CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 06-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2024 |
06-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0979 |
1.1010 |
0.0031 |
0.3% |
1.0929 |
| High |
1.1070 |
1.1022 |
-0.0048 |
-0.4% |
1.0991 |
| Low |
1.0961 |
1.0968 |
0.0007 |
0.1% |
1.0845 |
| Close |
1.1014 |
1.0991 |
-0.0023 |
-0.2% |
1.0977 |
| Range |
0.0109 |
0.0054 |
-0.0055 |
-50.2% |
0.0146 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
2,958 |
1,593 |
-1,365 |
-46.1% |
7,892 |
|
| Daily Pivots for day following 06-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1156 |
1.1127 |
1.1021 |
|
| R3 |
1.1102 |
1.1073 |
1.1006 |
|
| R2 |
1.1048 |
1.1048 |
1.1001 |
|
| R1 |
1.1019 |
1.1019 |
1.0996 |
1.1007 |
| PP |
1.0994 |
1.0994 |
1.0994 |
1.0987 |
| S1 |
1.0965 |
1.0965 |
1.0986 |
1.0953 |
| S2 |
1.0940 |
1.0940 |
1.0981 |
|
| S3 |
1.0886 |
1.0911 |
1.0976 |
|
| S4 |
1.0832 |
1.0857 |
1.0961 |
|
|
| 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% |
0.0082 |
0.7% |
65% |
False |
False |
2,197 |
| 10 |
1.1070 |
1.0845 |
0.0225 |
2.0% |
0.0062 |
0.6% |
65% |
False |
False |
1,431 |
| 20 |
1.1070 |
1.0845 |
0.0225 |
2.0% |
0.0050 |
0.5% |
65% |
False |
False |
1,270 |
| 40 |
1.1070 |
1.0760 |
0.0310 |
2.8% |
0.0052 |
0.5% |
75% |
False |
False |
1,070 |
| 60 |
1.1070 |
1.0760 |
0.0310 |
2.8% |
0.0048 |
0.4% |
75% |
False |
False |
790 |
| 80 |
1.1070 |
1.0729 |
0.0341 |
3.1% |
0.0046 |
0.4% |
77% |
False |
False |
619 |
| 100 |
1.1082 |
1.0729 |
0.0353 |
3.2% |
0.0045 |
0.4% |
74% |
False |
False |
510 |
| 120 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0041 |
0.4% |
71% |
False |
False |
441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1252 |
|
2.618 |
1.1163 |
|
1.618 |
1.1109 |
|
1.000 |
1.1076 |
|
0.618 |
1.1055 |
|
HIGH |
1.1022 |
|
0.618 |
1.1001 |
|
0.500 |
1.0995 |
|
0.382 |
1.0989 |
|
LOW |
1.0968 |
|
0.618 |
1.0935 |
|
1.000 |
1.0914 |
|
1.618 |
1.0881 |
|
2.618 |
1.0827 |
|
4.250 |
1.0739 |
|
|
| Fisher Pivots for day following 06-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0995 |
1.0980 |
| PP |
1.0994 |
1.0969 |
| S1 |
1.0992 |
1.0959 |
|