CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 16-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2024 |
16-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1070 |
1.1033 |
-0.0037 |
-0.3% |
1.0977 |
| High |
1.1074 |
1.1089 |
0.0016 |
0.1% |
1.1107 |
| Low |
1.1010 |
1.1031 |
0.0021 |
0.2% |
1.0973 |
| Close |
1.1038 |
1.1081 |
0.0043 |
0.4% |
1.1081 |
| Range |
0.0064 |
0.0058 |
-0.0006 |
-8.7% |
0.0134 |
| ATR |
0.0054 |
0.0054 |
0.0000 |
0.6% |
0.0000 |
| Volume |
5,000 |
1,648 |
-3,352 |
-67.0% |
11,140 |
|
| Daily Pivots for day following 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1241 |
1.1219 |
1.1112 |
|
| R3 |
1.1183 |
1.1161 |
1.1096 |
|
| R2 |
1.1125 |
1.1125 |
1.1091 |
|
| R1 |
1.1103 |
1.1103 |
1.1086 |
1.1114 |
| PP |
1.1067 |
1.1067 |
1.1067 |
1.1072 |
| S1 |
1.1045 |
1.1045 |
1.1075 |
1.1056 |
| S2 |
1.1009 |
1.1009 |
1.1070 |
|
| S3 |
1.0951 |
1.0987 |
1.1065 |
|
| S4 |
1.0893 |
1.0929 |
1.1049 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1456 |
1.1402 |
1.1154 |
|
| R3 |
1.1322 |
1.1268 |
1.1117 |
|
| R2 |
1.1188 |
1.1188 |
1.1105 |
|
| R1 |
1.1134 |
1.1134 |
1.1093 |
1.1161 |
| PP |
1.1054 |
1.1054 |
1.1054 |
1.1067 |
| S1 |
1.1000 |
1.1000 |
1.1068 |
1.1027 |
| S2 |
1.0920 |
1.0920 |
1.1056 |
|
| S3 |
1.0786 |
1.0866 |
1.1044 |
|
| S4 |
1.0652 |
1.0732 |
1.1007 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1107 |
1.0973 |
0.0134 |
1.2% |
0.0057 |
0.5% |
80% |
False |
False |
2,228 |
| 10 |
1.1107 |
1.0944 |
0.0163 |
1.5% |
0.0056 |
0.5% |
84% |
False |
False |
1,946 |
| 20 |
1.1107 |
1.0845 |
0.0262 |
2.4% |
0.0054 |
0.5% |
90% |
False |
False |
1,489 |
| 40 |
1.1107 |
1.0760 |
0.0348 |
3.1% |
0.0049 |
0.4% |
92% |
False |
False |
1,284 |
| 60 |
1.1107 |
1.0760 |
0.0348 |
3.1% |
0.0051 |
0.5% |
92% |
False |
False |
1,001 |
| 80 |
1.1107 |
1.0760 |
0.0348 |
3.1% |
0.0047 |
0.4% |
92% |
False |
False |
791 |
| 100 |
1.1107 |
1.0729 |
0.0379 |
3.4% |
0.0045 |
0.4% |
93% |
False |
False |
655 |
| 120 |
1.1107 |
1.0729 |
0.0379 |
3.4% |
0.0043 |
0.4% |
93% |
False |
False |
561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1336 |
|
2.618 |
1.1241 |
|
1.618 |
1.1183 |
|
1.000 |
1.1147 |
|
0.618 |
1.1125 |
|
HIGH |
1.1089 |
|
0.618 |
1.1067 |
|
0.500 |
1.1060 |
|
0.382 |
1.1053 |
|
LOW |
1.1031 |
|
0.618 |
1.0995 |
|
1.000 |
1.0973 |
|
1.618 |
1.0937 |
|
2.618 |
1.0879 |
|
4.250 |
1.0785 |
|
|
| Fisher Pivots for day following 16-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1074 |
1.1073 |
| PP |
1.1067 |
1.1066 |
| S1 |
1.1060 |
1.1059 |
|