CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 15-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2024 |
15-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1011 |
1.1030 |
0.0019 |
0.2% |
1.0940 |
| High |
1.1065 |
1.1031 |
-0.0034 |
-0.3% |
1.1031 |
| Low |
1.1004 |
1.0965 |
-0.0039 |
-0.4% |
1.0900 |
| Close |
1.1034 |
1.0994 |
-0.0040 |
-0.4% |
1.0939 |
| Range |
0.0061 |
0.0067 |
0.0006 |
9.0% |
0.0131 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
1.6% |
0.0000 |
| Volume |
251,997 |
212,661 |
-39,336 |
-15.6% |
1,209,335 |
|
| Daily Pivots for day following 15-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1196 |
1.1161 |
1.1030 |
|
| R3 |
1.1129 |
1.1095 |
1.1012 |
|
| R2 |
1.1063 |
1.1063 |
1.1006 |
|
| R1 |
1.1028 |
1.1028 |
1.1000 |
1.1012 |
| PP |
1.0996 |
1.0996 |
1.0996 |
1.0988 |
| S1 |
1.0962 |
1.0962 |
1.0987 |
1.0946 |
| S2 |
1.0930 |
1.0930 |
1.0981 |
|
| S3 |
1.0863 |
1.0895 |
1.0975 |
|
| S4 |
1.0797 |
1.0829 |
1.0957 |
|
|
| 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 |
1.0927 |
0.0138 |
1.3% |
0.0053 |
0.5% |
48% |
False |
False |
184,952 |
| 10 |
1.1065 |
1.0804 |
0.0261 |
2.4% |
0.0068 |
0.6% |
73% |
False |
False |
239,283 |
| 20 |
1.1065 |
1.0799 |
0.0266 |
2.4% |
0.0056 |
0.5% |
73% |
False |
False |
219,214 |
| 40 |
1.1065 |
1.0708 |
0.0357 |
3.2% |
0.0052 |
0.5% |
80% |
False |
False |
206,754 |
| 60 |
1.1065 |
1.0708 |
0.0357 |
3.2% |
0.0055 |
0.5% |
80% |
False |
False |
168,131 |
| 80 |
1.1065 |
1.0708 |
0.0357 |
3.2% |
0.0054 |
0.5% |
80% |
False |
False |
126,341 |
| 100 |
1.1065 |
1.0674 |
0.0391 |
3.6% |
0.0054 |
0.5% |
82% |
False |
False |
101,236 |
| 120 |
1.1065 |
1.0674 |
0.0391 |
3.6% |
0.0051 |
0.5% |
82% |
False |
False |
84,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1314 |
|
2.618 |
1.1205 |
|
1.618 |
1.1139 |
|
1.000 |
1.1098 |
|
0.618 |
1.1072 |
|
HIGH |
1.1031 |
|
0.618 |
1.1006 |
|
0.500 |
1.0998 |
|
0.382 |
1.0990 |
|
LOW |
1.0965 |
|
0.618 |
1.0923 |
|
1.000 |
1.0898 |
|
1.618 |
1.0857 |
|
2.618 |
1.0790 |
|
4.250 |
1.0682 |
|
|
| Fisher Pivots for day following 15-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0998 |
1.0998 |
| PP |
1.0996 |
1.0996 |
| S1 |
1.0995 |
1.0995 |
|