CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 16-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2024 |
16-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1076 |
1.1077 |
0.0002 |
0.0% |
1.1090 |
| High |
1.1103 |
1.1138 |
0.0035 |
0.3% |
1.1103 |
| Low |
1.1071 |
1.1077 |
0.0006 |
0.0% |
1.1005 |
| Close |
1.1079 |
1.1127 |
0.0048 |
0.4% |
1.1079 |
| Range |
0.0032 |
0.0061 |
0.0030 |
93.7% |
0.0098 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.2% |
0.0000 |
| Volume |
69,668 |
5,085 |
-64,583 |
-92.7% |
1,444,623 |
|
| Daily Pivots for day following 16-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1297 |
1.1273 |
1.1160 |
|
| R3 |
1.1236 |
1.1212 |
1.1143 |
|
| R2 |
1.1175 |
1.1175 |
1.1138 |
|
| R1 |
1.1151 |
1.1151 |
1.1132 |
1.1163 |
| PP |
1.1114 |
1.1114 |
1.1114 |
1.1120 |
| S1 |
1.1090 |
1.1090 |
1.1121 |
1.1102 |
| S2 |
1.1053 |
1.1053 |
1.1115 |
|
| S3 |
1.0992 |
1.1029 |
1.1110 |
|
| S4 |
1.0931 |
1.0968 |
1.1093 |
|
|
| 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 |
1.1138 |
1.1005 |
0.0133 |
1.2% |
0.0050 |
0.5% |
92% |
True |
False |
252,331 |
| 10 |
1.1160 |
1.1005 |
0.0155 |
1.4% |
0.0055 |
0.5% |
79% |
False |
False |
239,699 |
| 20 |
1.1213 |
1.1005 |
0.0208 |
1.9% |
0.0062 |
0.6% |
59% |
False |
False |
218,917 |
| 40 |
1.1213 |
1.0799 |
0.0414 |
3.7% |
0.0060 |
0.5% |
79% |
False |
False |
218,379 |
| 60 |
1.1213 |
1.0708 |
0.0505 |
4.5% |
0.0055 |
0.5% |
83% |
False |
False |
209,454 |
| 80 |
1.1213 |
1.0708 |
0.0505 |
4.5% |
0.0057 |
0.5% |
83% |
False |
False |
182,701 |
| 100 |
1.1213 |
1.0708 |
0.0505 |
4.5% |
0.0055 |
0.5% |
83% |
False |
False |
146,368 |
| 120 |
1.1213 |
1.0674 |
0.0539 |
4.8% |
0.0056 |
0.5% |
84% |
False |
False |
122,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1397 |
|
2.618 |
1.1297 |
|
1.618 |
1.1236 |
|
1.000 |
1.1199 |
|
0.618 |
1.1175 |
|
HIGH |
1.1138 |
|
0.618 |
1.1114 |
|
0.500 |
1.1107 |
|
0.382 |
1.1100 |
|
LOW |
1.1077 |
|
0.618 |
1.1039 |
|
1.000 |
1.1016 |
|
1.618 |
1.0978 |
|
2.618 |
1.0917 |
|
4.250 |
1.0817 |
|
|
| Fisher Pivots for day following 16-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1120 |
1.1108 |
| PP |
1.1114 |
1.1090 |
| S1 |
1.1107 |
1.1072 |
|