CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 20-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2024 |
20-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1044 |
1.1100 |
0.0057 |
0.5% |
1.0935 |
| High |
1.1101 |
1.1145 |
0.0044 |
0.4% |
1.1065 |
| Low |
1.1037 |
1.1086 |
0.0049 |
0.4% |
1.0928 |
| Close |
1.1097 |
1.1135 |
0.0039 |
0.3% |
1.1036 |
| Range |
0.0064 |
0.0060 |
-0.0005 |
-7.0% |
0.0137 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.2% |
0.0000 |
| Volume |
179,877 |
182,037 |
2,160 |
1.2% |
932,717 |
|
| Daily Pivots for day following 20-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1300 |
1.1277 |
1.1168 |
|
| R3 |
1.1241 |
1.1218 |
1.1151 |
|
| R2 |
1.1181 |
1.1181 |
1.1146 |
|
| R1 |
1.1158 |
1.1158 |
1.1140 |
1.1170 |
| PP |
1.1122 |
1.1122 |
1.1122 |
1.1128 |
| S1 |
1.1099 |
1.1099 |
1.1130 |
1.1110 |
| S2 |
1.1062 |
1.1062 |
1.1124 |
|
| S3 |
1.1003 |
1.1039 |
1.1119 |
|
| S4 |
1.0943 |
1.0980 |
1.1102 |
|
|
| 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 |
1.1145 |
1.0965 |
0.0181 |
1.6% |
0.0062 |
0.6% |
94% |
True |
False |
195,689 |
| 10 |
1.1145 |
1.0900 |
0.0245 |
2.2% |
0.0054 |
0.5% |
96% |
True |
False |
181,340 |
| 20 |
1.1145 |
1.0799 |
0.0346 |
3.1% |
0.0059 |
0.5% |
97% |
True |
False |
218,322 |
| 40 |
1.1145 |
1.0708 |
0.0438 |
3.9% |
0.0053 |
0.5% |
98% |
True |
False |
205,214 |
| 60 |
1.1145 |
1.0708 |
0.0438 |
3.9% |
0.0056 |
0.5% |
98% |
True |
False |
176,579 |
| 80 |
1.1145 |
1.0708 |
0.0438 |
3.9% |
0.0054 |
0.5% |
98% |
True |
False |
132,737 |
| 100 |
1.1145 |
1.0674 |
0.0472 |
4.2% |
0.0055 |
0.5% |
98% |
True |
False |
106,362 |
| 120 |
1.1145 |
1.0674 |
0.0472 |
4.2% |
0.0052 |
0.5% |
98% |
True |
False |
88,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1398 |
|
2.618 |
1.1301 |
|
1.618 |
1.1241 |
|
1.000 |
1.1205 |
|
0.618 |
1.1182 |
|
HIGH |
1.1145 |
|
0.618 |
1.1122 |
|
0.500 |
1.1115 |
|
0.382 |
1.1108 |
|
LOW |
1.1086 |
|
0.618 |
1.1049 |
|
1.000 |
1.1026 |
|
1.618 |
1.0989 |
|
2.618 |
1.0930 |
|
4.250 |
1.0833 |
|
|
| Fisher Pivots for day following 20-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1128 |
1.1112 |
| PP |
1.1122 |
1.1089 |
| S1 |
1.1115 |
1.1065 |
|