CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 12-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2024 |
12-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0920 |
1.0952 |
0.0033 |
0.3% |
1.0913 |
| High |
1.0978 |
1.0990 |
0.0012 |
0.1% |
1.0990 |
| Low |
1.0913 |
1.0941 |
0.0028 |
0.3% |
1.0888 |
| Close |
1.0947 |
1.0985 |
0.0039 |
0.4% |
1.0985 |
| Range |
0.0065 |
0.0049 |
-0.0016 |
-24.6% |
0.0102 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.0% |
0.0000 |
| Volume |
4,109 |
1,333 |
-2,776 |
-67.6% |
7,065 |
|
| Daily Pivots for day following 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1119 |
1.1101 |
1.1012 |
|
| R3 |
1.1070 |
1.1052 |
1.0998 |
|
| R2 |
1.1021 |
1.1021 |
1.0994 |
|
| R1 |
1.1003 |
1.1003 |
1.0989 |
1.1012 |
| PP |
1.0972 |
1.0972 |
1.0972 |
1.0976 |
| S1 |
1.0954 |
1.0954 |
1.0981 |
1.0963 |
| S2 |
1.0923 |
1.0923 |
1.0976 |
|
| S3 |
1.0874 |
1.0905 |
1.0972 |
|
| S4 |
1.0825 |
1.0856 |
1.0958 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1260 |
1.1225 |
1.1041 |
|
| R3 |
1.1158 |
1.1123 |
1.1013 |
|
| R2 |
1.1056 |
1.1056 |
1.1004 |
|
| R1 |
1.1021 |
1.1021 |
1.0994 |
1.1038 |
| PP |
1.0954 |
1.0954 |
1.0954 |
1.0963 |
| S1 |
1.0919 |
1.0919 |
1.0976 |
1.0936 |
| S2 |
1.0852 |
1.0852 |
1.0966 |
|
| S3 |
1.0750 |
1.0817 |
1.0957 |
|
| S4 |
1.0648 |
1.0715 |
1.0929 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0990 |
1.0888 |
0.0102 |
0.9% |
0.0036 |
0.3% |
96% |
True |
False |
1,413 |
| 10 |
1.0990 |
1.0774 |
0.0216 |
2.0% |
0.0044 |
0.4% |
98% |
True |
False |
1,213 |
| 20 |
1.0990 |
1.0760 |
0.0230 |
2.1% |
0.0049 |
0.4% |
98% |
True |
False |
1,029 |
| 40 |
1.1010 |
1.0760 |
0.0250 |
2.3% |
0.0048 |
0.4% |
90% |
False |
False |
689 |
| 60 |
1.1010 |
1.0731 |
0.0279 |
2.5% |
0.0044 |
0.4% |
91% |
False |
False |
493 |
| 80 |
1.1043 |
1.0729 |
0.0315 |
2.9% |
0.0044 |
0.4% |
82% |
False |
False |
391 |
| 100 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0040 |
0.4% |
70% |
False |
False |
331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1198 |
|
2.618 |
1.1118 |
|
1.618 |
1.1069 |
|
1.000 |
1.1039 |
|
0.618 |
1.1020 |
|
HIGH |
1.0990 |
|
0.618 |
1.0971 |
|
0.500 |
1.0965 |
|
0.382 |
1.0959 |
|
LOW |
1.0941 |
|
0.618 |
1.0910 |
|
1.000 |
1.0892 |
|
1.618 |
1.0861 |
|
2.618 |
1.0812 |
|
4.250 |
1.0732 |
|
|
| Fisher Pivots for day following 12-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0978 |
1.0970 |
| PP |
1.0972 |
1.0956 |
| S1 |
1.0965 |
1.0941 |
|