CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 06-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2024 |
06-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0940 |
1.0974 |
0.0034 |
0.3% |
1.0882 |
| High |
1.1031 |
1.0984 |
-0.0047 |
-0.4% |
1.0949 |
| Low |
1.0914 |
1.0925 |
0.0011 |
0.1% |
1.0799 |
| Close |
1.0973 |
1.0949 |
-0.0024 |
-0.2% |
1.0935 |
| Range |
0.0117 |
0.0060 |
-0.0057 |
-48.9% |
0.0150 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.0% |
0.0000 |
| Volume |
427,573 |
262,991 |
-164,582 |
-38.5% |
1,300,722 |
|
| Daily Pivots for day following 06-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1131 |
1.1100 |
1.0982 |
|
| R3 |
1.1072 |
1.1040 |
1.0965 |
|
| R2 |
1.1012 |
1.1012 |
1.0960 |
|
| R1 |
1.0981 |
1.0981 |
1.0954 |
1.0967 |
| PP |
1.0953 |
1.0953 |
1.0953 |
1.0946 |
| S1 |
1.0921 |
1.0921 |
1.0944 |
1.0907 |
| S2 |
1.0893 |
1.0893 |
1.0938 |
|
| S3 |
1.0834 |
1.0862 |
1.0933 |
|
| S4 |
1.0774 |
1.0802 |
1.0916 |
|
|
| 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% |
0.0086 |
0.8% |
65% |
False |
False |
323,190 |
| 10 |
1.1031 |
1.0799 |
0.0232 |
2.1% |
0.0065 |
0.6% |
65% |
False |
False |
255,304 |
| 20 |
1.1031 |
1.0799 |
0.0232 |
2.1% |
0.0053 |
0.5% |
65% |
False |
False |
224,839 |
| 40 |
1.1031 |
1.0708 |
0.0323 |
3.0% |
0.0055 |
0.5% |
75% |
False |
False |
215,790 |
| 60 |
1.1031 |
1.0708 |
0.0323 |
3.0% |
0.0054 |
0.5% |
75% |
False |
False |
146,617 |
| 80 |
1.1031 |
1.0674 |
0.0357 |
3.3% |
0.0055 |
0.5% |
77% |
False |
False |
110,178 |
| 100 |
1.1032 |
1.0674 |
0.0358 |
3.3% |
0.0055 |
0.5% |
77% |
False |
False |
88,261 |
| 120 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0050 |
0.5% |
71% |
False |
False |
73,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1237 |
|
2.618 |
1.1140 |
|
1.618 |
1.1080 |
|
1.000 |
1.1044 |
|
0.618 |
1.1021 |
|
HIGH |
1.0984 |
|
0.618 |
1.0961 |
|
0.500 |
1.0954 |
|
0.382 |
1.0947 |
|
LOW |
1.0925 |
|
0.618 |
1.0888 |
|
1.000 |
1.0865 |
|
1.618 |
1.0828 |
|
2.618 |
1.0769 |
|
4.250 |
1.0672 |
|
|
| Fisher Pivots for day following 06-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0954 |
1.0938 |
| PP |
1.0953 |
1.0928 |
| S1 |
1.0951 |
1.0917 |
|