CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 14-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2024 |
14-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0950 |
1.1011 |
0.0062 |
0.6% |
1.0940 |
| High |
1.1018 |
1.1065 |
0.0047 |
0.4% |
1.1031 |
| Low |
1.0931 |
1.1004 |
0.0073 |
0.7% |
1.0900 |
| Close |
1.1017 |
1.1034 |
0.0017 |
0.1% |
1.0939 |
| Range |
0.0087 |
0.0061 |
-0.0026 |
-29.9% |
0.0131 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.7% |
0.0000 |
| Volume |
187,062 |
251,997 |
64,935 |
34.7% |
1,209,335 |
|
| Daily Pivots for day following 14-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1217 |
1.1186 |
1.1067 |
|
| R3 |
1.1156 |
1.1125 |
1.1050 |
|
| R2 |
1.1095 |
1.1095 |
1.1045 |
|
| R1 |
1.1064 |
1.1064 |
1.1039 |
1.1080 |
| PP |
1.1034 |
1.1034 |
1.1034 |
1.1042 |
| S1 |
1.1003 |
1.1003 |
1.1028 |
1.1019 |
| S2 |
1.0973 |
1.0973 |
1.1022 |
|
| S3 |
1.0912 |
1.0942 |
1.1017 |
|
| S4 |
1.0851 |
1.0881 |
1.1000 |
|
|
| 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 |
1.1065 |
1.0900 |
0.0165 |
1.5% |
0.0053 |
0.5% |
81% |
True |
False |
180,584 |
| 10 |
1.1065 |
1.0799 |
0.0266 |
2.4% |
0.0067 |
0.6% |
88% |
True |
False |
244,429 |
| 20 |
1.1065 |
1.0799 |
0.0266 |
2.4% |
0.0055 |
0.5% |
88% |
True |
False |
218,481 |
| 40 |
1.1065 |
1.0708 |
0.0357 |
3.2% |
0.0052 |
0.5% |
91% |
True |
False |
205,628 |
| 60 |
1.1065 |
1.0708 |
0.0357 |
3.2% |
0.0054 |
0.5% |
91% |
True |
False |
164,601 |
| 80 |
1.1065 |
1.0695 |
0.0370 |
3.3% |
0.0054 |
0.5% |
92% |
True |
False |
123,691 |
| 100 |
1.1065 |
1.0674 |
0.0391 |
3.5% |
0.0054 |
0.5% |
92% |
True |
False |
99,113 |
| 120 |
1.1065 |
1.0674 |
0.0391 |
3.5% |
0.0051 |
0.5% |
92% |
True |
False |
82,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1324 |
|
2.618 |
1.1224 |
|
1.618 |
1.1163 |
|
1.000 |
1.1126 |
|
0.618 |
1.1102 |
|
HIGH |
1.1065 |
|
0.618 |
1.1041 |
|
0.500 |
1.1034 |
|
0.382 |
1.1027 |
|
LOW |
1.1004 |
|
0.618 |
1.0966 |
|
1.000 |
1.0943 |
|
1.618 |
1.0905 |
|
2.618 |
1.0844 |
|
4.250 |
1.0744 |
|
|
| Fisher Pivots for day following 14-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1034 |
1.1021 |
| PP |
1.1034 |
1.1009 |
| S1 |
1.1034 |
1.0996 |
|