CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 05-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2024 |
05-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0856 |
1.0979 |
0.0124 |
1.1% |
1.0929 |
| High |
1.0991 |
1.1070 |
0.0079 |
0.7% |
1.0991 |
| Low |
1.0848 |
1.0961 |
0.0114 |
1.0% |
1.0845 |
| Close |
1.0977 |
1.1014 |
0.0037 |
0.3% |
1.0977 |
| Range |
0.0143 |
0.0109 |
-0.0035 |
-24.1% |
0.0146 |
| ATR |
0.0052 |
0.0056 |
0.0004 |
7.8% |
0.0000 |
| Volume |
4,168 |
2,958 |
-1,210 |
-29.0% |
7,892 |
|
| Daily Pivots for day following 05-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1340 |
1.1286 |
1.1074 |
|
| R3 |
1.1232 |
1.1177 |
1.1044 |
|
| R2 |
1.1123 |
1.1123 |
1.1034 |
|
| R1 |
1.1069 |
1.1069 |
1.1024 |
1.1096 |
| PP |
1.1015 |
1.1015 |
1.1015 |
1.1029 |
| S1 |
1.0960 |
1.0960 |
1.1004 |
1.0988 |
| S2 |
1.0906 |
1.0906 |
1.0994 |
|
| S3 |
1.0798 |
1.0852 |
1.0984 |
|
| S4 |
1.0689 |
1.0743 |
1.0954 |
|
|
| 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 |
1.1070 |
1.0845 |
0.0225 |
2.0% |
0.0078 |
0.7% |
75% |
True |
False |
2,068 |
| 10 |
1.1070 |
1.0845 |
0.0225 |
2.0% |
0.0061 |
0.6% |
75% |
True |
False |
1,310 |
| 20 |
1.1070 |
1.0845 |
0.0225 |
2.0% |
0.0049 |
0.4% |
75% |
True |
False |
1,214 |
| 40 |
1.1070 |
1.0760 |
0.0310 |
2.8% |
0.0053 |
0.5% |
82% |
True |
False |
1,044 |
| 60 |
1.1070 |
1.0760 |
0.0310 |
2.8% |
0.0048 |
0.4% |
82% |
True |
False |
764 |
| 80 |
1.1070 |
1.0729 |
0.0341 |
3.1% |
0.0046 |
0.4% |
84% |
True |
False |
600 |
| 100 |
1.1085 |
1.0729 |
0.0356 |
3.2% |
0.0045 |
0.4% |
80% |
False |
False |
495 |
| 120 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0041 |
0.4% |
77% |
False |
False |
428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1531 |
|
2.618 |
1.1354 |
|
1.618 |
1.1245 |
|
1.000 |
1.1178 |
|
0.618 |
1.1137 |
|
HIGH |
1.1070 |
|
0.618 |
1.1028 |
|
0.500 |
1.1015 |
|
0.382 |
1.1002 |
|
LOW |
1.0961 |
|
0.618 |
1.0894 |
|
1.000 |
1.0853 |
|
1.618 |
1.0785 |
|
2.618 |
1.0677 |
|
4.250 |
1.0500 |
|
|
| Fisher Pivots for day following 05-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1015 |
1.0995 |
| PP |
1.1015 |
1.0976 |
| S1 |
1.1014 |
1.0957 |
|