CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 15-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2024 |
15-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0952 |
1.0963 |
0.0011 |
0.1% |
1.0913 |
| High |
1.0990 |
1.1000 |
0.0010 |
0.1% |
1.0990 |
| Low |
1.0941 |
1.0963 |
0.0022 |
0.2% |
1.0888 |
| Close |
1.0985 |
1.0979 |
-0.0007 |
-0.1% |
1.0985 |
| Range |
0.0049 |
0.0037 |
-0.0012 |
-24.5% |
0.0102 |
| ATR |
0.0049 |
0.0048 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
1,333 |
2,718 |
1,385 |
103.9% |
7,065 |
|
| Daily Pivots for day following 15-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1091 |
1.1072 |
1.0999 |
|
| R3 |
1.1054 |
1.1035 |
1.0989 |
|
| R2 |
1.1017 |
1.1017 |
1.0985 |
|
| R1 |
1.0998 |
1.0998 |
1.0982 |
1.1008 |
| PP |
1.0980 |
1.0980 |
1.0980 |
1.0985 |
| S1 |
1.0961 |
1.0961 |
1.0975 |
1.0971 |
| S2 |
1.0943 |
1.0943 |
1.0972 |
|
| S3 |
1.0906 |
1.0924 |
1.0968 |
|
| S4 |
1.0869 |
1.0887 |
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 |
1.1000 |
1.0888 |
0.0112 |
1.0% |
0.0038 |
0.3% |
81% |
True |
False |
1,802 |
| 10 |
1.1000 |
1.0798 |
0.0202 |
1.8% |
0.0044 |
0.4% |
90% |
True |
False |
1,391 |
| 20 |
1.1000 |
1.0760 |
0.0240 |
2.2% |
0.0047 |
0.4% |
91% |
True |
False |
1,135 |
| 40 |
1.1010 |
1.0760 |
0.0250 |
2.3% |
0.0047 |
0.4% |
88% |
False |
False |
749 |
| 60 |
1.1010 |
1.0731 |
0.0279 |
2.5% |
0.0044 |
0.4% |
89% |
False |
False |
538 |
| 80 |
1.1043 |
1.0729 |
0.0315 |
2.9% |
0.0044 |
0.4% |
79% |
False |
False |
425 |
| 100 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0040 |
0.4% |
68% |
False |
False |
358 |
| 120 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0039 |
0.4% |
68% |
False |
False |
311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1157 |
|
2.618 |
1.1096 |
|
1.618 |
1.1059 |
|
1.000 |
1.1037 |
|
0.618 |
1.1022 |
|
HIGH |
1.1000 |
|
0.618 |
1.0985 |
|
0.500 |
1.0981 |
|
0.382 |
1.0977 |
|
LOW |
1.0963 |
|
0.618 |
1.0940 |
|
1.000 |
1.0926 |
|
1.618 |
1.0903 |
|
2.618 |
1.0866 |
|
4.250 |
1.0805 |
|
|
| Fisher Pivots for day following 15-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0981 |
1.0971 |
| PP |
1.0980 |
1.0964 |
| S1 |
1.0979 |
1.0956 |
|