CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 28-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2024 |
28-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1170 |
1.1194 |
0.0024 |
0.2% |
1.1044 |
| High |
1.1201 |
1.1196 |
-0.0006 |
0.0% |
1.1213 |
| Low |
1.1160 |
1.1115 |
-0.0045 |
-0.4% |
1.1037 |
| Close |
1.1197 |
1.1126 |
-0.0071 |
-0.6% |
1.1199 |
| Range |
0.0042 |
0.0081 |
0.0040 |
95.2% |
0.0176 |
| ATR |
0.0061 |
0.0062 |
0.0002 |
2.5% |
0.0000 |
| Volume |
146,141 |
215,724 |
69,583 |
47.6% |
1,046,290 |
|
| Daily Pivots for day following 28-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1388 |
1.1338 |
1.1170 |
|
| R3 |
1.1307 |
1.1257 |
1.1148 |
|
| R2 |
1.1226 |
1.1226 |
1.1140 |
|
| R1 |
1.1176 |
1.1176 |
1.1133 |
1.1161 |
| PP |
1.1145 |
1.1145 |
1.1145 |
1.1138 |
| S1 |
1.1095 |
1.1095 |
1.1118 |
1.1080 |
| S2 |
1.1064 |
1.1064 |
1.1111 |
|
| S3 |
1.0983 |
1.1014 |
1.1103 |
|
| S4 |
1.0902 |
1.0933 |
1.1081 |
|
|
| 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% |
0.0070 |
0.6% |
15% |
False |
False |
196,263 |
| 10 |
1.1213 |
1.0965 |
0.0248 |
2.2% |
0.0067 |
0.6% |
65% |
False |
False |
194,001 |
| 20 |
1.1213 |
1.0799 |
0.0414 |
3.7% |
0.0067 |
0.6% |
79% |
False |
False |
219,215 |
| 40 |
1.1213 |
1.0774 |
0.0439 |
3.9% |
0.0056 |
0.5% |
80% |
False |
False |
206,421 |
| 60 |
1.1213 |
1.0708 |
0.0505 |
4.5% |
0.0057 |
0.5% |
83% |
False |
False |
196,140 |
| 80 |
1.1213 |
1.0708 |
0.0505 |
4.5% |
0.0055 |
0.5% |
83% |
False |
False |
147,849 |
| 100 |
1.1213 |
1.0674 |
0.0539 |
4.8% |
0.0056 |
0.5% |
84% |
False |
False |
118,464 |
| 120 |
1.1213 |
1.0674 |
0.0539 |
4.8% |
0.0054 |
0.5% |
84% |
False |
False |
98,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1540 |
|
2.618 |
1.1408 |
|
1.618 |
1.1327 |
|
1.000 |
1.1277 |
|
0.618 |
1.1246 |
|
HIGH |
1.1196 |
|
0.618 |
1.1165 |
|
0.500 |
1.1155 |
|
0.382 |
1.1145 |
|
LOW |
1.1115 |
|
0.618 |
1.1064 |
|
1.000 |
1.1034 |
|
1.618 |
1.0983 |
|
2.618 |
1.0902 |
|
4.250 |
1.0770 |
|
|
| Fisher Pivots for day following 28-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1155 |
1.1164 |
| PP |
1.1145 |
1.1151 |
| S1 |
1.1135 |
1.1138 |
|