CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 22-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2024 |
22-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1142 |
1.1162 |
0.0021 |
0.2% |
1.0935 |
| High |
1.1188 |
1.1190 |
0.0002 |
0.0% |
1.1065 |
| Low |
1.1113 |
1.1110 |
-0.0003 |
0.0% |
1.0928 |
| Close |
1.1175 |
1.1123 |
-0.0053 |
-0.5% |
1.1036 |
| Range |
0.0075 |
0.0080 |
0.0005 |
6.7% |
0.0137 |
| ATR |
0.0059 |
0.0061 |
0.0001 |
2.5% |
0.0000 |
| Volume |
232,250 |
201,295 |
-30,955 |
-13.3% |
932,717 |
|
| Daily Pivots for day following 22-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1379 |
1.1330 |
1.1166 |
|
| R3 |
1.1300 |
1.1251 |
1.1144 |
|
| R2 |
1.1220 |
1.1220 |
1.1137 |
|
| R1 |
1.1171 |
1.1171 |
1.1130 |
1.1156 |
| PP |
1.1141 |
1.1141 |
1.1141 |
1.1133 |
| S1 |
1.1092 |
1.1092 |
1.1115 |
1.1077 |
| S2 |
1.1061 |
1.1061 |
1.1108 |
|
| S3 |
1.0982 |
1.1012 |
1.1101 |
|
| S4 |
1.0902 |
1.0933 |
1.1079 |
|
|
| 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 |
1.1190 |
1.0986 |
0.0204 |
1.8% |
0.0067 |
0.6% |
67% |
True |
False |
189,466 |
| 10 |
1.1190 |
1.0927 |
0.0263 |
2.4% |
0.0060 |
0.5% |
74% |
True |
False |
187,209 |
| 20 |
1.1190 |
1.0799 |
0.0391 |
3.5% |
0.0063 |
0.6% |
83% |
True |
False |
219,198 |
| 40 |
1.1190 |
1.0717 |
0.0473 |
4.2% |
0.0054 |
0.5% |
86% |
True |
False |
207,484 |
| 60 |
1.1190 |
1.0708 |
0.0482 |
4.3% |
0.0057 |
0.5% |
86% |
True |
False |
183,657 |
| 80 |
1.1190 |
1.0708 |
0.0482 |
4.3% |
0.0055 |
0.5% |
86% |
True |
False |
138,144 |
| 100 |
1.1190 |
1.0674 |
0.0516 |
4.6% |
0.0056 |
0.5% |
87% |
True |
False |
110,691 |
| 120 |
1.1190 |
1.0674 |
0.0516 |
4.6% |
0.0053 |
0.5% |
87% |
True |
False |
92,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1527 |
|
2.618 |
1.1398 |
|
1.618 |
1.1318 |
|
1.000 |
1.1269 |
|
0.618 |
1.1239 |
|
HIGH |
1.1190 |
|
0.618 |
1.1159 |
|
0.500 |
1.1150 |
|
0.382 |
1.1140 |
|
LOW |
1.1110 |
|
0.618 |
1.1061 |
|
1.000 |
1.1031 |
|
1.618 |
1.0981 |
|
2.618 |
1.0902 |
|
4.250 |
1.0772 |
|
|
| Fisher Pivots for day following 22-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1150 |
1.1138 |
| PP |
1.1141 |
1.1133 |
| S1 |
1.1132 |
1.1128 |
|