CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 07-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2024 |
07-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0974 |
1.0952 |
-0.0022 |
-0.2% |
1.0882 |
| High |
1.0984 |
1.0957 |
-0.0027 |
-0.2% |
1.0949 |
| Low |
1.0925 |
1.0926 |
0.0001 |
0.0% |
1.0799 |
| Close |
1.0949 |
1.0943 |
-0.0007 |
-0.1% |
1.0935 |
| Range |
0.0060 |
0.0032 |
-0.0028 |
-47.1% |
0.0150 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
262,991 |
184,032 |
-78,959 |
-30.0% |
1,300,722 |
|
| Daily Pivots for day following 07-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1036 |
1.1021 |
1.0960 |
|
| R3 |
1.1005 |
1.0989 |
1.0951 |
|
| R2 |
1.0973 |
1.0973 |
1.0948 |
|
| R1 |
1.0958 |
1.0958 |
1.0945 |
1.0950 |
| PP |
1.0942 |
1.0942 |
1.0942 |
1.0938 |
| S1 |
1.0926 |
1.0926 |
1.0940 |
1.0918 |
| S2 |
1.0910 |
1.0910 |
1.0937 |
|
| S3 |
1.0879 |
1.0895 |
1.0934 |
|
| S4 |
1.0847 |
1.0863 |
1.0925 |
|
|
| 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 |
0.8% |
62% |
False |
False |
308,275 |
| 10 |
1.1031 |
1.0799 |
0.0232 |
2.1% |
0.0064 |
0.6% |
62% |
False |
False |
253,511 |
| 20 |
1.1031 |
1.0799 |
0.0232 |
2.1% |
0.0054 |
0.5% |
62% |
False |
False |
227,791 |
| 40 |
1.1031 |
1.0708 |
0.0323 |
3.0% |
0.0055 |
0.5% |
73% |
False |
False |
217,891 |
| 60 |
1.1031 |
1.0708 |
0.0323 |
3.0% |
0.0054 |
0.5% |
73% |
False |
False |
149,677 |
| 80 |
1.1031 |
1.0674 |
0.0357 |
3.3% |
0.0054 |
0.5% |
75% |
False |
False |
112,452 |
| 100 |
1.1031 |
1.0674 |
0.0357 |
3.3% |
0.0054 |
0.5% |
75% |
False |
False |
90,099 |
| 120 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0050 |
0.5% |
70% |
False |
False |
75,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1091 |
|
2.618 |
1.1039 |
|
1.618 |
1.1008 |
|
1.000 |
1.0989 |
|
0.618 |
1.0976 |
|
HIGH |
1.0957 |
|
0.618 |
1.0945 |
|
0.500 |
1.0941 |
|
0.382 |
1.0938 |
|
LOW |
1.0926 |
|
0.618 |
1.0906 |
|
1.000 |
1.0894 |
|
1.618 |
1.0875 |
|
2.618 |
1.0843 |
|
4.250 |
1.0792 |
|
|
| Fisher Pivots for day following 07-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0942 |
1.0972 |
| PP |
1.0942 |
1.0962 |
| S1 |
1.0941 |
1.0952 |
|