CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 08-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2024 |
08-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0989 |
1.0993 |
0.0004 |
0.0% |
1.0929 |
| High |
1.0999 |
1.1002 |
0.0004 |
0.0% |
1.0991 |
| Low |
1.0969 |
1.0944 |
-0.0025 |
-0.2% |
1.0845 |
| Close |
1.0984 |
1.0981 |
-0.0004 |
0.0% |
1.0977 |
| Range |
0.0030 |
0.0058 |
0.0029 |
96.6% |
0.0146 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.6% |
0.0000 |
| Volume |
1,342 |
1,962 |
620 |
46.2% |
7,892 |
|
| Daily Pivots for day following 08-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1150 |
1.1123 |
1.1012 |
|
| R3 |
1.1092 |
1.1065 |
1.0996 |
|
| R2 |
1.1034 |
1.1034 |
1.0991 |
|
| R1 |
1.1007 |
1.1007 |
1.0986 |
1.0991 |
| PP |
1.0976 |
1.0976 |
1.0976 |
1.0968 |
| S1 |
1.0949 |
1.0949 |
1.0975 |
1.0933 |
| S2 |
1.0918 |
1.0918 |
1.0970 |
|
| S3 |
1.0860 |
1.0891 |
1.0965 |
|
| S4 |
1.0802 |
1.0833 |
1.0949 |
|
|
| 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 |
1.0848 |
0.0222 |
2.0% |
0.0079 |
0.7% |
60% |
False |
False |
2,404 |
| 10 |
1.1070 |
1.0845 |
0.0225 |
2.0% |
0.0062 |
0.6% |
60% |
False |
False |
1,604 |
| 20 |
1.1070 |
1.0845 |
0.0225 |
2.0% |
0.0051 |
0.5% |
60% |
False |
False |
1,211 |
| 40 |
1.1070 |
1.0760 |
0.0310 |
2.8% |
0.0051 |
0.5% |
71% |
False |
False |
1,095 |
| 60 |
1.1070 |
1.0760 |
0.0310 |
2.8% |
0.0048 |
0.4% |
71% |
False |
False |
842 |
| 80 |
1.1070 |
1.0729 |
0.0341 |
3.1% |
0.0046 |
0.4% |
74% |
False |
False |
659 |
| 100 |
1.1070 |
1.0729 |
0.0341 |
3.1% |
0.0045 |
0.4% |
74% |
False |
False |
542 |
| 120 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0041 |
0.4% |
68% |
False |
False |
467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1249 |
|
2.618 |
1.1154 |
|
1.618 |
1.1096 |
|
1.000 |
1.1060 |
|
0.618 |
1.1038 |
|
HIGH |
1.1002 |
|
0.618 |
1.0980 |
|
0.500 |
1.0973 |
|
0.382 |
1.0966 |
|
LOW |
1.0944 |
|
0.618 |
1.0908 |
|
1.000 |
1.0886 |
|
1.618 |
1.0850 |
|
2.618 |
1.0792 |
|
4.250 |
1.0698 |
|
|
| Fisher Pivots for day following 08-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0978 |
1.0983 |
| PP |
1.0976 |
1.0982 |
| S1 |
1.0973 |
1.0981 |
|