CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 26-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2024 |
26-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1124 |
1.1203 |
0.0079 |
0.7% |
1.1044 |
| High |
1.1213 |
1.1213 |
0.0000 |
0.0% |
1.1213 |
| Low |
1.1117 |
1.1161 |
0.0044 |
0.4% |
1.1037 |
| Close |
1.1199 |
1.1175 |
-0.0025 |
-0.2% |
1.1199 |
| Range |
0.0096 |
0.0052 |
-0.0044 |
-45.5% |
0.0176 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
250,831 |
167,327 |
-83,504 |
-33.3% |
1,046,290 |
|
| Daily Pivots for day following 26-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1339 |
1.1309 |
1.1203 |
|
| R3 |
1.1287 |
1.1257 |
1.1189 |
|
| R2 |
1.1235 |
1.1235 |
1.1184 |
|
| R1 |
1.1205 |
1.1205 |
1.1179 |
1.1194 |
| PP |
1.1183 |
1.1183 |
1.1183 |
1.1177 |
| S1 |
1.1153 |
1.1153 |
1.1170 |
1.1142 |
| S2 |
1.1131 |
1.1131 |
1.1165 |
|
| S3 |
1.1079 |
1.1101 |
1.1160 |
|
| S4 |
1.1027 |
1.1049 |
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 |
1.1086 |
0.0127 |
1.1% |
0.0072 |
0.6% |
70% |
True |
False |
206,748 |
| 10 |
1.1213 |
1.0931 |
0.0282 |
2.5% |
0.0070 |
0.6% |
87% |
True |
False |
201,721 |
| 20 |
1.1213 |
1.0799 |
0.0414 |
3.7% |
0.0066 |
0.6% |
91% |
True |
False |
222,647 |
| 40 |
1.1213 |
1.0748 |
0.0465 |
4.2% |
0.0055 |
0.5% |
92% |
True |
False |
207,791 |
| 60 |
1.1213 |
1.0708 |
0.0505 |
4.5% |
0.0057 |
0.5% |
92% |
True |
False |
190,485 |
| 80 |
1.1213 |
1.0708 |
0.0505 |
4.5% |
0.0055 |
0.5% |
92% |
True |
False |
143,349 |
| 100 |
1.1213 |
1.0674 |
0.0539 |
4.8% |
0.0056 |
0.5% |
93% |
True |
False |
114,860 |
| 120 |
1.1213 |
1.0674 |
0.0539 |
4.8% |
0.0054 |
0.5% |
93% |
True |
False |
95,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1434 |
|
2.618 |
1.1349 |
|
1.618 |
1.1297 |
|
1.000 |
1.1265 |
|
0.618 |
1.1245 |
|
HIGH |
1.1213 |
|
0.618 |
1.1193 |
|
0.500 |
1.1187 |
|
0.382 |
1.1180 |
|
LOW |
1.1161 |
|
0.618 |
1.1128 |
|
1.000 |
1.1109 |
|
1.618 |
1.1076 |
|
2.618 |
1.1024 |
|
4.250 |
1.0940 |
|
|
| Fisher Pivots for day following 26-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1187 |
1.1170 |
| PP |
1.1183 |
1.1166 |
| S1 |
1.1179 |
1.1161 |
|