CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 26-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2024 |
26-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0908 |
1.0926 |
0.0018 |
0.2% |
1.0970 |
| High |
1.0942 |
1.0939 |
-0.0003 |
0.0% |
1.0975 |
| Low |
1.0900 |
1.0914 |
0.0014 |
0.1% |
1.0899 |
| Close |
1.0920 |
1.0928 |
0.0008 |
0.1% |
1.0928 |
| Range |
0.0042 |
0.0025 |
-0.0017 |
-39.8% |
0.0076 |
| ATR |
0.0044 |
0.0042 |
-0.0001 |
-3.1% |
0.0000 |
| Volume |
776 |
301 |
-475 |
-61.2% |
2,426 |
|
| Daily Pivots for day following 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1002 |
1.0990 |
1.0942 |
|
| R3 |
1.0977 |
1.0965 |
1.0935 |
|
| R2 |
1.0952 |
1.0952 |
1.0933 |
|
| R1 |
1.0940 |
1.0940 |
1.0930 |
1.0946 |
| PP |
1.0927 |
1.0927 |
1.0927 |
1.0930 |
| S1 |
1.0915 |
1.0915 |
1.0926 |
1.0921 |
| S2 |
1.0902 |
1.0902 |
1.0923 |
|
| S3 |
1.0877 |
1.0890 |
1.0921 |
|
| S4 |
1.0852 |
1.0865 |
1.0914 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1160 |
1.1120 |
1.0970 |
|
| R3 |
1.1085 |
1.1044 |
1.0949 |
|
| R2 |
1.1009 |
1.1009 |
1.0942 |
|
| R1 |
1.0969 |
1.0969 |
1.0935 |
1.0951 |
| PP |
1.0934 |
1.0934 |
1.0934 |
1.0925 |
| S1 |
1.0893 |
1.0893 |
1.0921 |
1.0876 |
| S2 |
1.0858 |
1.0858 |
1.0914 |
|
| S3 |
1.0783 |
1.0818 |
1.0907 |
|
| S4 |
1.0707 |
1.0742 |
1.0886 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0975 |
1.0899 |
0.0076 |
0.7% |
0.0036 |
0.3% |
38% |
False |
False |
485 |
| 10 |
1.1025 |
1.0899 |
0.0126 |
1.1% |
0.0037 |
0.3% |
23% |
False |
False |
714 |
| 20 |
1.1025 |
1.0774 |
0.0251 |
2.3% |
0.0040 |
0.4% |
62% |
False |
False |
963 |
| 40 |
1.1025 |
1.0760 |
0.0265 |
2.4% |
0.0049 |
0.4% |
64% |
False |
False |
799 |
| 60 |
1.1025 |
1.0760 |
0.0265 |
2.4% |
0.0044 |
0.4% |
64% |
False |
False |
595 |
| 80 |
1.1025 |
1.0729 |
0.0296 |
2.7% |
0.0044 |
0.4% |
67% |
False |
False |
476 |
| 100 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0042 |
0.4% |
54% |
False |
False |
396 |
| 120 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0039 |
0.4% |
54% |
False |
False |
342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1045 |
|
2.618 |
1.1004 |
|
1.618 |
1.0979 |
|
1.000 |
1.0964 |
|
0.618 |
1.0954 |
|
HIGH |
1.0939 |
|
0.618 |
1.0929 |
|
0.500 |
1.0927 |
|
0.382 |
1.0924 |
|
LOW |
1.0914 |
|
0.618 |
1.0899 |
|
1.000 |
1.0889 |
|
1.618 |
1.0874 |
|
2.618 |
1.0849 |
|
4.250 |
1.0808 |
|
|
| Fisher Pivots for day following 26-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0928 |
1.0925 |
| PP |
1.0927 |
1.0923 |
| S1 |
1.0927 |
1.0920 |
|