CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 14-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2024 |
14-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0991 |
1.1057 |
0.0066 |
0.6% |
1.0979 |
| High |
1.1060 |
1.1107 |
0.0047 |
0.4% |
1.1070 |
| Low |
1.0981 |
1.1047 |
0.0067 |
0.6% |
1.0944 |
| Close |
1.1060 |
1.1078 |
0.0018 |
0.2% |
1.0982 |
| Range |
0.0080 |
0.0060 |
-0.0020 |
-24.5% |
0.0126 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
1.1% |
0.0000 |
| Volume |
1,034 |
2,518 |
1,484 |
143.5% |
8,323 |
|
| Daily Pivots for day following 14-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1257 |
1.1227 |
1.1111 |
|
| R3 |
1.1197 |
1.1167 |
1.1094 |
|
| R2 |
1.1137 |
1.1137 |
1.1089 |
|
| R1 |
1.1107 |
1.1107 |
1.1083 |
1.1122 |
| PP |
1.1077 |
1.1077 |
1.1077 |
1.1085 |
| S1 |
1.1047 |
1.1047 |
1.1072 |
1.1062 |
| S2 |
1.1017 |
1.1017 |
1.1067 |
|
| S3 |
1.0957 |
1.0987 |
1.1061 |
|
| S4 |
1.0897 |
1.0927 |
1.1045 |
|
|
| 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 |
1.1107 |
1.0944 |
0.0163 |
1.5% |
0.0049 |
0.4% |
82% |
True |
False |
1,384 |
| 10 |
1.1107 |
1.0845 |
0.0262 |
2.4% |
0.0064 |
0.6% |
89% |
True |
False |
1,843 |
| 20 |
1.1107 |
1.0845 |
0.0262 |
2.4% |
0.0052 |
0.5% |
89% |
True |
False |
1,191 |
| 40 |
1.1107 |
1.0760 |
0.0348 |
3.1% |
0.0048 |
0.4% |
92% |
True |
False |
1,154 |
| 60 |
1.1107 |
1.0760 |
0.0348 |
3.1% |
0.0049 |
0.4% |
92% |
True |
False |
898 |
| 80 |
1.1107 |
1.0760 |
0.0348 |
3.1% |
0.0046 |
0.4% |
92% |
True |
False |
709 |
| 100 |
1.1107 |
1.0729 |
0.0379 |
3.4% |
0.0045 |
0.4% |
92% |
True |
False |
590 |
| 120 |
1.1107 |
1.0729 |
0.0379 |
3.4% |
0.0043 |
0.4% |
92% |
True |
False |
507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1362 |
|
2.618 |
1.1264 |
|
1.618 |
1.1204 |
|
1.000 |
1.1167 |
|
0.618 |
1.1144 |
|
HIGH |
1.1107 |
|
0.618 |
1.1084 |
|
0.500 |
1.1077 |
|
0.382 |
1.1070 |
|
LOW |
1.1047 |
|
0.618 |
1.1010 |
|
1.000 |
1.0987 |
|
1.618 |
1.0950 |
|
2.618 |
1.0890 |
|
4.250 |
1.0792 |
|
|
| Fisher Pivots for day following 14-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1077 |
1.1065 |
| PP |
1.1077 |
1.1053 |
| S1 |
1.1077 |
1.1040 |
|