CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 29-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2024 |
29-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0926 |
1.0929 |
0.0003 |
0.0% |
1.0970 |
| High |
1.0939 |
1.0940 |
0.0001 |
0.0% |
1.0975 |
| Low |
1.0914 |
1.0874 |
-0.0041 |
-0.4% |
1.0899 |
| Close |
1.0928 |
1.0892 |
-0.0036 |
-0.3% |
1.0928 |
| Range |
0.0025 |
0.0067 |
0.0042 |
166.0% |
0.0076 |
| ATR |
0.0042 |
0.0044 |
0.0002 |
4.1% |
0.0000 |
| Volume |
301 |
506 |
205 |
68.1% |
2,426 |
|
| Daily Pivots for day following 29-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1101 |
1.1063 |
1.0929 |
|
| R3 |
1.1035 |
1.0997 |
1.0910 |
|
| R2 |
1.0968 |
1.0968 |
1.0904 |
|
| R1 |
1.0930 |
1.0930 |
1.0898 |
1.0916 |
| PP |
1.0902 |
1.0902 |
1.0902 |
1.0895 |
| S1 |
1.0864 |
1.0864 |
1.0886 |
1.0850 |
| S2 |
1.0835 |
1.0835 |
1.0880 |
|
| S3 |
1.0769 |
1.0797 |
1.0874 |
|
| S4 |
1.0702 |
1.0731 |
1.0855 |
|
|
| 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 |
1.0965 |
1.0874 |
0.0092 |
0.8% |
0.0044 |
0.4% |
20% |
False |
True |
551 |
| 10 |
1.1025 |
1.0874 |
0.0151 |
1.4% |
0.0040 |
0.4% |
12% |
False |
True |
493 |
| 20 |
1.1025 |
1.0798 |
0.0227 |
2.1% |
0.0042 |
0.4% |
42% |
False |
False |
942 |
| 40 |
1.1025 |
1.0760 |
0.0265 |
2.4% |
0.0049 |
0.4% |
50% |
False |
False |
809 |
| 60 |
1.1025 |
1.0760 |
0.0265 |
2.4% |
0.0044 |
0.4% |
50% |
False |
False |
604 |
| 80 |
1.1025 |
1.0729 |
0.0296 |
2.7% |
0.0044 |
0.4% |
55% |
False |
False |
481 |
| 100 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0042 |
0.4% |
44% |
False |
False |
399 |
| 120 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0039 |
0.4% |
44% |
False |
False |
344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1223 |
|
2.618 |
1.1114 |
|
1.618 |
1.1048 |
|
1.000 |
1.1007 |
|
0.618 |
1.0981 |
|
HIGH |
1.0940 |
|
0.618 |
1.0915 |
|
0.500 |
1.0907 |
|
0.382 |
1.0899 |
|
LOW |
1.0874 |
|
0.618 |
1.0832 |
|
1.000 |
1.0807 |
|
1.618 |
1.0766 |
|
2.618 |
1.0699 |
|
4.250 |
1.0591 |
|
|
| Fisher Pivots for day following 29-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0907 |
1.0908 |
| PP |
1.0902 |
1.0902 |
| S1 |
1.0897 |
1.0897 |
|