CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 09-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2024 |
09-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1115 |
1.1090 |
-0.0026 |
-0.2% |
1.1054 |
| High |
1.1160 |
1.1095 |
-0.0065 |
-0.6% |
1.1160 |
| Low |
1.1070 |
1.1037 |
-0.0033 |
-0.3% |
1.1033 |
| Close |
1.1091 |
1.1047 |
-0.0044 |
-0.4% |
1.1091 |
| Range |
0.0090 |
0.0058 |
-0.0032 |
-35.6% |
0.0127 |
| ATR |
0.0063 |
0.0062 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
299,028 |
188,050 |
-110,978 |
-37.1% |
947,289 |
|
| Daily Pivots for day following 09-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1234 |
1.1198 |
1.1079 |
|
| R3 |
1.1176 |
1.1140 |
1.1063 |
|
| R2 |
1.1118 |
1.1118 |
1.1058 |
|
| R1 |
1.1082 |
1.1082 |
1.1052 |
1.1071 |
| PP |
1.1060 |
1.1060 |
1.1060 |
1.1054 |
| S1 |
1.1024 |
1.1024 |
1.1042 |
1.1013 |
| S2 |
1.1002 |
1.1002 |
1.1036 |
|
| S3 |
1.0944 |
1.0966 |
1.1031 |
|
| S4 |
1.0886 |
1.0908 |
1.1015 |
|
|
| 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% |
0.0061 |
0.5% |
11% |
False |
False |
227,067 |
| 10 |
1.1213 |
1.1033 |
0.0180 |
1.6% |
0.0061 |
0.6% |
8% |
False |
False |
207,040 |
| 20 |
1.1213 |
1.0928 |
0.0285 |
2.6% |
0.0064 |
0.6% |
42% |
False |
False |
202,470 |
| 40 |
1.1213 |
1.0799 |
0.0414 |
3.7% |
0.0058 |
0.5% |
60% |
False |
False |
211,302 |
| 60 |
1.1213 |
1.0708 |
0.0505 |
4.6% |
0.0057 |
0.5% |
67% |
False |
False |
208,028 |
| 80 |
1.1213 |
1.0708 |
0.0505 |
4.6% |
0.0057 |
0.5% |
67% |
False |
False |
167,042 |
| 100 |
1.1213 |
1.0681 |
0.0532 |
4.8% |
0.0056 |
0.5% |
69% |
False |
False |
133,790 |
| 120 |
1.1213 |
1.0674 |
0.0539 |
4.9% |
0.0056 |
0.5% |
69% |
False |
False |
111,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1342 |
|
2.618 |
1.1247 |
|
1.618 |
1.1189 |
|
1.000 |
1.1153 |
|
0.618 |
1.1131 |
|
HIGH |
1.1095 |
|
0.618 |
1.1073 |
|
0.500 |
1.1066 |
|
0.382 |
1.1059 |
|
LOW |
1.1037 |
|
0.618 |
1.1001 |
|
1.000 |
1.0979 |
|
1.618 |
1.0943 |
|
2.618 |
1.0885 |
|
4.250 |
1.0791 |
|
|
| Fisher Pivots for day following 09-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1066 |
1.1098 |
| PP |
1.1060 |
1.1081 |
| S1 |
1.1053 |
1.1064 |
|