CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 05-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2024 |
05-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1051 |
1.1089 |
0.0038 |
0.3% |
1.1203 |
| High |
1.1102 |
1.1126 |
0.0024 |
0.2% |
1.1213 |
| Low |
1.1045 |
1.1079 |
0.0034 |
0.3% |
1.1051 |
| Close |
1.1082 |
1.1109 |
0.0027 |
0.2% |
1.1060 |
| Range |
0.0057 |
0.0047 |
-0.0010 |
-17.7% |
0.0162 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
184,659 |
193,325 |
8,666 |
4.7% |
935,069 |
|
| Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1244 |
1.1223 |
1.1134 |
|
| R3 |
1.1197 |
1.1176 |
1.1121 |
|
| R2 |
1.1151 |
1.1151 |
1.1117 |
|
| R1 |
1.1130 |
1.1130 |
1.1113 |
1.1140 |
| PP |
1.1104 |
1.1104 |
1.1104 |
1.1110 |
| S1 |
1.1083 |
1.1083 |
1.1104 |
1.1094 |
| S2 |
1.1058 |
1.1058 |
1.1100 |
|
| S3 |
1.1011 |
1.1037 |
1.1096 |
|
| S4 |
1.0965 |
1.0990 |
1.1083 |
|
|
| 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 |
1.1148 |
1.1033 |
0.0115 |
1.0% |
0.0058 |
0.5% |
66% |
False |
False |
210,827 |
| 10 |
1.1213 |
1.1033 |
0.0180 |
1.6% |
0.0064 |
0.6% |
42% |
False |
False |
203,545 |
| 20 |
1.1213 |
1.0900 |
0.0313 |
2.8% |
0.0061 |
0.6% |
67% |
False |
False |
194,853 |
| 40 |
1.1213 |
1.0799 |
0.0414 |
3.7% |
0.0058 |
0.5% |
75% |
False |
False |
211,322 |
| 60 |
1.1213 |
1.0708 |
0.0505 |
4.5% |
0.0057 |
0.5% |
79% |
False |
False |
210,212 |
| 80 |
1.1213 |
1.0708 |
0.0505 |
4.5% |
0.0056 |
0.5% |
79% |
False |
False |
160,971 |
| 100 |
1.1213 |
1.0674 |
0.0539 |
4.9% |
0.0055 |
0.5% |
81% |
False |
False |
128,933 |
| 120 |
1.1213 |
1.0674 |
0.0539 |
4.9% |
0.0055 |
0.5% |
81% |
False |
False |
107,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1323 |
|
2.618 |
1.1247 |
|
1.618 |
1.1201 |
|
1.000 |
1.1172 |
|
0.618 |
1.1154 |
|
HIGH |
1.1126 |
|
0.618 |
1.1108 |
|
0.500 |
1.1102 |
|
0.382 |
1.1097 |
|
LOW |
1.1079 |
|
0.618 |
1.1050 |
|
1.000 |
1.1033 |
|
1.618 |
1.1004 |
|
2.618 |
1.0957 |
|
4.250 |
1.0881 |
|
|
| Fisher Pivots for day following 05-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1106 |
1.1099 |
| PP |
1.1104 |
1.1089 |
| S1 |
1.1102 |
1.1079 |
|