CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 11-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2024 |
11-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1039 |
1.1022 |
-0.0018 |
-0.2% |
1.1054 |
| High |
1.1053 |
1.1058 |
0.0005 |
0.0% |
1.1160 |
| Low |
1.1018 |
1.1005 |
-0.0014 |
-0.1% |
1.1033 |
| Close |
1.1028 |
1.1021 |
-0.0007 |
-0.1% |
1.1091 |
| Range |
0.0035 |
0.0053 |
0.0018 |
51.4% |
0.0127 |
| ATR |
0.0060 |
0.0060 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
357,444 |
504,119 |
146,675 |
41.0% |
947,289 |
|
| Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1187 |
1.1157 |
1.1050 |
|
| R3 |
1.1134 |
1.1104 |
1.1036 |
|
| R2 |
1.1081 |
1.1081 |
1.1031 |
|
| R1 |
1.1051 |
1.1051 |
1.1026 |
1.1039 |
| PP |
1.1028 |
1.1028 |
1.1028 |
1.1022 |
| S1 |
1.0998 |
1.0998 |
1.1016 |
1.0986 |
| S2 |
1.0975 |
1.0975 |
1.1011 |
|
| S3 |
1.0922 |
1.0945 |
1.1006 |
|
| S4 |
1.0869 |
1.0892 |
1.0992 |
|
|
| 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 |
1.1005 |
0.0155 |
1.4% |
0.0057 |
0.5% |
11% |
False |
True |
308,393 |
| 10 |
1.1196 |
1.1005 |
0.0191 |
1.7% |
0.0061 |
0.6% |
9% |
False |
True |
261,850 |
| 20 |
1.1213 |
1.0965 |
0.0248 |
2.3% |
0.0063 |
0.6% |
23% |
False |
False |
229,739 |
| 40 |
1.1213 |
1.0799 |
0.0414 |
3.8% |
0.0059 |
0.5% |
54% |
False |
False |
223,574 |
| 60 |
1.1213 |
1.0708 |
0.0505 |
4.6% |
0.0055 |
0.5% |
62% |
False |
False |
212,314 |
| 80 |
1.1213 |
1.0708 |
0.0505 |
4.6% |
0.0056 |
0.5% |
62% |
False |
False |
177,748 |
| 100 |
1.1213 |
1.0681 |
0.0532 |
4.8% |
0.0056 |
0.5% |
64% |
False |
False |
142,392 |
| 120 |
1.1213 |
1.0674 |
0.0539 |
4.9% |
0.0056 |
0.5% |
64% |
False |
False |
118,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1283 |
|
2.618 |
1.1196 |
|
1.618 |
1.1143 |
|
1.000 |
1.1111 |
|
0.618 |
1.1090 |
|
HIGH |
1.1058 |
|
0.618 |
1.1037 |
|
0.500 |
1.1031 |
|
0.382 |
1.1025 |
|
LOW |
1.1005 |
|
0.618 |
1.0972 |
|
1.000 |
1.0952 |
|
1.618 |
1.0919 |
|
2.618 |
1.0866 |
|
4.250 |
1.0779 |
|
|
| Fisher Pivots for day following 11-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1031 |
1.1050 |
| PP |
1.1028 |
1.1040 |
| S1 |
1.1024 |
1.1031 |
|