 |
1.0816 |
| S1 |
1.0785 |
1.0785 |
1.0801 |
1.0774 |
| S2 |
1.0763 |
1.0763 |
1.0796 |
|
| S3 |
1.0704 |
1.0726 |
1.0790 |
|
| S4 |
1.0646 |
1.0668 |
1.0774 |
|
|
| 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 |
1.0895 |
1.0799 |
0.0096 |
0.9% |
0.0048 |
0.4% |
8% |
False |
True |
208,761 |
| 10 |
1.0932 |
1.0799 |
0.0133 |
1.2% |
0.0043 |
0.4% |
6% |
False |
True |
199,146 |
| 20 |
1.0980 |
1.0799 |
0.0181 |
1.7% |
0.0043 |
0.4% |
4% |
False |
True |
196,385 |
| 40 |
1.0980 |
1.0708 |
0.0272 |
2.5% |
0.0052 |
0.5% |
36% |
False |
False |
190,901 |
| 60 |
1.0980 |
1.0708 |
0.0272 |
2.5% |
0.0051 |
0.5% |
36% |
False |
False |
128,457 |
| 80 |
1.0980 |
1.0674 |
0.0306 |
2.8% |
0.0054 |
0.5% |
43% |
False |
False |
96,570 |
| 100 |
1.1043 |
1.0674 |
0.0370 |
3.4% |
0.0052 |
0.5% |
36% |
False |
False |
77,334 |
| 120 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0048 |
0.4% |
34% |
False |
False |
64,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1106 |
|
2.618 |
1.1011 |
|
1.618 |
1.0952 |
|
1.000 |
1.0916 |
|
0.618 |
1.0894 |
|
HIGH |
1.0858 |
|
0.618 |
1.0835 |
|
0.500 |
1.0828 |
|
0.382 |
1.0821 |
|
LOW |
1.0799 |
|
0.618 |
1.0763 |
|
1.000 |
1.0741 |
|
1.618 |
1.0704 |
|
2.618 |
1.0646 |
|
4.250 |
1.0550 |
|
|
| Fisher Pivots for day following 01-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0828 |
1.0837 |
| PP |
1.0821 |
1.0827 |
| S1 |
1.0814 |
1.0817 |
|