CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 13-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2024 |
13-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1015 |
1.1076 |
0.0061 |
0.5% |
1.1090 |
| High |
1.1077 |
1.1103 |
0.0026 |
0.2% |
1.1103 |
| Low |
1.1007 |
1.1071 |
0.0065 |
0.6% |
1.1005 |
| Close |
1.1063 |
1.1079 |
0.0016 |
0.1% |
1.1079 |
| Range |
0.0070 |
0.0032 |
-0.0039 |
-55.0% |
0.0098 |
| ATR |
0.0061 |
0.0059 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
325,342 |
69,668 |
-255,674 |
-78.6% |
1,444,623 |
|
| Daily Pivots for day following 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1179 |
1.1160 |
1.1096 |
|
| R3 |
1.1147 |
1.1129 |
1.1087 |
|
| R2 |
1.1116 |
1.1116 |
1.1084 |
|
| R1 |
1.1097 |
1.1097 |
1.1081 |
1.1106 |
| PP |
1.1084 |
1.1084 |
1.1084 |
1.1089 |
| S1 |
1.1066 |
1.1066 |
1.1076 |
1.1075 |
| S2 |
1.1053 |
1.1053 |
1.1073 |
|
| S3 |
1.1021 |
1.1034 |
1.1070 |
|
| S4 |
1.0990 |
1.1003 |
1.1061 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1356 |
1.1315 |
1.1132 |
|
| R3 |
1.1258 |
1.1217 |
1.1105 |
|
| R2 |
1.1160 |
1.1160 |
1.1096 |
|
| R1 |
1.1119 |
1.1119 |
1.1087 |
1.1091 |
| PP |
1.1062 |
1.1062 |
1.1062 |
1.1048 |
| S1 |
1.1021 |
1.1021 |
1.1070 |
1.0993 |
| S2 |
1.0964 |
1.0964 |
1.1061 |
|
| S3 |
1.0866 |
1.0923 |
1.1052 |
|
| S4 |
1.0768 |
1.0825 |
1.1025 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1103 |
1.1005 |
0.0098 |
0.9% |
0.0050 |
0.4% |
76% |
True |
False |
288,924 |
| 10 |
1.1160 |
1.1005 |
0.0155 |
1.4% |
0.0054 |
0.5% |
48% |
False |
False |
259,022 |
| 20 |
1.1213 |
1.0986 |
0.0227 |
2.0% |
0.0062 |
0.6% |
41% |
False |
False |
226,257 |
| 40 |
1.1213 |
1.0799 |
0.0414 |
3.7% |
0.0059 |
0.5% |
68% |
False |
False |
222,736 |
| 60 |
1.1213 |
1.0708 |
0.0505 |
4.6% |
0.0055 |
0.5% |
73% |
False |
False |
213,255 |
| 80 |
1.1213 |
1.0708 |
0.0505 |
4.6% |
0.0057 |
0.5% |
73% |
False |
False |
182,662 |
| 100 |
1.1213 |
1.0708 |
0.0505 |
4.6% |
0.0056 |
0.5% |
73% |
False |
False |
146,324 |
| 120 |
1.1213 |
1.0674 |
0.0539 |
4.9% |
0.0056 |
0.5% |
75% |
False |
False |
122,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1236 |
|
2.618 |
1.1185 |
|
1.618 |
1.1153 |
|
1.000 |
1.1134 |
|
0.618 |
1.1122 |
|
HIGH |
1.1103 |
|
0.618 |
1.1090 |
|
0.500 |
1.1087 |
|
0.382 |
1.1083 |
|
LOW |
1.1071 |
|
0.618 |
1.1052 |
|
1.000 |
1.1040 |
|
1.618 |
1.1020 |
|
2.618 |
1.0989 |
|
4.250 |
1.0937 |
|
|
| Fisher Pivots for day following 13-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1087 |
1.1070 |
| PP |
1.1084 |
1.1062 |
| S1 |
1.1081 |
1.1054 |
|