CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 18-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2024 |
18-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0978 |
1.1013 |
0.0035 |
0.3% |
1.0913 |
| High |
1.1025 |
1.1014 |
-0.0011 |
-0.1% |
1.0990 |
| Low |
1.0975 |
1.0971 |
-0.0004 |
0.0% |
1.0888 |
| Close |
1.1014 |
1.0975 |
-0.0040 |
-0.4% |
1.0985 |
| Range |
0.0050 |
0.0043 |
-0.0007 |
-14.0% |
0.0102 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
769 |
369 |
-400 |
-52.0% |
7,065 |
|
| Daily Pivots for day following 18-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1116 |
1.1088 |
1.0998 |
|
| R3 |
1.1073 |
1.1045 |
1.0986 |
|
| R2 |
1.1030 |
1.1030 |
1.0982 |
|
| R1 |
1.1002 |
1.1002 |
1.0978 |
1.0994 |
| PP |
1.0987 |
1.0987 |
1.0987 |
1.0983 |
| S1 |
1.0959 |
1.0959 |
1.0971 |
1.0951 |
| S2 |
1.0944 |
1.0944 |
1.0967 |
|
| S3 |
1.0901 |
1.0916 |
1.0963 |
|
| S4 |
1.0858 |
1.0873 |
1.0951 |
|
|
| 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 |
1.0941 |
0.0084 |
0.8% |
0.0042 |
0.4% |
40% |
False |
False |
1,143 |
| 10 |
1.1025 |
1.0868 |
0.0157 |
1.4% |
0.0040 |
0.4% |
68% |
False |
False |
1,273 |
| 20 |
1.1025 |
1.0760 |
0.0265 |
2.4% |
0.0045 |
0.4% |
81% |
False |
False |
1,103 |
| 40 |
1.1025 |
1.0760 |
0.0265 |
2.4% |
0.0049 |
0.4% |
81% |
False |
False |
757 |
| 60 |
1.1025 |
1.0760 |
0.0265 |
2.4% |
0.0044 |
0.4% |
81% |
False |
False |
553 |
| 80 |
1.1025 |
1.0729 |
0.0296 |
2.7% |
0.0043 |
0.4% |
83% |
False |
False |
443 |
| 100 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0041 |
0.4% |
67% |
False |
False |
374 |
| 120 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0040 |
0.4% |
67% |
False |
False |
324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1197 |
|
2.618 |
1.1127 |
|
1.618 |
1.1084 |
|
1.000 |
1.1057 |
|
0.618 |
1.1041 |
|
HIGH |
1.1014 |
|
0.618 |
1.0998 |
|
0.500 |
1.0993 |
|
0.382 |
1.0987 |
|
LOW |
1.0971 |
|
0.618 |
1.0944 |
|
1.000 |
1.0928 |
|
1.618 |
1.0901 |
|
2.618 |
1.0858 |
|
4.250 |
1.0788 |
|
|
| Fisher Pivots for day following 18-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0993 |
1.0987 |
| PP |
1.0987 |
1.0983 |
| S1 |
1.0981 |
1.0979 |
|