CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 27-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2024 |
27-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1203 |
1.1170 |
-0.0033 |
-0.3% |
1.1044 |
| High |
1.1213 |
1.1201 |
-0.0012 |
-0.1% |
1.1213 |
| Low |
1.1161 |
1.1160 |
-0.0001 |
0.0% |
1.1037 |
| Close |
1.1175 |
1.1197 |
0.0022 |
0.2% |
1.1199 |
| Range |
0.0052 |
0.0042 |
-0.0011 |
-20.2% |
0.0176 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
167,327 |
146,141 |
-21,186 |
-12.7% |
1,046,290 |
|
| Daily Pivots for day following 27-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1310 |
1.1295 |
1.1219 |
|
| R3 |
1.1269 |
1.1253 |
1.1208 |
|
| R2 |
1.1227 |
1.1227 |
1.1204 |
|
| R1 |
1.1212 |
1.1212 |
1.1200 |
1.1220 |
| PP |
1.1186 |
1.1186 |
1.1186 |
1.1190 |
| S1 |
1.1170 |
1.1170 |
1.1193 |
1.1178 |
| S2 |
1.1144 |
1.1144 |
1.1189 |
|
| S3 |
1.1103 |
1.1129 |
1.1185 |
|
| S4 |
1.1061 |
1.1087 |
1.1174 |
|
|
| 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 |
1.1110 |
0.0103 |
0.9% |
0.0069 |
0.6% |
84% |
False |
False |
199,568 |
| 10 |
1.1213 |
1.0965 |
0.0248 |
2.2% |
0.0065 |
0.6% |
94% |
False |
False |
197,629 |
| 20 |
1.1213 |
1.0799 |
0.0414 |
3.7% |
0.0066 |
0.6% |
96% |
False |
False |
221,360 |
| 40 |
1.1213 |
1.0748 |
0.0465 |
4.1% |
0.0055 |
0.5% |
97% |
False |
False |
205,395 |
| 60 |
1.1213 |
1.0708 |
0.0505 |
4.5% |
0.0057 |
0.5% |
97% |
False |
False |
192,821 |
| 80 |
1.1213 |
1.0708 |
0.0505 |
4.5% |
0.0055 |
0.5% |
97% |
False |
False |
145,167 |
| 100 |
1.1213 |
1.0674 |
0.0539 |
4.8% |
0.0056 |
0.5% |
97% |
False |
False |
116,316 |
| 120 |
1.1213 |
1.0674 |
0.0539 |
4.8% |
0.0054 |
0.5% |
97% |
False |
False |
96,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1377 |
|
2.618 |
1.1310 |
|
1.618 |
1.1268 |
|
1.000 |
1.1243 |
|
0.618 |
1.1227 |
|
HIGH |
1.1201 |
|
0.618 |
1.1185 |
|
0.500 |
1.1180 |
|
0.382 |
1.1175 |
|
LOW |
1.1160 |
|
0.618 |
1.1134 |
|
1.000 |
1.1118 |
|
1.618 |
1.1092 |
|
2.618 |
1.1051 |
|
4.250 |
1.0983 |
|
|
| Fisher Pivots for day following 27-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1191 |
1.1186 |
| PP |
1.1186 |
1.1175 |
| S1 |
1.1180 |
1.1165 |
|