CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 01-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2024 |
01-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0886 |
1.0894 |
0.0009 |
0.1% |
1.0970 |
| High |
1.0919 |
1.0903 |
-0.0016 |
-0.1% |
1.0975 |
| Low |
1.0873 |
1.0845 |
-0.0028 |
-0.3% |
1.0899 |
| Close |
1.0896 |
1.0851 |
-0.0046 |
-0.4% |
1.0928 |
| Range |
0.0046 |
0.0058 |
0.0013 |
27.5% |
0.0076 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
2.3% |
0.0000 |
| Volume |
814 |
1,454 |
640 |
78.6% |
2,426 |
|
| Daily Pivots for day following 01-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1040 |
1.1003 |
1.0882 |
|
| R3 |
1.0982 |
1.0945 |
1.0866 |
|
| R2 |
1.0924 |
1.0924 |
1.0861 |
|
| R1 |
1.0887 |
1.0887 |
1.0856 |
1.0877 |
| PP |
1.0866 |
1.0866 |
1.0866 |
1.0861 |
| S1 |
1.0829 |
1.0829 |
1.0845 |
1.0819 |
| S2 |
1.0808 |
1.0808 |
1.0840 |
|
| S3 |
1.0750 |
1.0771 |
1.0835 |
|
| S4 |
1.0692 |
1.0713 |
1.0819 |
|
|
| 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 |
1.0940 |
1.0845 |
0.0095 |
0.9% |
0.0046 |
0.4% |
6% |
False |
True |
805 |
| 10 |
1.0976 |
1.0845 |
0.0131 |
1.2% |
0.0041 |
0.4% |
4% |
False |
True |
648 |
| 20 |
1.1025 |
1.0845 |
0.0180 |
1.7% |
0.0040 |
0.4% |
3% |
False |
True |
961 |
| 40 |
1.1025 |
1.0760 |
0.0265 |
2.4% |
0.0048 |
0.4% |
34% |
False |
False |
872 |
| 60 |
1.1025 |
1.0760 |
0.0265 |
2.4% |
0.0044 |
0.4% |
34% |
False |
False |
650 |
| 80 |
1.1025 |
1.0729 |
0.0296 |
2.7% |
0.0044 |
0.4% |
41% |
False |
False |
517 |
| 100 |
1.1085 |
1.0729 |
0.0356 |
3.3% |
0.0043 |
0.4% |
34% |
False |
False |
427 |
| 120 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0040 |
0.4% |
33% |
False |
False |
369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1150 |
|
2.618 |
1.1055 |
|
1.618 |
1.0997 |
|
1.000 |
1.0961 |
|
0.618 |
1.0939 |
|
HIGH |
1.0903 |
|
0.618 |
1.0881 |
|
0.500 |
1.0874 |
|
0.382 |
1.0867 |
|
LOW |
1.0845 |
|
0.618 |
1.0809 |
|
1.000 |
1.0787 |
|
1.618 |
1.0751 |
|
2.618 |
1.0693 |
|
4.250 |
1.0599 |
|
|
| Fisher Pivots for day following 01-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0874 |
1.0882 |
| PP |
1.0866 |
1.0871 |
| S1 |
1.0858 |
1.0861 |
|