CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 11-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2024 |
11-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0896 |
1.0920 |
0.0024 |
0.2% |
1.0820 |
| High |
1.0907 |
1.0978 |
0.0071 |
0.6% |
1.0925 |
| Low |
1.0893 |
1.0913 |
0.0020 |
0.2% |
1.0798 |
| Close |
1.0906 |
1.0947 |
0.0041 |
0.4% |
1.0920 |
| Range |
0.0015 |
0.0065 |
0.0051 |
348.3% |
0.0127 |
| ATR |
0.0047 |
0.0049 |
0.0002 |
3.7% |
0.0000 |
| Volume |
368 |
4,109 |
3,741 |
1,016.6% |
4,132 |
|
| Daily Pivots for day following 11-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1141 |
1.1109 |
1.0982 |
|
| R3 |
1.1076 |
1.1044 |
1.0964 |
|
| R2 |
1.1011 |
1.1011 |
1.0958 |
|
| R1 |
1.0979 |
1.0979 |
1.0952 |
1.0995 |
| PP |
1.0946 |
1.0946 |
1.0946 |
1.0954 |
| S1 |
1.0914 |
1.0914 |
1.0941 |
1.0930 |
| S2 |
1.0881 |
1.0881 |
1.0935 |
|
| S3 |
1.0816 |
1.0849 |
1.0929 |
|
| S4 |
1.0751 |
1.0784 |
1.0911 |
|
|
| 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 |
1.0978 |
1.0868 |
0.0110 |
1.0% |
0.0038 |
0.3% |
72% |
True |
False |
1,404 |
| 10 |
1.0978 |
1.0767 |
0.0211 |
1.9% |
0.0044 |
0.4% |
85% |
True |
False |
1,158 |
| 20 |
1.0978 |
1.0760 |
0.0218 |
2.0% |
0.0052 |
0.5% |
86% |
True |
False |
979 |
| 40 |
1.1010 |
1.0760 |
0.0250 |
2.3% |
0.0047 |
0.4% |
75% |
False |
False |
657 |
| 60 |
1.1010 |
1.0729 |
0.0281 |
2.6% |
0.0044 |
0.4% |
78% |
False |
False |
475 |
| 80 |
1.1043 |
1.0729 |
0.0315 |
2.9% |
0.0043 |
0.4% |
69% |
False |
False |
374 |
| 100 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0040 |
0.4% |
59% |
False |
False |
318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1254 |
|
2.618 |
1.1148 |
|
1.618 |
1.1083 |
|
1.000 |
1.1043 |
|
0.618 |
1.1018 |
|
HIGH |
1.0978 |
|
0.618 |
1.0953 |
|
0.500 |
1.0945 |
|
0.382 |
1.0937 |
|
LOW |
1.0913 |
|
0.618 |
1.0872 |
|
1.000 |
1.0848 |
|
1.618 |
1.0807 |
|
2.618 |
1.0742 |
|
4.250 |
1.0636 |
|
|
| Fisher Pivots for day following 11-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0946 |
1.0942 |
| PP |
1.0946 |
1.0937 |
| S1 |
1.0945 |
1.0933 |
|