CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 09-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2024 |
09-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0993 |
1.0976 |
-0.0017 |
-0.2% |
1.0979 |
| High |
1.1002 |
1.0992 |
-0.0010 |
-0.1% |
1.1070 |
| Low |
1.0944 |
1.0971 |
0.0027 |
0.2% |
1.0944 |
| Close |
1.0981 |
1.0982 |
0.0001 |
0.0% |
1.0982 |
| Range |
0.0058 |
0.0022 |
-0.0037 |
-62.9% |
0.0126 |
| ATR |
0.0054 |
0.0052 |
-0.0002 |
-4.3% |
0.0000 |
| Volume |
1,962 |
468 |
-1,494 |
-76.1% |
8,323 |
|
| Daily Pivots for day following 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1046 |
1.1035 |
1.0993 |
|
| R3 |
1.1024 |
1.1014 |
1.0987 |
|
| R2 |
1.1003 |
1.1003 |
1.0985 |
|
| R1 |
1.0992 |
1.0992 |
1.0983 |
1.0998 |
| PP |
1.0981 |
1.0981 |
1.0981 |
1.0984 |
| S1 |
1.0971 |
1.0971 |
1.0980 |
1.0976 |
| S2 |
1.0960 |
1.0960 |
1.0978 |
|
| S3 |
1.0938 |
1.0949 |
1.0976 |
|
| S4 |
1.0917 |
1.0928 |
1.0970 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1375 |
1.1304 |
1.1051 |
|
| R3 |
1.1249 |
1.1178 |
1.1016 |
|
| R2 |
1.1124 |
1.1124 |
1.1005 |
|
| R1 |
1.1053 |
1.1053 |
1.0993 |
1.1088 |
| PP |
1.0998 |
1.0998 |
1.0998 |
1.1016 |
| S1 |
1.0927 |
1.0927 |
1.0970 |
1.0963 |
| S2 |
1.0873 |
1.0873 |
1.0958 |
|
| S3 |
1.0747 |
1.0802 |
1.0947 |
|
| S4 |
1.0622 |
1.0676 |
1.0912 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1070 |
1.0944 |
0.0126 |
1.1% |
0.0054 |
0.5% |
30% |
False |
False |
1,664 |
| 10 |
1.1070 |
1.0845 |
0.0225 |
2.0% |
0.0062 |
0.6% |
61% |
False |
False |
1,621 |
| 20 |
1.1070 |
1.0845 |
0.0225 |
2.0% |
0.0049 |
0.4% |
61% |
False |
False |
1,168 |
| 40 |
1.1070 |
1.0760 |
0.0310 |
2.8% |
0.0049 |
0.4% |
72% |
False |
False |
1,099 |
| 60 |
1.1070 |
1.0760 |
0.0310 |
2.8% |
0.0048 |
0.4% |
72% |
False |
False |
849 |
| 80 |
1.1070 |
1.0731 |
0.0339 |
3.1% |
0.0045 |
0.4% |
74% |
False |
False |
662 |
| 100 |
1.1070 |
1.0729 |
0.0341 |
3.1% |
0.0045 |
0.4% |
74% |
False |
False |
546 |
| 120 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0041 |
0.4% |
69% |
False |
False |
471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1083 |
|
2.618 |
1.1048 |
|
1.618 |
1.1027 |
|
1.000 |
1.1014 |
|
0.618 |
1.1005 |
|
HIGH |
1.0992 |
|
0.618 |
1.0984 |
|
0.500 |
1.0981 |
|
0.382 |
1.0979 |
|
LOW |
1.0971 |
|
0.618 |
1.0957 |
|
1.000 |
1.0949 |
|
1.618 |
1.0936 |
|
2.618 |
1.0914 |
|
4.250 |
1.0879 |
|
|
| Fisher Pivots for day following 09-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0981 |
1.0979 |
| PP |
1.0981 |
1.0976 |
| S1 |
1.0981 |
1.0973 |
|