CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 12-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2024 |
12-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0937 |
1.0935 |
-0.0002 |
0.0% |
1.0940 |
| High |
1.0950 |
1.0957 |
0.0008 |
0.1% |
1.1031 |
| Low |
1.0927 |
1.0928 |
0.0001 |
0.0% |
1.0900 |
| Close |
1.0939 |
1.0949 |
0.0010 |
0.1% |
1.0939 |
| Range |
0.0023 |
0.0029 |
0.0007 |
28.9% |
0.0131 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
143,918 |
129,123 |
-14,795 |
-10.3% |
1,209,335 |
|
| Daily Pivots for day following 12-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1032 |
1.1019 |
1.0964 |
|
| R3 |
1.1003 |
1.0990 |
1.0956 |
|
| R2 |
1.0974 |
1.0974 |
1.0954 |
|
| R1 |
1.0961 |
1.0961 |
1.0951 |
1.0967 |
| PP |
1.0945 |
1.0945 |
1.0945 |
1.0948 |
| S1 |
1.0932 |
1.0932 |
1.0946 |
1.0938 |
| S2 |
1.0916 |
1.0916 |
1.0943 |
|
| S3 |
1.0887 |
1.0903 |
1.0941 |
|
| S4 |
1.0858 |
1.0874 |
1.0933 |
|
|
| 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 |
1.0984 |
1.0900 |
0.0084 |
0.8% |
0.0041 |
0.4% |
58% |
False |
False |
182,177 |
| 10 |
1.1031 |
1.0799 |
0.0232 |
2.1% |
0.0061 |
0.6% |
65% |
False |
False |
243,573 |
| 20 |
1.1031 |
1.0799 |
0.0232 |
2.1% |
0.0052 |
0.5% |
65% |
False |
False |
217,247 |
| 40 |
1.1031 |
1.0708 |
0.0323 |
3.0% |
0.0051 |
0.5% |
75% |
False |
False |
206,221 |
| 60 |
1.1031 |
1.0708 |
0.0323 |
3.0% |
0.0053 |
0.5% |
75% |
False |
False |
157,351 |
| 80 |
1.1031 |
1.0681 |
0.0350 |
3.2% |
0.0053 |
0.5% |
77% |
False |
False |
118,226 |
| 100 |
1.1031 |
1.0674 |
0.0357 |
3.3% |
0.0054 |
0.5% |
77% |
False |
False |
94,730 |
| 120 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0050 |
0.5% |
71% |
False |
False |
78,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1080 |
|
2.618 |
1.1033 |
|
1.618 |
1.1004 |
|
1.000 |
1.0986 |
|
0.618 |
1.0975 |
|
HIGH |
1.0957 |
|
0.618 |
1.0946 |
|
0.500 |
1.0943 |
|
0.382 |
1.0939 |
|
LOW |
1.0928 |
|
0.618 |
1.0910 |
|
1.000 |
1.0899 |
|
1.618 |
1.0881 |
|
2.618 |
1.0852 |
|
4.250 |
1.0805 |
|
|
| Fisher Pivots for day following 12-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0947 |
1.0943 |
| PP |
1.0945 |
1.0938 |
| S1 |
1.0943 |
1.0932 |
|