CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 30-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2024 |
30-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1128 |
1.1085 |
-0.0043 |
-0.4% |
1.1203 |
| High |
1.1148 |
1.1103 |
-0.0045 |
-0.4% |
1.1213 |
| Low |
1.1064 |
1.1051 |
-0.0013 |
-0.1% |
1.1051 |
| Close |
1.1087 |
1.1060 |
-0.0027 |
-0.2% |
1.1060 |
| Range |
0.0084 |
0.0052 |
-0.0032 |
-38.1% |
0.0162 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
207,561 |
198,316 |
-9,245 |
-4.5% |
935,069 |
|
| Daily Pivots for day following 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1227 |
1.1195 |
1.1088 |
|
| R3 |
1.1175 |
1.1143 |
1.1074 |
|
| R2 |
1.1123 |
1.1123 |
1.1069 |
|
| R1 |
1.1091 |
1.1091 |
1.1064 |
1.1081 |
| PP |
1.1071 |
1.1071 |
1.1071 |
1.1066 |
| S1 |
1.1039 |
1.1039 |
1.1055 |
1.1029 |
| S2 |
1.1019 |
1.1019 |
1.1050 |
|
| S3 |
1.0967 |
1.0987 |
1.1045 |
|
| S4 |
1.0915 |
1.0935 |
1.1031 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1592 |
1.1487 |
1.1148 |
|
| R3 |
1.1431 |
1.1326 |
1.1104 |
|
| R2 |
1.1269 |
1.1269 |
1.1089 |
|
| R1 |
1.1164 |
1.1164 |
1.1074 |
1.1136 |
| PP |
1.1108 |
1.1108 |
1.1108 |
1.1094 |
| S1 |
1.1003 |
1.1003 |
1.1045 |
1.0975 |
| S2 |
1.0946 |
1.0946 |
1.1030 |
|
| S3 |
1.0785 |
1.0841 |
1.1015 |
|
| S4 |
1.0623 |
1.0680 |
1.0971 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1213 |
1.1051 |
0.0162 |
1.5% |
0.0062 |
0.6% |
5% |
False |
True |
187,013 |
| 10 |
1.1213 |
1.1037 |
0.0176 |
1.6% |
0.0068 |
0.6% |
13% |
False |
False |
198,135 |
| 20 |
1.1213 |
1.0900 |
0.0313 |
2.8% |
0.0064 |
0.6% |
51% |
False |
False |
206,170 |
| 40 |
1.1213 |
1.0799 |
0.0414 |
3.7% |
0.0056 |
0.5% |
63% |
False |
False |
204,941 |
| 60 |
1.1213 |
1.0708 |
0.0505 |
4.6% |
0.0058 |
0.5% |
70% |
False |
False |
202,232 |
| 80 |
1.1213 |
1.0708 |
0.0505 |
4.6% |
0.0055 |
0.5% |
70% |
False |
False |
152,910 |
| 100 |
1.1213 |
1.0674 |
0.0539 |
4.9% |
0.0057 |
0.5% |
72% |
False |
False |
122,511 |
| 120 |
1.1213 |
1.0674 |
0.0539 |
4.9% |
0.0055 |
0.5% |
72% |
False |
False |
102,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1324 |
|
2.618 |
1.1239 |
|
1.618 |
1.1187 |
|
1.000 |
1.1155 |
|
0.618 |
1.1135 |
|
HIGH |
1.1103 |
|
0.618 |
1.1083 |
|
0.500 |
1.1077 |
|
0.382 |
1.1071 |
|
LOW |
1.1051 |
|
0.618 |
1.1019 |
|
1.000 |
1.0999 |
|
1.618 |
1.0967 |
|
2.618 |
1.0915 |
|
4.250 |
1.0830 |
|
|
| Fisher Pivots for day following 30-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1077 |
1.1123 |
| PP |
1.1071 |
1.1102 |
| S1 |
1.1065 |
1.1081 |
|