CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 16-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2024 |
16-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1030 |
1.0989 |
-0.0042 |
-0.4% |
1.0935 |
| High |
1.1031 |
1.1045 |
0.0014 |
0.1% |
1.1065 |
| Low |
1.0965 |
1.0986 |
0.0021 |
0.2% |
1.0928 |
| Close |
1.0994 |
1.1036 |
0.0042 |
0.4% |
1.1036 |
| Range |
0.0067 |
0.0059 |
-0.0008 |
-11.3% |
0.0137 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.3% |
0.0000 |
| Volume |
212,661 |
151,874 |
-60,787 |
-28.6% |
932,717 |
|
| Daily Pivots for day following 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1199 |
1.1176 |
1.1068 |
|
| R3 |
1.1140 |
1.1117 |
1.1052 |
|
| R2 |
1.1081 |
1.1081 |
1.1046 |
|
| R1 |
1.1058 |
1.1058 |
1.1041 |
1.1070 |
| PP |
1.1022 |
1.1022 |
1.1022 |
1.1028 |
| S1 |
1.0999 |
1.0999 |
1.1030 |
1.1011 |
| S2 |
1.0963 |
1.0963 |
1.1025 |
|
| S3 |
1.0904 |
1.0940 |
1.1019 |
|
| S4 |
1.0845 |
1.0881 |
1.1003 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1419 |
1.1364 |
1.1111 |
|
| R3 |
1.1282 |
1.1227 |
1.1073 |
|
| R2 |
1.1146 |
1.1146 |
1.1061 |
|
| R1 |
1.1091 |
1.1091 |
1.1048 |
1.1118 |
| PP |
1.1009 |
1.1009 |
1.1009 |
1.1023 |
| S1 |
1.0954 |
1.0954 |
1.1023 |
1.0982 |
| S2 |
1.0873 |
1.0873 |
1.1010 |
|
| S3 |
1.0736 |
1.0818 |
1.0998 |
|
| S4 |
1.0600 |
1.0681 |
1.0960 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1065 |
1.0928 |
0.0137 |
1.2% |
0.0061 |
0.5% |
79% |
False |
False |
186,543 |
| 10 |
1.1065 |
1.0900 |
0.0165 |
1.5% |
0.0060 |
0.5% |
82% |
False |
False |
214,205 |
| 20 |
1.1065 |
1.0799 |
0.0266 |
2.4% |
0.0058 |
0.5% |
89% |
False |
False |
217,840 |
| 40 |
1.1065 |
1.0708 |
0.0357 |
3.2% |
0.0052 |
0.5% |
92% |
False |
False |
204,723 |
| 60 |
1.1065 |
1.0708 |
0.0357 |
3.2% |
0.0056 |
0.5% |
92% |
False |
False |
170,628 |
| 80 |
1.1065 |
1.0708 |
0.0357 |
3.2% |
0.0054 |
0.5% |
92% |
False |
False |
128,231 |
| 100 |
1.1065 |
1.0674 |
0.0391 |
3.5% |
0.0054 |
0.5% |
93% |
False |
False |
102,747 |
| 120 |
1.1065 |
1.0674 |
0.0391 |
3.5% |
0.0052 |
0.5% |
93% |
False |
False |
85,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1295 |
|
2.618 |
1.1199 |
|
1.618 |
1.1140 |
|
1.000 |
1.1104 |
|
0.618 |
1.1081 |
|
HIGH |
1.1045 |
|
0.618 |
1.1022 |
|
0.500 |
1.1015 |
|
0.382 |
1.1008 |
|
LOW |
1.0986 |
|
0.618 |
1.0949 |
|
1.000 |
1.0927 |
|
1.618 |
1.0890 |
|
2.618 |
1.0831 |
|
4.250 |
1.0735 |
|
|
| Fisher Pivots for day following 16-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1029 |
1.1029 |
| PP |
1.1022 |
1.1022 |
| S1 |
1.1015 |
1.1015 |
|