CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 30-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2024 |
30-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0929 |
1.0893 |
-0.0036 |
-0.3% |
1.0970 |
| High |
1.0940 |
1.0905 |
-0.0035 |
-0.3% |
1.0975 |
| Low |
1.0874 |
1.0869 |
-0.0005 |
0.0% |
1.0899 |
| Close |
1.0892 |
1.0881 |
-0.0012 |
-0.1% |
1.0928 |
| Range |
0.0067 |
0.0037 |
-0.0030 |
-45.1% |
0.0076 |
| ATR |
0.0044 |
0.0044 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
506 |
950 |
444 |
87.7% |
2,426 |
|
| Daily Pivots for day following 30-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0994 |
1.0974 |
1.0901 |
|
| R3 |
1.0958 |
1.0937 |
1.0891 |
|
| R2 |
1.0921 |
1.0921 |
1.0887 |
|
| R1 |
1.0901 |
1.0901 |
1.0884 |
1.0893 |
| PP |
1.0885 |
1.0885 |
1.0885 |
1.0881 |
| S1 |
1.0864 |
1.0864 |
1.0877 |
1.0856 |
| S2 |
1.0848 |
1.0848 |
1.0874 |
|
| S3 |
1.0812 |
1.0828 |
1.0870 |
|
| S4 |
1.0775 |
1.0791 |
1.0860 |
|
|
| 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 |
1.0942 |
1.0869 |
0.0073 |
0.7% |
0.0042 |
0.4% |
16% |
False |
True |
665 |
| 10 |
1.1025 |
1.0869 |
0.0156 |
1.4% |
0.0040 |
0.4% |
8% |
False |
True |
535 |
| 20 |
1.1025 |
1.0798 |
0.0227 |
2.1% |
0.0041 |
0.4% |
36% |
False |
False |
954 |
| 40 |
1.1025 |
1.0760 |
0.0265 |
2.4% |
0.0048 |
0.4% |
46% |
False |
False |
823 |
| 60 |
1.1025 |
1.0760 |
0.0265 |
2.4% |
0.0043 |
0.4% |
46% |
False |
False |
619 |
| 80 |
1.1025 |
1.0729 |
0.0296 |
2.7% |
0.0044 |
0.4% |
51% |
False |
False |
491 |
| 100 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0043 |
0.4% |
41% |
False |
False |
408 |
| 120 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0039 |
0.4% |
41% |
False |
False |
351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1060 |
|
2.618 |
1.1001 |
|
1.618 |
1.0964 |
|
1.000 |
1.0942 |
|
0.618 |
1.0928 |
|
HIGH |
1.0905 |
|
0.618 |
1.0891 |
|
0.500 |
1.0887 |
|
0.382 |
1.0882 |
|
LOW |
1.0869 |
|
0.618 |
1.0846 |
|
1.000 |
1.0832 |
|
1.618 |
1.0809 |
|
2.618 |
1.0773 |
|
4.250 |
1.0713 |
|
|
| Fisher Pivots for day following 30-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0887 |
1.0904 |
| PP |
1.0885 |
1.0896 |
| S1 |
1.0883 |
1.0888 |
|