CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 12-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2024 |
12-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0976 |
1.0977 |
0.0001 |
0.0% |
1.0979 |
| High |
1.0992 |
1.0999 |
0.0007 |
0.1% |
1.1070 |
| Low |
1.0971 |
1.0973 |
0.0003 |
0.0% |
1.0944 |
| Close |
1.0982 |
1.0992 |
0.0010 |
0.1% |
1.0982 |
| Range |
0.0022 |
0.0026 |
0.0004 |
18.6% |
0.0126 |
| ATR |
0.0052 |
0.0050 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
468 |
940 |
472 |
100.9% |
8,323 |
|
| Daily Pivots for day following 12-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1064 |
1.1053 |
1.1006 |
|
| R3 |
1.1039 |
1.1028 |
1.0999 |
|
| R2 |
1.1013 |
1.1013 |
1.0996 |
|
| R1 |
1.1002 |
1.1002 |
1.0994 |
1.1008 |
| PP |
1.0988 |
1.0988 |
1.0988 |
1.0990 |
| S1 |
1.0977 |
1.0977 |
1.0989 |
1.0982 |
| S2 |
1.0962 |
1.0962 |
1.0987 |
|
| S3 |
1.0937 |
1.0951 |
1.0984 |
|
| S4 |
1.0911 |
1.0926 |
1.0977 |
|
|
| 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 |
1.1022 |
1.0944 |
0.0078 |
0.7% |
0.0038 |
0.3% |
61% |
False |
False |
1,261 |
| 10 |
1.1070 |
1.0845 |
0.0225 |
2.0% |
0.0058 |
0.5% |
65% |
False |
False |
1,664 |
| 20 |
1.1070 |
1.0845 |
0.0225 |
2.0% |
0.0049 |
0.4% |
65% |
False |
False |
1,079 |
| 40 |
1.1070 |
1.0760 |
0.0310 |
2.8% |
0.0048 |
0.4% |
75% |
False |
False |
1,107 |
| 60 |
1.1070 |
1.0760 |
0.0310 |
2.8% |
0.0048 |
0.4% |
75% |
False |
False |
859 |
| 80 |
1.1070 |
1.0731 |
0.0339 |
3.1% |
0.0045 |
0.4% |
77% |
False |
False |
673 |
| 100 |
1.1070 |
1.0729 |
0.0341 |
3.1% |
0.0045 |
0.4% |
77% |
False |
False |
555 |
| 120 |
1.1098 |
1.0729 |
0.0369 |
3.4% |
0.0041 |
0.4% |
71% |
False |
False |
478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1107 |
|
2.618 |
1.1065 |
|
1.618 |
1.1040 |
|
1.000 |
1.1024 |
|
0.618 |
1.1014 |
|
HIGH |
1.0999 |
|
0.618 |
1.0989 |
|
0.500 |
1.0986 |
|
0.382 |
1.0983 |
|
LOW |
1.0973 |
|
0.618 |
1.0957 |
|
1.000 |
1.0948 |
|
1.618 |
1.0932 |
|
2.618 |
1.0906 |
|
4.250 |
1.0865 |
|
|
| Fisher Pivots for day following 12-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0990 |
1.0985 |
| PP |
1.0988 |
1.0979 |
| S1 |
1.0986 |
1.0973 |
|