CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 06-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2024 |
06-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1089 |
1.1115 |
0.0027 |
0.2% |
1.1054 |
| High |
1.1126 |
1.1160 |
0.0034 |
0.3% |
1.1160 |
| Low |
1.1079 |
1.1070 |
-0.0010 |
-0.1% |
1.1033 |
| Close |
1.1109 |
1.1091 |
-0.0018 |
-0.2% |
1.1091 |
| Range |
0.0047 |
0.0090 |
0.0044 |
93.5% |
0.0127 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
3.5% |
0.0000 |
| Volume |
193,325 |
299,028 |
105,703 |
54.7% |
947,289 |
|
| Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1377 |
1.1324 |
1.1140 |
|
| R3 |
1.1287 |
1.1234 |
1.1115 |
|
| R2 |
1.1197 |
1.1197 |
1.1107 |
|
| R1 |
1.1144 |
1.1144 |
1.1099 |
1.1125 |
| PP |
1.1107 |
1.1107 |
1.1107 |
1.1097 |
| S1 |
1.1054 |
1.1054 |
1.1082 |
1.1035 |
| S2 |
1.1017 |
1.1017 |
1.1074 |
|
| S3 |
1.0927 |
1.0964 |
1.1066 |
|
| S4 |
1.0837 |
1.0874 |
1.1041 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1474 |
1.1409 |
1.1160 |
|
| R3 |
1.1347 |
1.1282 |
1.1125 |
|
| R2 |
1.1221 |
1.1221 |
1.1114 |
|
| R1 |
1.1156 |
1.1156 |
1.1102 |
1.1188 |
| PP |
1.1094 |
1.1094 |
1.1094 |
1.1111 |
| S1 |
1.1029 |
1.1029 |
1.1079 |
1.1062 |
| S2 |
1.0968 |
1.0968 |
1.1067 |
|
| S3 |
1.0841 |
1.0903 |
1.1056 |
|
| S4 |
1.0715 |
1.0776 |
1.1021 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1160 |
1.1033 |
0.0127 |
1.1% |
0.0059 |
0.5% |
45% |
True |
False |
229,121 |
| 10 |
1.1213 |
1.1033 |
0.0180 |
1.6% |
0.0065 |
0.6% |
32% |
False |
False |
213,318 |
| 20 |
1.1213 |
1.0927 |
0.0286 |
2.6% |
0.0063 |
0.6% |
57% |
False |
False |
200,264 |
| 40 |
1.1213 |
1.0799 |
0.0414 |
3.7% |
0.0058 |
0.5% |
70% |
False |
False |
211,691 |
| 60 |
1.1213 |
1.0708 |
0.0505 |
4.6% |
0.0058 |
0.5% |
76% |
False |
False |
211,158 |
| 80 |
1.1213 |
1.0708 |
0.0505 |
4.6% |
0.0057 |
0.5% |
76% |
False |
False |
164,703 |
| 100 |
1.1213 |
1.0674 |
0.0539 |
4.9% |
0.0056 |
0.5% |
77% |
False |
False |
131,917 |
| 120 |
1.1213 |
1.0674 |
0.0539 |
4.9% |
0.0056 |
0.5% |
77% |
False |
False |
110,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1542 |
|
2.618 |
1.1395 |
|
1.618 |
1.1305 |
|
1.000 |
1.1250 |
|
0.618 |
1.1215 |
|
HIGH |
1.1160 |
|
0.618 |
1.1125 |
|
0.500 |
1.1115 |
|
0.382 |
1.1104 |
|
LOW |
1.1070 |
|
0.618 |
1.1014 |
|
1.000 |
1.0980 |
|
1.618 |
1.0924 |
|
2.618 |
1.0834 |
|
4.250 |
1.0687 |
|
|
| Fisher Pivots for day following 06-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1115 |
1.1102 |
| PP |
1.1107 |
1.1098 |
| S1 |
1.1099 |
1.1094 |
|