CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 13-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2024 |
13-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0977 |
1.0991 |
0.0015 |
0.1% |
1.0979 |
| High |
1.0999 |
1.1060 |
0.0062 |
0.6% |
1.1070 |
| Low |
1.0973 |
1.0981 |
0.0008 |
0.1% |
1.0944 |
| Close |
1.0992 |
1.1060 |
0.0069 |
0.6% |
1.0982 |
| Range |
0.0026 |
0.0080 |
0.0054 |
211.8% |
0.0126 |
| ATR |
0.0050 |
0.0052 |
0.0002 |
4.2% |
0.0000 |
| Volume |
940 |
1,034 |
94 |
10.0% |
8,323 |
|
| Daily Pivots for day following 13-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1272 |
1.1246 |
1.1104 |
|
| R3 |
1.1193 |
1.1166 |
1.1082 |
|
| R2 |
1.1113 |
1.1113 |
1.1075 |
|
| R1 |
1.1087 |
1.1087 |
1.1067 |
1.1100 |
| PP |
1.1034 |
1.1034 |
1.1034 |
1.1040 |
| S1 |
1.1007 |
1.1007 |
1.1053 |
1.1020 |
| S2 |
1.0954 |
1.0954 |
1.1045 |
|
| S3 |
1.0875 |
1.0928 |
1.1038 |
|
| S4 |
1.0795 |
1.0848 |
1.1016 |
|
|
| 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 |
1.1060 |
1.0944 |
0.0116 |
1.0% |
0.0043 |
0.4% |
100% |
True |
False |
1,149 |
| 10 |
1.1070 |
1.0845 |
0.0225 |
2.0% |
0.0062 |
0.6% |
96% |
False |
False |
1,673 |
| 20 |
1.1070 |
1.0845 |
0.0225 |
2.0% |
0.0051 |
0.5% |
96% |
False |
False |
1,104 |
| 40 |
1.1070 |
1.0760 |
0.0310 |
2.8% |
0.0048 |
0.4% |
97% |
False |
False |
1,114 |
| 60 |
1.1070 |
1.0760 |
0.0310 |
2.8% |
0.0049 |
0.4% |
97% |
False |
False |
858 |
| 80 |
1.1070 |
1.0731 |
0.0339 |
3.1% |
0.0046 |
0.4% |
97% |
False |
False |
679 |
| 100 |
1.1070 |
1.0729 |
0.0341 |
3.1% |
0.0045 |
0.4% |
97% |
False |
False |
565 |
| 120 |
1.1098 |
1.0729 |
0.0369 |
3.3% |
0.0042 |
0.4% |
90% |
False |
False |
487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1398 |
|
2.618 |
1.1268 |
|
1.618 |
1.1189 |
|
1.000 |
1.1140 |
|
0.618 |
1.1109 |
|
HIGH |
1.1060 |
|
0.618 |
1.1030 |
|
0.500 |
1.1020 |
|
0.382 |
1.1011 |
|
LOW |
1.0981 |
|
0.618 |
1.0931 |
|
1.000 |
1.0901 |
|
1.618 |
1.0852 |
|
2.618 |
1.0772 |
|
4.250 |
1.0643 |
|
|
| Fisher Pivots for day following 13-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1047 |
1.1045 |
| PP |
1.1034 |
1.1030 |
| S1 |
1.1020 |
1.1015 |
|