CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 03-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2024 |
03-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0818 |
1.0833 |
0.0015 |
0.1% |
1.0783 |
| High |
1.0831 |
1.0902 |
0.0071 |
0.7% |
1.0837 |
| Low |
1.0798 |
1.0823 |
0.0025 |
0.2% |
1.0760 |
| Close |
1.0827 |
1.0865 |
0.0038 |
0.3% |
1.0801 |
| Range |
0.0033 |
0.0079 |
0.0046 |
139.4% |
0.0077 |
| ATR |
0.0051 |
0.0053 |
0.0002 |
3.9% |
0.0000 |
| Volume |
519 |
1,607 |
1,088 |
209.6% |
3,799 |
|
| Daily Pivots for day following 03-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1100 |
1.1061 |
1.0908 |
|
| R3 |
1.1021 |
1.0982 |
1.0886 |
|
| R2 |
1.0942 |
1.0942 |
1.0879 |
|
| R1 |
1.0903 |
1.0903 |
1.0872 |
1.0923 |
| PP |
1.0863 |
1.0863 |
1.0863 |
1.0873 |
| S1 |
1.0824 |
1.0824 |
1.0857 |
1.0844 |
| S2 |
1.0784 |
1.0784 |
1.0850 |
|
| S3 |
1.0705 |
1.0745 |
1.0843 |
|
| S4 |
1.0626 |
1.0666 |
1.0821 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1030 |
1.0992 |
1.0843 |
|
| R3 |
1.0953 |
1.0915 |
1.0822 |
|
| R2 |
1.0876 |
1.0876 |
1.0815 |
|
| R1 |
1.0838 |
1.0838 |
1.0808 |
1.0857 |
| PP |
1.0799 |
1.0799 |
1.0799 |
1.0808 |
| S1 |
1.0761 |
1.0761 |
1.0793 |
1.0780 |
| S2 |
1.0722 |
1.0722 |
1.0786 |
|
| S3 |
1.0645 |
1.0684 |
1.0779 |
|
| S4 |
1.0568 |
1.0607 |
1.0758 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0902 |
1.0767 |
0.0135 |
1.2% |
0.0050 |
0.5% |
73% |
True |
False |
912 |
| 10 |
1.0902 |
1.0760 |
0.0142 |
1.3% |
0.0050 |
0.5% |
74% |
True |
False |
933 |
| 20 |
1.0997 |
1.0760 |
0.0238 |
2.2% |
0.0055 |
0.5% |
44% |
False |
False |
784 |
| 40 |
1.1010 |
1.0760 |
0.0250 |
2.3% |
0.0046 |
0.4% |
42% |
False |
False |
494 |
| 60 |
1.1010 |
1.0729 |
0.0281 |
2.6% |
0.0046 |
0.4% |
48% |
False |
False |
370 |
| 80 |
1.1085 |
1.0729 |
0.0356 |
3.3% |
0.0043 |
0.4% |
38% |
False |
False |
294 |
| 100 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0040 |
0.4% |
37% |
False |
False |
250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1237 |
|
2.618 |
1.1108 |
|
1.618 |
1.1029 |
|
1.000 |
1.0981 |
|
0.618 |
1.0950 |
|
HIGH |
1.0902 |
|
0.618 |
1.0871 |
|
0.500 |
1.0862 |
|
0.382 |
1.0853 |
|
LOW |
1.0823 |
|
0.618 |
1.0774 |
|
1.000 |
1.0744 |
|
1.618 |
1.0695 |
|
2.618 |
1.0616 |
|
4.250 |
1.0487 |
|
|
| Fisher Pivots for day following 03-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0864 |
1.0860 |
| PP |
1.0863 |
1.0855 |
| S1 |
1.0862 |
1.0850 |
|