CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 19-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2024 |
19-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1033 |
1.1093 |
0.0060 |
0.5% |
1.0977 |
| High |
1.1089 |
1.1146 |
0.0057 |
0.5% |
1.1107 |
| Low |
1.1031 |
1.1085 |
0.0054 |
0.5% |
1.0973 |
| Close |
1.1081 |
1.1142 |
0.0062 |
0.6% |
1.1081 |
| Range |
0.0058 |
0.0062 |
0.0004 |
6.0% |
0.0134 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
1.5% |
0.0000 |
| Volume |
1,648 |
2,176 |
528 |
32.0% |
11,140 |
|
| Daily Pivots for day following 19-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1309 |
1.1287 |
1.1176 |
|
| R3 |
1.1247 |
1.1225 |
1.1159 |
|
| R2 |
1.1186 |
1.1186 |
1.1153 |
|
| R1 |
1.1164 |
1.1164 |
1.1148 |
1.1175 |
| PP |
1.1124 |
1.1124 |
1.1124 |
1.1130 |
| S1 |
1.1102 |
1.1102 |
1.1136 |
1.1113 |
| S2 |
1.1063 |
1.1063 |
1.1131 |
|
| S3 |
1.1001 |
1.1041 |
1.1125 |
|
| S4 |
1.0940 |
1.0979 |
1.1108 |
|
|
| 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 |
1.1146 |
1.0981 |
0.0166 |
1.5% |
0.0065 |
0.6% |
98% |
True |
False |
2,475 |
| 10 |
1.1146 |
1.0944 |
0.0202 |
1.8% |
0.0051 |
0.5% |
98% |
True |
False |
1,868 |
| 20 |
1.1146 |
1.0845 |
0.0301 |
2.7% |
0.0056 |
0.5% |
99% |
True |
False |
1,589 |
| 40 |
1.1146 |
1.0760 |
0.0387 |
3.5% |
0.0049 |
0.4% |
99% |
True |
False |
1,291 |
| 60 |
1.1146 |
1.0760 |
0.0387 |
3.5% |
0.0051 |
0.5% |
99% |
True |
False |
1,035 |
| 80 |
1.1146 |
1.0760 |
0.0387 |
3.5% |
0.0047 |
0.4% |
99% |
True |
False |
818 |
| 100 |
1.1146 |
1.0729 |
0.0418 |
3.7% |
0.0046 |
0.4% |
99% |
True |
False |
677 |
| 120 |
1.1146 |
1.0729 |
0.0418 |
3.7% |
0.0044 |
0.4% |
99% |
True |
False |
578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1407 |
|
2.618 |
1.1307 |
|
1.618 |
1.1246 |
|
1.000 |
1.1208 |
|
0.618 |
1.1184 |
|
HIGH |
1.1146 |
|
0.618 |
1.1123 |
|
0.500 |
1.1115 |
|
0.382 |
1.1108 |
|
LOW |
1.1085 |
|
0.618 |
1.1046 |
|
1.000 |
1.1023 |
|
1.618 |
1.0985 |
|
2.618 |
1.0923 |
|
4.250 |
1.0823 |
|
|
| Fisher Pivots for day following 19-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1133 |
1.1121 |
| PP |
1.1124 |
1.1099 |
| S1 |
1.1115 |
1.1078 |
|