CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 23-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2024 |
23-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0970 |
1.0965 |
-0.0005 |
0.0% |
1.0963 |
| High |
1.0975 |
1.0965 |
-0.0010 |
-0.1% |
1.1025 |
| Low |
1.0949 |
1.0918 |
-0.0031 |
-0.3% |
1.0949 |
| Close |
1.0964 |
1.0926 |
-0.0038 |
-0.3% |
1.0954 |
| Range |
0.0026 |
0.0047 |
0.0022 |
84.3% |
0.0076 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
0.5% |
0.0000 |
| Volume |
174 |
382 |
208 |
119.5% |
4,721 |
|
| Daily Pivots for day following 23-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1077 |
1.1048 |
1.0951 |
|
| R3 |
1.1030 |
1.1001 |
1.0938 |
|
| R2 |
1.0983 |
1.0983 |
1.0934 |
|
| R1 |
1.0954 |
1.0954 |
1.0930 |
1.0945 |
| PP |
1.0936 |
1.0936 |
1.0936 |
1.0932 |
| S1 |
1.0907 |
1.0907 |
1.0921 |
1.0898 |
| S2 |
1.0889 |
1.0889 |
1.0917 |
|
| S3 |
1.0842 |
1.0860 |
1.0913 |
|
| S4 |
1.0795 |
1.0813 |
1.0900 |
|
|
| 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 |
1.0918 |
0.0107 |
1.0% |
0.0038 |
0.3% |
7% |
False |
True |
405 |
| 10 |
1.1025 |
1.0893 |
0.0132 |
1.2% |
0.0039 |
0.4% |
25% |
False |
False |
1,108 |
| 20 |
1.1025 |
1.0760 |
0.0265 |
2.4% |
0.0042 |
0.4% |
63% |
False |
False |
969 |
| 40 |
1.1025 |
1.0760 |
0.0265 |
2.4% |
0.0049 |
0.4% |
63% |
False |
False |
761 |
| 60 |
1.1025 |
1.0760 |
0.0265 |
2.4% |
0.0044 |
0.4% |
63% |
False |
False |
566 |
| 80 |
1.1025 |
1.0729 |
0.0296 |
2.7% |
0.0044 |
0.4% |
67% |
False |
False |
454 |
| 100 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0041 |
0.4% |
53% |
False |
False |
380 |
| 120 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0040 |
0.4% |
53% |
False |
False |
327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1165 |
|
2.618 |
1.1088 |
|
1.618 |
1.1041 |
|
1.000 |
1.1012 |
|
0.618 |
1.0994 |
|
HIGH |
1.0965 |
|
0.618 |
1.0947 |
|
0.500 |
1.0942 |
|
0.382 |
1.0936 |
|
LOW |
1.0918 |
|
0.618 |
1.0889 |
|
1.000 |
1.0871 |
|
1.618 |
1.0842 |
|
2.618 |
1.0795 |
|
4.250 |
1.0718 |
|
|
| Fisher Pivots for day following 23-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0942 |
1.0947 |
| PP |
1.0936 |
1.0940 |
| S1 |
1.0931 |
1.0933 |
|