CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 09-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2024 |
09-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0913 |
1.0910 |
-0.0003 |
0.0% |
1.0820 |
| High |
1.0926 |
1.0911 |
-0.0016 |
-0.1% |
1.0925 |
| Low |
1.0898 |
1.0888 |
-0.0010 |
-0.1% |
1.0798 |
| Close |
1.0908 |
1.0895 |
-0.0013 |
-0.1% |
1.0920 |
| Range |
0.0029 |
0.0023 |
-0.0006 |
-19.3% |
0.0127 |
| ATR |
0.0052 |
0.0050 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
773 |
482 |
-291 |
-37.6% |
4,132 |
|
| Daily Pivots for day following 09-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0967 |
1.0954 |
1.0907 |
|
| R3 |
1.0944 |
1.0931 |
1.0901 |
|
| R2 |
1.0921 |
1.0921 |
1.0899 |
|
| R1 |
1.0908 |
1.0908 |
1.0897 |
1.0903 |
| PP |
1.0898 |
1.0898 |
1.0898 |
1.0895 |
| S1 |
1.0885 |
1.0885 |
1.0892 |
1.0880 |
| S2 |
1.0875 |
1.0875 |
1.0890 |
|
| S3 |
1.0852 |
1.0862 |
1.0888 |
|
| S4 |
1.0829 |
1.0839 |
1.0882 |
|
|
| 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 |
1.0926 |
1.0798 |
0.0128 |
1.2% |
0.0044 |
0.4% |
75% |
False |
False |
933 |
| 10 |
1.0926 |
1.0760 |
0.0167 |
1.5% |
0.0046 |
0.4% |
81% |
False |
False |
829 |
| 20 |
1.0944 |
1.0760 |
0.0185 |
1.7% |
0.0053 |
0.5% |
73% |
False |
False |
871 |
| 40 |
1.1010 |
1.0760 |
0.0250 |
2.3% |
0.0047 |
0.4% |
54% |
False |
False |
550 |
| 60 |
1.1010 |
1.0729 |
0.0281 |
2.6% |
0.0045 |
0.4% |
59% |
False |
False |
402 |
| 80 |
1.1082 |
1.0729 |
0.0353 |
3.2% |
0.0043 |
0.4% |
47% |
False |
False |
320 |
| 100 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0039 |
0.4% |
45% |
False |
False |
275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1008 |
|
2.618 |
1.0971 |
|
1.618 |
1.0948 |
|
1.000 |
1.0934 |
|
0.618 |
1.0925 |
|
HIGH |
1.0911 |
|
0.618 |
1.0902 |
|
0.500 |
1.0899 |
|
0.382 |
1.0896 |
|
LOW |
1.0888 |
|
0.618 |
1.0873 |
|
1.000 |
1.0865 |
|
1.618 |
1.0850 |
|
2.618 |
1.0827 |
|
4.250 |
1.0790 |
|
|
| Fisher Pivots for day following 09-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0899 |
1.0897 |
| PP |
1.0898 |
1.0896 |
| S1 |
1.0896 |
1.0895 |
|