CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 22-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2024 |
22-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0971 |
1.0970 |
-0.0001 |
0.0% |
1.0963 |
| High |
1.0976 |
1.0975 |
-0.0002 |
0.0% |
1.1025 |
| Low |
1.0951 |
1.0949 |
-0.0002 |
0.0% |
1.0949 |
| Close |
1.0954 |
1.0964 |
0.0010 |
0.1% |
1.0954 |
| Range |
0.0025 |
0.0026 |
0.0001 |
2.0% |
0.0076 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-3.1% |
0.0000 |
| Volume |
335 |
174 |
-161 |
-48.1% |
4,721 |
|
| Daily Pivots for day following 22-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1039 |
1.1027 |
1.0978 |
|
| R3 |
1.1013 |
1.1001 |
1.0971 |
|
| R2 |
1.0988 |
1.0988 |
1.0968 |
|
| R1 |
1.0976 |
1.0976 |
1.0966 |
1.0969 |
| PP |
1.0962 |
1.0962 |
1.0962 |
1.0959 |
| S1 |
1.0950 |
1.0950 |
1.0961 |
1.0944 |
| S2 |
1.0937 |
1.0937 |
1.0959 |
|
| S3 |
1.0911 |
1.0925 |
1.0956 |
|
| S4 |
1.0886 |
1.0899 |
1.0949 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1202 |
1.1153 |
1.0995 |
|
| R3 |
1.1127 |
1.1078 |
1.0974 |
|
| R2 |
1.1051 |
1.1051 |
1.0967 |
|
| R1 |
1.1002 |
1.1002 |
1.0960 |
1.0989 |
| PP |
1.0976 |
1.0976 |
1.0976 |
1.0969 |
| S1 |
1.0927 |
1.0927 |
1.0947 |
1.0914 |
| S2 |
1.0900 |
1.0900 |
1.0940 |
|
| S3 |
1.0825 |
1.0851 |
1.0933 |
|
| S4 |
1.0749 |
1.0776 |
1.0912 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1025 |
1.0949 |
0.0076 |
0.7% |
0.0035 |
0.3% |
19% |
False |
True |
435 |
| 10 |
1.1025 |
1.0888 |
0.0137 |
1.2% |
0.0036 |
0.3% |
55% |
False |
False |
1,118 |
| 20 |
1.1025 |
1.0760 |
0.0265 |
2.4% |
0.0043 |
0.4% |
77% |
False |
False |
994 |
| 40 |
1.1025 |
1.0760 |
0.0265 |
2.4% |
0.0049 |
0.4% |
77% |
False |
False |
758 |
| 60 |
1.1025 |
1.0760 |
0.0265 |
2.4% |
0.0044 |
0.4% |
77% |
False |
False |
561 |
| 80 |
1.1025 |
1.0729 |
0.0296 |
2.7% |
0.0043 |
0.4% |
79% |
False |
False |
449 |
| 100 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0041 |
0.4% |
64% |
False |
False |
376 |
| 120 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0040 |
0.4% |
64% |
False |
False |
328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1083 |
|
2.618 |
1.1041 |
|
1.618 |
1.1016 |
|
1.000 |
1.1000 |
|
0.618 |
1.0990 |
|
HIGH |
1.0975 |
|
0.618 |
1.0965 |
|
0.500 |
1.0962 |
|
0.382 |
1.0959 |
|
LOW |
1.0949 |
|
0.618 |
1.0933 |
|
1.000 |
1.0924 |
|
1.618 |
1.0908 |
|
2.618 |
1.0882 |
|
4.250 |
1.0841 |
|
|
| Fisher Pivots for day following 22-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0963 |
1.0982 |
| PP |
1.0962 |
1.0976 |
| S1 |
1.0962 |
1.0970 |
|