CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 25-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2024 |
25-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0923 |
1.0908 |
-0.0015 |
-0.1% |
1.0963 |
| High |
1.0939 |
1.0942 |
0.0003 |
0.0% |
1.1025 |
| Low |
1.0899 |
1.0900 |
0.0001 |
0.0% |
1.0949 |
| Close |
1.0911 |
1.0920 |
0.0010 |
0.1% |
1.0954 |
| Range |
0.0040 |
0.0042 |
0.0002 |
3.8% |
0.0076 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
793 |
776 |
-17 |
-2.1% |
4,721 |
|
| Daily Pivots for day following 25-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1045 |
1.1024 |
1.0943 |
|
| R3 |
1.1004 |
1.0983 |
1.0931 |
|
| R2 |
1.0962 |
1.0962 |
1.0928 |
|
| R1 |
1.0941 |
1.0941 |
1.0924 |
1.0952 |
| PP |
1.0921 |
1.0921 |
1.0921 |
1.0926 |
| S1 |
1.0900 |
1.0900 |
1.0916 |
1.0910 |
| S2 |
1.0879 |
1.0879 |
1.0912 |
|
| S3 |
1.0838 |
1.0858 |
1.0909 |
|
| S4 |
1.0796 |
1.0817 |
1.0897 |
|
|
| 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 |
1.0976 |
1.0899 |
0.0077 |
0.7% |
0.0036 |
0.3% |
27% |
False |
False |
492 |
| 10 |
1.1025 |
1.0899 |
0.0126 |
1.1% |
0.0039 |
0.4% |
17% |
False |
False |
817 |
| 20 |
1.1025 |
1.0767 |
0.0258 |
2.4% |
0.0041 |
0.4% |
59% |
False |
False |
987 |
| 40 |
1.1025 |
1.0760 |
0.0265 |
2.4% |
0.0049 |
0.5% |
61% |
False |
False |
794 |
| 60 |
1.1025 |
1.0760 |
0.0265 |
2.4% |
0.0044 |
0.4% |
61% |
False |
False |
591 |
| 80 |
1.1025 |
1.0729 |
0.0296 |
2.7% |
0.0044 |
0.4% |
65% |
False |
False |
472 |
| 100 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0042 |
0.4% |
52% |
False |
False |
395 |
| 120 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0040 |
0.4% |
52% |
False |
False |
339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1118 |
|
2.618 |
1.1050 |
|
1.618 |
1.1009 |
|
1.000 |
1.0983 |
|
0.618 |
1.0967 |
|
HIGH |
1.0942 |
|
0.618 |
1.0926 |
|
0.500 |
1.0921 |
|
0.382 |
1.0916 |
|
LOW |
1.0900 |
|
0.618 |
1.0874 |
|
1.000 |
1.0859 |
|
1.618 |
1.0833 |
|
2.618 |
1.0791 |
|
4.250 |
1.0724 |
|
|
| Fisher Pivots for day following 25-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0921 |
1.0932 |
| PP |
1.0921 |
1.0928 |
| S1 |
1.0920 |
1.0924 |
|