CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 29-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2024 |
29-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1194 |
1.1128 |
-0.0066 |
-0.6% |
1.1044 |
| High |
1.1196 |
1.1148 |
-0.0048 |
-0.4% |
1.1213 |
| Low |
1.1115 |
1.1064 |
-0.0051 |
-0.5% |
1.1037 |
| Close |
1.1126 |
1.1087 |
-0.0039 |
-0.4% |
1.1199 |
| Range |
0.0081 |
0.0084 |
0.0003 |
3.7% |
0.0176 |
| ATR |
0.0062 |
0.0064 |
0.0002 |
2.5% |
0.0000 |
| Volume |
215,724 |
207,561 |
-8,163 |
-3.8% |
1,046,290 |
|
| Daily Pivots for day following 29-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1351 |
1.1303 |
1.1133 |
|
| R3 |
1.1267 |
1.1219 |
1.1110 |
|
| R2 |
1.1183 |
1.1183 |
1.1102 |
|
| R1 |
1.1135 |
1.1135 |
1.1094 |
1.1117 |
| PP |
1.1099 |
1.1099 |
1.1099 |
1.1090 |
| S1 |
1.1051 |
1.1051 |
1.1079 |
1.1033 |
| S2 |
1.1015 |
1.1015 |
1.1071 |
|
| S3 |
1.0931 |
1.0967 |
1.1063 |
|
| S4 |
1.0847 |
1.0883 |
1.1040 |
|
|
| 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 |
1.1064 |
0.0149 |
1.3% |
0.0071 |
0.6% |
15% |
False |
True |
197,516 |
| 10 |
1.1213 |
1.0986 |
0.0227 |
2.0% |
0.0069 |
0.6% |
44% |
False |
False |
193,491 |
| 20 |
1.1213 |
1.0804 |
0.0409 |
3.7% |
0.0069 |
0.6% |
69% |
False |
False |
216,387 |
| 40 |
1.1213 |
1.0799 |
0.0414 |
3.7% |
0.0056 |
0.5% |
70% |
False |
False |
206,386 |
| 60 |
1.1213 |
1.0708 |
0.0505 |
4.6% |
0.0057 |
0.5% |
75% |
False |
False |
199,396 |
| 80 |
1.1213 |
1.0708 |
0.0505 |
4.6% |
0.0055 |
0.5% |
75% |
False |
False |
150,439 |
| 100 |
1.1213 |
1.0674 |
0.0539 |
4.9% |
0.0057 |
0.5% |
77% |
False |
False |
120,534 |
| 120 |
1.1213 |
1.0674 |
0.0539 |
4.9% |
0.0055 |
0.5% |
77% |
False |
False |
100,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1505 |
|
2.618 |
1.1367 |
|
1.618 |
1.1283 |
|
1.000 |
1.1232 |
|
0.618 |
1.1199 |
|
HIGH |
1.1148 |
|
0.618 |
1.1115 |
|
0.500 |
1.1106 |
|
0.382 |
1.1096 |
|
LOW |
1.1064 |
|
0.618 |
1.1012 |
|
1.000 |
1.0980 |
|
1.618 |
1.0928 |
|
2.618 |
1.0844 |
|
4.250 |
1.0707 |
|
|
| Fisher Pivots for day following 29-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1106 |
1.1132 |
| PP |
1.1099 |
1.1117 |
| S1 |
1.1093 |
1.1102 |
|