CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 05-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2024 |
05-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0833 |
1.0871 |
0.0038 |
0.4% |
1.0820 |
| High |
1.0902 |
1.0925 |
0.0024 |
0.2% |
1.0925 |
| Low |
1.0823 |
1.0868 |
0.0045 |
0.4% |
1.0798 |
| Close |
1.0865 |
1.0920 |
0.0055 |
0.5% |
1.0920 |
| Range |
0.0079 |
0.0058 |
-0.0022 |
-27.2% |
0.0127 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
1.0% |
0.0000 |
| Volume |
1,607 |
1,288 |
-319 |
-19.9% |
4,132 |
|
| Daily Pivots for day following 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1077 |
1.1056 |
1.0951 |
|
| R3 |
1.1019 |
1.0998 |
1.0935 |
|
| R2 |
1.0962 |
1.0962 |
1.0930 |
|
| R1 |
1.0941 |
1.0941 |
1.0925 |
1.0951 |
| PP |
1.0904 |
1.0904 |
1.0904 |
1.0909 |
| S1 |
1.0883 |
1.0883 |
1.0914 |
1.0894 |
| S2 |
1.0847 |
1.0847 |
1.0909 |
|
| S3 |
1.0789 |
1.0826 |
1.0904 |
|
| S4 |
1.0732 |
1.0768 |
1.0888 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1262 |
1.1218 |
1.0989 |
|
| R3 |
1.1135 |
1.1091 |
1.0954 |
|
| R2 |
1.1008 |
1.1008 |
1.0943 |
|
| R1 |
1.0964 |
1.0964 |
1.0931 |
1.0986 |
| PP |
1.0881 |
1.0881 |
1.0881 |
1.0892 |
| S1 |
1.0837 |
1.0837 |
1.0908 |
1.0859 |
| S2 |
1.0754 |
1.0754 |
1.0896 |
|
| S3 |
1.0627 |
1.0710 |
1.0885 |
|
| S4 |
1.0500 |
1.0583 |
1.0850 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0925 |
1.0774 |
0.0152 |
1.4% |
0.0052 |
0.5% |
96% |
True |
False |
1,013 |
| 10 |
1.0925 |
1.0760 |
0.0166 |
1.5% |
0.0051 |
0.5% |
97% |
True |
False |
982 |
| 20 |
1.0997 |
1.0760 |
0.0238 |
2.2% |
0.0056 |
0.5% |
67% |
False |
False |
841 |
| 40 |
1.1010 |
1.0760 |
0.0250 |
2.3% |
0.0047 |
0.4% |
64% |
False |
False |
522 |
| 60 |
1.1010 |
1.0729 |
0.0281 |
2.6% |
0.0046 |
0.4% |
68% |
False |
False |
390 |
| 80 |
1.1085 |
1.0729 |
0.0356 |
3.3% |
0.0043 |
0.4% |
54% |
False |
False |
308 |
| 100 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0040 |
0.4% |
52% |
False |
False |
263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1169 |
|
2.618 |
1.1076 |
|
1.618 |
1.1018 |
|
1.000 |
1.0983 |
|
0.618 |
1.0961 |
|
HIGH |
1.0925 |
|
0.618 |
1.0903 |
|
0.500 |
1.0896 |
|
0.382 |
1.0889 |
|
LOW |
1.0868 |
|
0.618 |
1.0832 |
|
1.000 |
1.0810 |
|
1.618 |
1.0774 |
|
2.618 |
1.0717 |
|
4.250 |
1.0623 |
|
|
| Fisher Pivots for day following 05-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0912 |
1.0900 |
| PP |
1.0904 |
1.0881 |
| S1 |
1.0896 |
1.0862 |
|