CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 02-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2024 |
02-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0894 |
1.0856 |
-0.0039 |
-0.4% |
1.0929 |
| High |
1.0903 |
1.0991 |
0.0088 |
0.8% |
1.0991 |
| Low |
1.0845 |
1.0848 |
0.0003 |
0.0% |
1.0845 |
| Close |
1.0851 |
1.0977 |
0.0127 |
1.2% |
1.0977 |
| Range |
0.0058 |
0.0143 |
0.0085 |
146.6% |
0.0146 |
| ATR |
0.0045 |
0.0052 |
0.0007 |
15.7% |
0.0000 |
| Volume |
1,454 |
4,168 |
2,714 |
186.7% |
7,892 |
|
| Daily Pivots for day following 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1367 |
1.1315 |
1.1056 |
|
| R3 |
1.1224 |
1.1172 |
1.1016 |
|
| R2 |
1.1081 |
1.1081 |
1.1003 |
|
| R1 |
1.1029 |
1.1029 |
1.0990 |
1.1055 |
| PP |
1.0938 |
1.0938 |
1.0938 |
1.0951 |
| S1 |
1.0886 |
1.0886 |
1.0964 |
1.0912 |
| S2 |
1.0795 |
1.0795 |
1.0951 |
|
| S3 |
1.0652 |
1.0743 |
1.0938 |
|
| S4 |
1.0509 |
1.0600 |
1.0898 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1374 |
1.1321 |
1.1057 |
|
| R3 |
1.1229 |
1.1176 |
1.1017 |
|
| R2 |
1.1083 |
1.1083 |
1.1004 |
|
| R1 |
1.1030 |
1.1030 |
1.0990 |
1.1057 |
| PP |
1.0938 |
1.0938 |
1.0938 |
1.0951 |
| S1 |
1.0885 |
1.0885 |
1.0964 |
1.0911 |
| S2 |
1.0792 |
1.0792 |
1.0950 |
|
| S3 |
1.0647 |
1.0739 |
1.0937 |
|
| S4 |
1.0501 |
1.0594 |
1.0897 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0991 |
1.0845 |
0.0146 |
1.3% |
0.0070 |
0.6% |
91% |
True |
False |
1,578 |
| 10 |
1.0991 |
1.0845 |
0.0146 |
1.3% |
0.0053 |
0.5% |
91% |
True |
False |
1,031 |
| 20 |
1.1025 |
1.0845 |
0.0180 |
1.6% |
0.0045 |
0.4% |
74% |
False |
False |
1,105 |
| 40 |
1.1025 |
1.0760 |
0.0265 |
2.4% |
0.0051 |
0.5% |
82% |
False |
False |
973 |
| 60 |
1.1025 |
1.0760 |
0.0265 |
2.4% |
0.0046 |
0.4% |
82% |
False |
False |
716 |
| 80 |
1.1025 |
1.0729 |
0.0296 |
2.7% |
0.0046 |
0.4% |
84% |
False |
False |
569 |
| 100 |
1.1085 |
1.0729 |
0.0356 |
3.2% |
0.0044 |
0.4% |
70% |
False |
False |
467 |
| 120 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0041 |
0.4% |
67% |
False |
False |
403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1598 |
|
2.618 |
1.1365 |
|
1.618 |
1.1222 |
|
1.000 |
1.1134 |
|
0.618 |
1.1079 |
|
HIGH |
1.0991 |
|
0.618 |
1.0936 |
|
0.500 |
1.0919 |
|
0.382 |
1.0902 |
|
LOW |
1.0848 |
|
0.618 |
1.0759 |
|
1.000 |
1.0705 |
|
1.618 |
1.0616 |
|
2.618 |
1.0473 |
|
4.250 |
1.0240 |
|
|
| Fisher Pivots for day following 02-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0958 |
1.0957 |
| PP |
1.0938 |
1.0938 |
| S1 |
1.0919 |
1.0918 |
|