CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 23-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2024 |
23-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1162 |
1.1124 |
-0.0038 |
-0.3% |
1.1044 |
| High |
1.1190 |
1.1213 |
0.0023 |
0.2% |
1.1213 |
| Low |
1.1110 |
1.1117 |
0.0007 |
0.1% |
1.1037 |
| Close |
1.1123 |
1.1199 |
0.0077 |
0.7% |
1.1199 |
| Range |
0.0080 |
0.0096 |
0.0016 |
20.1% |
0.0176 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
4.1% |
0.0000 |
| Volume |
201,295 |
250,831 |
49,536 |
24.6% |
1,046,290 |
|
| Daily Pivots for day following 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1463 |
1.1426 |
1.1252 |
|
| R3 |
1.1367 |
1.1331 |
1.1225 |
|
| R2 |
1.1272 |
1.1272 |
1.1217 |
|
| R1 |
1.1235 |
1.1235 |
1.1208 |
1.1254 |
| PP |
1.1176 |
1.1176 |
1.1176 |
1.1185 |
| S1 |
1.1140 |
1.1140 |
1.1190 |
1.1158 |
| S2 |
1.1081 |
1.1081 |
1.1181 |
|
| S3 |
1.0985 |
1.1044 |
1.1173 |
|
| S4 |
1.0890 |
1.0949 |
1.1146 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1676 |
1.1613 |
1.1296 |
|
| R3 |
1.1501 |
1.1438 |
1.1247 |
|
| R2 |
1.1325 |
1.1325 |
1.1231 |
|
| R1 |
1.1262 |
1.1262 |
1.1215 |
1.1294 |
| PP |
1.1150 |
1.1150 |
1.1150 |
1.1165 |
| S1 |
1.1087 |
1.1087 |
1.1183 |
1.1118 |
| S2 |
1.0974 |
1.0974 |
1.1167 |
|
| S3 |
1.0799 |
1.0911 |
1.1151 |
|
| S4 |
1.0623 |
1.0736 |
1.1102 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1213 |
1.1037 |
0.0176 |
1.6% |
0.0075 |
0.7% |
92% |
True |
False |
209,258 |
| 10 |
1.1213 |
1.0928 |
0.0285 |
2.5% |
0.0068 |
0.6% |
95% |
True |
False |
197,900 |
| 20 |
1.1213 |
1.0799 |
0.0414 |
3.7% |
0.0066 |
0.6% |
97% |
True |
False |
224,453 |
| 40 |
1.1213 |
1.0725 |
0.0488 |
4.4% |
0.0055 |
0.5% |
97% |
True |
False |
209,273 |
| 60 |
1.1213 |
1.0708 |
0.0505 |
4.5% |
0.0058 |
0.5% |
97% |
True |
False |
187,761 |
| 80 |
1.1213 |
1.0708 |
0.0505 |
4.5% |
0.0055 |
0.5% |
97% |
True |
False |
141,269 |
| 100 |
1.1213 |
1.0674 |
0.0539 |
4.8% |
0.0056 |
0.5% |
97% |
True |
False |
113,193 |
| 120 |
1.1213 |
1.0674 |
0.0539 |
4.8% |
0.0054 |
0.5% |
97% |
True |
False |
94,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1618 |
|
2.618 |
1.1463 |
|
1.618 |
1.1367 |
|
1.000 |
1.1308 |
|
0.618 |
1.1272 |
|
HIGH |
1.1213 |
|
0.618 |
1.1176 |
|
0.500 |
1.1165 |
|
0.382 |
1.1153 |
|
LOW |
1.1117 |
|
0.618 |
1.1058 |
|
1.000 |
1.1022 |
|
1.618 |
1.0962 |
|
2.618 |
1.0867 |
|
4.250 |
1.0711 |
|
|
| Fisher Pivots for day following 23-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1188 |
1.1186 |
| PP |
1.1176 |
1.1174 |
| S1 |
1.1165 |
1.1161 |
|