CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 13-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2024 |
13-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0935 |
1.0950 |
0.0015 |
0.1% |
1.0940 |
| High |
1.0957 |
1.1018 |
0.0061 |
0.6% |
1.1031 |
| Low |
1.0928 |
1.0931 |
0.0003 |
0.0% |
1.0900 |
| Close |
1.0949 |
1.1017 |
0.0069 |
0.6% |
1.0939 |
| Range |
0.0029 |
0.0087 |
0.0058 |
200.0% |
0.0131 |
| ATR |
0.0053 |
0.0056 |
0.0002 |
4.5% |
0.0000 |
| Volume |
129,123 |
187,062 |
57,939 |
44.9% |
1,209,335 |
|
| Daily Pivots for day following 13-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1249 |
1.1220 |
1.1065 |
|
| R3 |
1.1162 |
1.1133 |
1.1041 |
|
| R2 |
1.1075 |
1.1075 |
1.1033 |
|
| R1 |
1.1046 |
1.1046 |
1.1025 |
1.1061 |
| PP |
1.0988 |
1.0988 |
1.0988 |
1.0996 |
| S1 |
1.0959 |
1.0959 |
1.1009 |
1.0974 |
| S2 |
1.0901 |
1.0901 |
1.1001 |
|
| S3 |
1.0814 |
1.0872 |
1.0993 |
|
| S4 |
1.0727 |
1.0785 |
1.0969 |
|
|
| 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 |
1.1018 |
1.0900 |
0.0118 |
1.1% |
0.0047 |
0.4% |
100% |
True |
False |
166,991 |
| 10 |
1.1031 |
1.0799 |
0.0232 |
2.1% |
0.0066 |
0.6% |
94% |
False |
False |
245,091 |
| 20 |
1.1031 |
1.0799 |
0.0232 |
2.1% |
0.0055 |
0.5% |
94% |
False |
False |
217,409 |
| 40 |
1.1031 |
1.0708 |
0.0323 |
2.9% |
0.0052 |
0.5% |
96% |
False |
False |
203,601 |
| 60 |
1.1031 |
1.0708 |
0.0323 |
2.9% |
0.0054 |
0.5% |
96% |
False |
False |
160,418 |
| 80 |
1.1031 |
1.0681 |
0.0350 |
3.2% |
0.0054 |
0.5% |
96% |
False |
False |
120,555 |
| 100 |
1.1031 |
1.0674 |
0.0357 |
3.2% |
0.0054 |
0.5% |
96% |
False |
False |
96,597 |
| 120 |
1.1060 |
1.0674 |
0.0387 |
3.5% |
0.0051 |
0.5% |
89% |
False |
False |
80,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1387 |
|
2.618 |
1.1245 |
|
1.618 |
1.1158 |
|
1.000 |
1.1105 |
|
0.618 |
1.1071 |
|
HIGH |
1.1018 |
|
0.618 |
1.0984 |
|
0.500 |
1.0974 |
|
0.382 |
1.0964 |
|
LOW |
1.0931 |
|
0.618 |
1.0877 |
|
1.000 |
1.0844 |
|
1.618 |
1.0790 |
|
2.618 |
1.0703 |
|
4.250 |
1.0561 |
|
|
| Fisher Pivots for day following 13-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1003 |
1.1002 |
| PP |
1.0988 |
1.0987 |
| S1 |
1.0974 |
1.0972 |
|