CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 07-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2024 |
07-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1010 |
1.0989 |
-0.0021 |
-0.2% |
1.0929 |
| High |
1.1022 |
1.0999 |
-0.0024 |
-0.2% |
1.0991 |
| Low |
1.0968 |
1.0969 |
0.0001 |
0.0% |
1.0845 |
| Close |
1.0991 |
1.0984 |
-0.0007 |
-0.1% |
1.0977 |
| Range |
0.0054 |
0.0030 |
-0.0025 |
-45.4% |
0.0146 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
1,593 |
1,342 |
-251 |
-15.8% |
7,892 |
|
| Daily Pivots for day following 07-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1072 |
1.1058 |
1.1000 |
|
| R3 |
1.1043 |
1.1028 |
1.0992 |
|
| R2 |
1.1013 |
1.1013 |
1.0989 |
|
| R1 |
1.0999 |
1.0999 |
1.0987 |
1.0991 |
| PP |
1.0984 |
1.0984 |
1.0984 |
1.0980 |
| S1 |
1.0969 |
1.0969 |
1.0981 |
1.0962 |
| S2 |
1.0954 |
1.0954 |
1.0979 |
|
| S3 |
1.0925 |
1.0940 |
1.0976 |
|
| S4 |
1.0895 |
1.0910 |
1.0968 |
|
|
| 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% |
0.0079 |
0.7% |
62% |
False |
False |
2,303 |
| 10 |
1.1070 |
1.0845 |
0.0225 |
2.0% |
0.0061 |
0.6% |
62% |
False |
False |
1,486 |
| 20 |
1.1070 |
1.0845 |
0.0225 |
2.0% |
0.0051 |
0.5% |
62% |
False |
False |
1,318 |
| 40 |
1.1070 |
1.0760 |
0.0310 |
2.8% |
0.0051 |
0.5% |
72% |
False |
False |
1,062 |
| 60 |
1.1070 |
1.0760 |
0.0310 |
2.8% |
0.0048 |
0.4% |
72% |
False |
False |
810 |
| 80 |
1.1070 |
1.0729 |
0.0341 |
3.1% |
0.0045 |
0.4% |
75% |
False |
False |
634 |
| 100 |
1.1070 |
1.0729 |
0.0341 |
3.1% |
0.0044 |
0.4% |
75% |
False |
False |
523 |
| 120 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0041 |
0.4% |
69% |
False |
False |
452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1124 |
|
2.618 |
1.1076 |
|
1.618 |
1.1046 |
|
1.000 |
1.1028 |
|
0.618 |
1.1017 |
|
HIGH |
1.0999 |
|
0.618 |
1.0987 |
|
0.500 |
1.0984 |
|
0.382 |
1.0980 |
|
LOW |
1.0969 |
|
0.618 |
1.0951 |
|
1.000 |
1.0940 |
|
1.618 |
1.0921 |
|
2.618 |
1.0892 |
|
4.250 |
1.0844 |
|
|
| Fisher Pivots for day following 07-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0984 |
1.1015 |
| PP |
1.0984 |
1.1005 |
| S1 |
1.0984 |
1.0994 |
|