CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 09-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2024 |
09-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0943 |
1.0937 |
-0.0007 |
-0.1% |
1.0940 |
| High |
1.0964 |
1.0950 |
-0.0015 |
-0.1% |
1.1031 |
| Low |
1.0900 |
1.0927 |
0.0027 |
0.2% |
1.0900 |
| Close |
1.0938 |
1.0939 |
0.0001 |
0.0% |
1.0939 |
| Range |
0.0064 |
0.0023 |
-0.0042 |
-64.8% |
0.0131 |
| ATR |
0.0058 |
0.0055 |
-0.0003 |
-4.4% |
0.0000 |
| Volume |
190,821 |
143,918 |
-46,903 |
-24.6% |
1,209,335 |
|
| Daily Pivots for day following 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1006 |
1.0995 |
1.0951 |
|
| R3 |
1.0983 |
1.0972 |
1.0945 |
|
| R2 |
1.0961 |
1.0961 |
1.0943 |
|
| R1 |
1.0950 |
1.0950 |
1.0941 |
1.0955 |
| PP |
1.0938 |
1.0938 |
1.0938 |
1.0941 |
| S1 |
1.0927 |
1.0927 |
1.0936 |
1.0933 |
| S2 |
1.0916 |
1.0916 |
1.0934 |
|
| S3 |
1.0893 |
1.0905 |
1.0932 |
|
| S4 |
1.0871 |
1.0882 |
1.0926 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1348 |
1.1274 |
1.1010 |
|
| R3 |
1.1217 |
1.1143 |
1.0974 |
|
| R2 |
1.1087 |
1.1087 |
1.0962 |
|
| R1 |
1.1013 |
1.1013 |
1.0950 |
1.0985 |
| PP |
1.0956 |
1.0956 |
1.0956 |
1.0942 |
| S1 |
1.0882 |
1.0882 |
1.0927 |
1.0854 |
| S2 |
1.0826 |
1.0826 |
1.0915 |
|
| S3 |
1.0695 |
1.0752 |
1.0903 |
|
| S4 |
1.0565 |
1.0621 |
1.0867 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1031 |
1.0900 |
0.0131 |
1.2% |
0.0059 |
0.5% |
30% |
False |
False |
241,867 |
| 10 |
1.1031 |
1.0799 |
0.0232 |
2.1% |
0.0065 |
0.6% |
60% |
False |
False |
251,005 |
| 20 |
1.1031 |
1.0799 |
0.0232 |
2.1% |
0.0052 |
0.5% |
60% |
False |
False |
220,135 |
| 40 |
1.1031 |
1.0708 |
0.0323 |
3.0% |
0.0053 |
0.5% |
72% |
False |
False |
210,806 |
| 60 |
1.1031 |
1.0708 |
0.0323 |
3.0% |
0.0054 |
0.5% |
72% |
False |
False |
155,232 |
| 80 |
1.1031 |
1.0681 |
0.0350 |
3.2% |
0.0054 |
0.5% |
74% |
False |
False |
116,620 |
| 100 |
1.1031 |
1.0674 |
0.0357 |
3.3% |
0.0054 |
0.5% |
74% |
False |
False |
93,444 |
| 120 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0050 |
0.5% |
69% |
False |
False |
77,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1045 |
|
2.618 |
1.1008 |
|
1.618 |
1.0986 |
|
1.000 |
1.0972 |
|
0.618 |
1.0963 |
|
HIGH |
1.0950 |
|
0.618 |
1.0941 |
|
0.500 |
1.0938 |
|
0.382 |
1.0936 |
|
LOW |
1.0927 |
|
0.618 |
1.0913 |
|
1.000 |
1.0905 |
|
1.618 |
1.0891 |
|
2.618 |
1.0868 |
|
4.250 |
1.0831 |
|
|
| Fisher Pivots for day following 09-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0938 |
1.0936 |
| PP |
1.0938 |
1.0934 |
| S1 |
1.0938 |
1.0932 |
|