CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 02-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2024 |
02-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0849 |
1.0813 |
-0.0037 |
-0.3% |
1.0882 |
| High |
1.0858 |
1.0949 |
0.0091 |
0.8% |
1.0949 |
| Low |
1.0799 |
1.0804 |
0.0005 |
0.0% |
1.0799 |
| Close |
1.0807 |
1.0935 |
0.0129 |
1.2% |
1.0935 |
| Range |
0.0059 |
0.0145 |
0.0087 |
147.9% |
0.0150 |
| ATR |
0.0048 |
0.0055 |
0.0007 |
14.5% |
0.0000 |
| Volume |
264,123 |
402,656 |
138,533 |
52.5% |
1,300,722 |
|
| Daily Pivots for day following 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1331 |
1.1278 |
1.1015 |
|
| R3 |
1.1186 |
1.1133 |
1.0975 |
|
| R2 |
1.1041 |
1.1041 |
1.0962 |
|
| R1 |
1.0988 |
1.0988 |
1.0948 |
1.1014 |
| PP |
1.0896 |
1.0896 |
1.0896 |
1.0909 |
| S1 |
1.0843 |
1.0843 |
1.0922 |
1.0869 |
| S2 |
1.0751 |
1.0751 |
1.0908 |
|
| S3 |
1.0606 |
1.0698 |
1.0895 |
|
| S4 |
1.0461 |
1.0553 |
1.0855 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1343 |
1.1288 |
1.1017 |
|
| R3 |
1.1193 |
1.1139 |
1.0976 |
|
| R2 |
1.1044 |
1.1044 |
1.0962 |
|
| R1 |
1.0989 |
1.0989 |
1.0949 |
1.1017 |
| PP |
1.0894 |
1.0894 |
1.0894 |
1.0908 |
| S1 |
1.0840 |
1.0840 |
1.0921 |
1.0867 |
| S2 |
1.0745 |
1.0745 |
1.0908 |
|
| S3 |
1.0595 |
1.0690 |
1.0894 |
|
| S4 |
1.0446 |
1.0541 |
1.0853 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0949 |
1.0799 |
0.0150 |
1.4% |
0.0072 |
0.7% |
91% |
True |
False |
260,144 |
| 10 |
1.0949 |
1.0799 |
0.0150 |
1.4% |
0.0055 |
0.5% |
91% |
True |
False |
221,476 |
| 20 |
1.0980 |
1.0799 |
0.0181 |
1.7% |
0.0047 |
0.4% |
75% |
False |
False |
203,713 |
| 40 |
1.0980 |
1.0708 |
0.0272 |
2.5% |
0.0055 |
0.5% |
84% |
False |
False |
200,262 |
| 60 |
1.0980 |
1.0708 |
0.0272 |
2.5% |
0.0053 |
0.5% |
84% |
False |
False |
135,156 |
| 80 |
1.0980 |
1.0674 |
0.0306 |
2.8% |
0.0055 |
0.5% |
85% |
False |
False |
101,597 |
| 100 |
1.1043 |
1.0674 |
0.0370 |
3.4% |
0.0053 |
0.5% |
71% |
False |
False |
81,360 |
| 120 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0049 |
0.5% |
68% |
False |
False |
67,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1565 |
|
2.618 |
1.1328 |
|
1.618 |
1.1183 |
|
1.000 |
1.1094 |
|
0.618 |
1.1038 |
|
HIGH |
1.0949 |
|
0.618 |
1.0893 |
|
0.500 |
1.0876 |
|
0.382 |
1.0859 |
|
LOW |
1.0804 |
|
0.618 |
1.0714 |
|
1.000 |
1.0659 |
|
1.618 |
1.0569 |
|
2.618 |
1.0424 |
|
4.250 |
1.0187 |
|
|
| Fisher Pivots for day following 02-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0915 |
1.0915 |
| PP |
1.0896 |
1.0894 |
| S1 |
1.0876 |
1.0874 |
|