CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 05-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2024 |
05-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0813 |
1.0940 |
0.0128 |
1.2% |
1.0882 |
| High |
1.0949 |
1.1031 |
0.0082 |
0.7% |
1.0949 |
| Low |
1.0804 |
1.0914 |
0.0111 |
1.0% |
1.0799 |
| Close |
1.0935 |
1.0973 |
0.0038 |
0.3% |
1.0935 |
| Range |
0.0145 |
0.0117 |
-0.0029 |
-19.7% |
0.0150 |
| ATR |
0.0055 |
0.0059 |
0.0004 |
8.1% |
0.0000 |
| Volume |
402,656 |
427,573 |
24,917 |
6.2% |
1,300,722 |
|
| Daily Pivots for day following 05-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1322 |
1.1264 |
1.1037 |
|
| R3 |
1.1205 |
1.1147 |
1.1005 |
|
| R2 |
1.1089 |
1.1089 |
1.0994 |
|
| R1 |
1.1031 |
1.1031 |
1.0983 |
1.1060 |
| PP |
1.0972 |
1.0972 |
1.0972 |
1.0987 |
| S1 |
1.0914 |
1.0914 |
1.0962 |
1.0943 |
| S2 |
1.0856 |
1.0856 |
1.0951 |
|
| S3 |
1.0739 |
1.0798 |
1.0940 |
|
| S4 |
1.0623 |
1.0681 |
1.0908 |
|
|
| 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 |
1.1031 |
1.0799 |
0.0232 |
2.1% |
0.0082 |
0.7% |
75% |
True |
False |
304,970 |
| 10 |
1.1031 |
1.0799 |
0.0232 |
2.1% |
0.0064 |
0.6% |
75% |
True |
False |
247,769 |
| 20 |
1.1031 |
1.0799 |
0.0232 |
2.1% |
0.0052 |
0.5% |
75% |
True |
False |
217,751 |
| 40 |
1.1031 |
1.0708 |
0.0323 |
2.9% |
0.0057 |
0.5% |
82% |
True |
False |
210,303 |
| 60 |
1.1031 |
1.0708 |
0.0323 |
2.9% |
0.0054 |
0.5% |
82% |
True |
False |
142,247 |
| 80 |
1.1031 |
1.0674 |
0.0357 |
3.3% |
0.0055 |
0.5% |
84% |
True |
False |
106,920 |
| 100 |
1.1043 |
1.0674 |
0.0370 |
3.4% |
0.0054 |
0.5% |
81% |
False |
False |
85,636 |
| 120 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0050 |
0.5% |
77% |
False |
False |
71,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1526 |
|
2.618 |
1.1335 |
|
1.618 |
1.1219 |
|
1.000 |
1.1147 |
|
0.618 |
1.1102 |
|
HIGH |
1.1031 |
|
0.618 |
1.0986 |
|
0.500 |
1.0972 |
|
0.382 |
1.0959 |
|
LOW |
1.0914 |
|
0.618 |
1.0842 |
|
1.000 |
1.0798 |
|
1.618 |
1.0726 |
|
2.618 |
1.0609 |
|
4.250 |
1.0419 |
|
|
| Fisher Pivots for day following 05-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0972 |
1.0953 |
| PP |
1.0972 |
1.0934 |
| S1 |
1.0972 |
1.0915 |
|