CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 15-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2024 |
15-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1057 |
1.1070 |
0.0014 |
0.1% |
1.0979 |
| High |
1.1107 |
1.1074 |
-0.0034 |
-0.3% |
1.1070 |
| Low |
1.1047 |
1.1010 |
-0.0037 |
-0.3% |
1.0944 |
| Close |
1.1078 |
1.1038 |
-0.0040 |
-0.4% |
1.0982 |
| Range |
0.0060 |
0.0064 |
0.0004 |
5.8% |
0.0126 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
2.0% |
0.0000 |
| Volume |
2,518 |
5,000 |
2,482 |
98.6% |
8,323 |
|
| Daily Pivots for day following 15-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1231 |
1.1198 |
1.1073 |
|
| R3 |
1.1168 |
1.1135 |
1.1055 |
|
| R2 |
1.1104 |
1.1104 |
1.1050 |
|
| R1 |
1.1071 |
1.1071 |
1.1044 |
1.1056 |
| PP |
1.1041 |
1.1041 |
1.1041 |
1.1033 |
| S1 |
1.1008 |
1.1008 |
1.1032 |
1.0992 |
| S2 |
1.0977 |
1.0977 |
1.1026 |
|
| S3 |
1.0914 |
1.0944 |
1.1021 |
|
| S4 |
1.0850 |
1.0881 |
1.1003 |
|
|
| 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 |
1.0971 |
0.0137 |
1.2% |
0.0050 |
0.5% |
49% |
False |
False |
1,992 |
| 10 |
1.1107 |
1.0848 |
0.0260 |
2.4% |
0.0064 |
0.6% |
73% |
False |
False |
2,198 |
| 20 |
1.1107 |
1.0845 |
0.0262 |
2.4% |
0.0053 |
0.5% |
74% |
False |
False |
1,423 |
| 40 |
1.1107 |
1.0760 |
0.0348 |
3.1% |
0.0049 |
0.4% |
80% |
False |
False |
1,263 |
| 60 |
1.1107 |
1.0760 |
0.0348 |
3.1% |
0.0050 |
0.5% |
80% |
False |
False |
979 |
| 80 |
1.1107 |
1.0760 |
0.0348 |
3.1% |
0.0046 |
0.4% |
80% |
False |
False |
771 |
| 100 |
1.1107 |
1.0729 |
0.0379 |
3.4% |
0.0045 |
0.4% |
82% |
False |
False |
639 |
| 120 |
1.1107 |
1.0729 |
0.0379 |
3.4% |
0.0043 |
0.4% |
82% |
False |
False |
549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1343 |
|
2.618 |
1.1240 |
|
1.618 |
1.1176 |
|
1.000 |
1.1137 |
|
0.618 |
1.1113 |
|
HIGH |
1.1074 |
|
0.618 |
1.1049 |
|
0.500 |
1.1042 |
|
0.382 |
1.1034 |
|
LOW |
1.1010 |
|
0.618 |
1.0971 |
|
1.000 |
1.0947 |
|
1.618 |
1.0907 |
|
2.618 |
1.0844 |
|
4.250 |
1.0740 |
|
|
| Fisher Pivots for day following 15-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1042 |
1.1044 |
| PP |
1.1041 |
1.1042 |
| S1 |
1.1039 |
1.1040 |
|