CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 17-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2024 |
17-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0973 |
1.0978 |
0.0006 |
0.1% |
1.0913 |
| High |
1.0981 |
1.1025 |
0.0044 |
0.4% |
1.0990 |
| Low |
1.0949 |
1.0975 |
0.0026 |
0.2% |
1.0888 |
| Close |
1.0973 |
1.1014 |
0.0041 |
0.4% |
1.0985 |
| Range |
0.0032 |
0.0050 |
0.0019 |
58.7% |
0.0102 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
0.7% |
0.0000 |
| Volume |
530 |
769 |
239 |
45.1% |
7,065 |
|
| Daily Pivots for day following 17-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1154 |
1.1134 |
1.1042 |
|
| R3 |
1.1104 |
1.1084 |
1.1028 |
|
| R2 |
1.1054 |
1.1054 |
1.1023 |
|
| R1 |
1.1034 |
1.1034 |
1.1019 |
1.1044 |
| PP |
1.1004 |
1.1004 |
1.1004 |
1.1009 |
| S1 |
1.0984 |
1.0984 |
1.1009 |
1.0994 |
| S2 |
1.0954 |
1.0954 |
1.1005 |
|
| S3 |
1.0904 |
1.0934 |
1.1000 |
|
| S4 |
1.0854 |
1.0884 |
1.0987 |
|
|
| 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 |
1.1025 |
1.0913 |
0.0112 |
1.0% |
0.0047 |
0.4% |
91% |
True |
False |
1,891 |
| 10 |
1.1025 |
1.0823 |
0.0202 |
1.8% |
0.0044 |
0.4% |
95% |
True |
False |
1,397 |
| 20 |
1.1025 |
1.0760 |
0.0265 |
2.4% |
0.0045 |
0.4% |
96% |
True |
False |
1,116 |
| 40 |
1.1025 |
1.0760 |
0.0265 |
2.4% |
0.0048 |
0.4% |
96% |
True |
False |
751 |
| 60 |
1.1025 |
1.0760 |
0.0265 |
2.4% |
0.0044 |
0.4% |
96% |
True |
False |
548 |
| 80 |
1.1025 |
1.0729 |
0.0296 |
2.7% |
0.0043 |
0.4% |
96% |
True |
False |
439 |
| 100 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0041 |
0.4% |
77% |
False |
False |
370 |
| 120 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0040 |
0.4% |
77% |
False |
False |
321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1237 |
|
2.618 |
1.1155 |
|
1.618 |
1.1105 |
|
1.000 |
1.1075 |
|
0.618 |
1.1055 |
|
HIGH |
1.1025 |
|
0.618 |
1.1005 |
|
0.500 |
1.1000 |
|
0.382 |
1.0994 |
|
LOW |
1.0975 |
|
0.618 |
1.0944 |
|
1.000 |
1.0925 |
|
1.618 |
1.0894 |
|
2.618 |
1.0844 |
|
4.250 |
1.0762 |
|
|
| Fisher Pivots for day following 17-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1009 |
1.1005 |
| PP |
1.1004 |
1.0996 |
| S1 |
1.1000 |
1.0987 |
|