CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 08-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2024 |
08-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0952 |
1.0943 |
-0.0009 |
-0.1% |
1.0882 |
| High |
1.0957 |
1.0964 |
0.0007 |
0.1% |
1.0949 |
| Low |
1.0926 |
1.0900 |
-0.0026 |
-0.2% |
1.0799 |
| Close |
1.0943 |
1.0938 |
-0.0005 |
0.0% |
1.0935 |
| Range |
0.0032 |
0.0064 |
0.0033 |
103.2% |
0.0150 |
| ATR |
0.0057 |
0.0058 |
0.0000 |
0.9% |
0.0000 |
| Volume |
184,032 |
190,821 |
6,789 |
3.7% |
1,300,722 |
|
| Daily Pivots for day following 08-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1126 |
1.1096 |
1.0973 |
|
| R3 |
1.1062 |
1.1032 |
1.0955 |
|
| R2 |
1.0998 |
1.0998 |
1.0949 |
|
| R1 |
1.0968 |
1.0968 |
1.0943 |
1.0951 |
| PP |
1.0934 |
1.0934 |
1.0934 |
1.0925 |
| S1 |
1.0904 |
1.0904 |
1.0932 |
1.0887 |
| S2 |
1.0870 |
1.0870 |
1.0926 |
|
| S3 |
1.0806 |
1.0840 |
1.0920 |
|
| S4 |
1.0742 |
1.0776 |
1.0902 |
|
|
| 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 |
1.0804 |
0.0227 |
2.1% |
0.0083 |
0.8% |
59% |
False |
False |
293,614 |
| 10 |
1.1031 |
1.0799 |
0.0232 |
2.1% |
0.0066 |
0.6% |
60% |
False |
False |
251,188 |
| 20 |
1.1031 |
1.0799 |
0.0232 |
2.1% |
0.0054 |
0.5% |
60% |
False |
False |
223,119 |
| 40 |
1.1031 |
1.0708 |
0.0323 |
3.0% |
0.0055 |
0.5% |
71% |
False |
False |
216,605 |
| 60 |
1.1031 |
1.0708 |
0.0323 |
3.0% |
0.0055 |
0.5% |
71% |
False |
False |
152,850 |
| 80 |
1.1031 |
1.0674 |
0.0357 |
3.3% |
0.0054 |
0.5% |
74% |
False |
False |
114,830 |
| 100 |
1.1031 |
1.0674 |
0.0357 |
3.3% |
0.0055 |
0.5% |
74% |
False |
False |
92,005 |
| 120 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0051 |
0.5% |
68% |
False |
False |
76,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1236 |
|
2.618 |
1.1132 |
|
1.618 |
1.1068 |
|
1.000 |
1.1028 |
|
0.618 |
1.1004 |
|
HIGH |
1.0964 |
|
0.618 |
1.0940 |
|
0.500 |
1.0932 |
|
0.382 |
1.0924 |
|
LOW |
1.0900 |
|
0.618 |
1.0860 |
|
1.000 |
1.0836 |
|
1.618 |
1.0796 |
|
2.618 |
1.0732 |
|
4.250 |
1.0628 |
|
|
| Fisher Pivots for day following 08-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0936 |
1.0942 |
| PP |
1.0934 |
1.0941 |
| S1 |
1.0932 |
1.0939 |
|