CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 20-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2024 |
20-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1093 |
1.1147 |
0.0055 |
0.5% |
1.0977 |
| High |
1.1146 |
1.1190 |
0.0044 |
0.4% |
1.1107 |
| Low |
1.1085 |
1.1133 |
0.0048 |
0.4% |
1.0973 |
| Close |
1.1142 |
1.1180 |
0.0038 |
0.3% |
1.1081 |
| Range |
0.0062 |
0.0057 |
-0.0005 |
-7.3% |
0.0134 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.3% |
0.0000 |
| Volume |
2,176 |
1,817 |
-359 |
-16.5% |
11,140 |
|
| Daily Pivots for day following 20-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1338 |
1.1316 |
1.1211 |
|
| R3 |
1.1281 |
1.1259 |
1.1196 |
|
| R2 |
1.1224 |
1.1224 |
1.1190 |
|
| R1 |
1.1202 |
1.1202 |
1.1185 |
1.1213 |
| PP |
1.1167 |
1.1167 |
1.1167 |
1.1173 |
| S1 |
1.1145 |
1.1145 |
1.1175 |
1.1156 |
| S2 |
1.1110 |
1.1110 |
1.1170 |
|
| S3 |
1.1053 |
1.1088 |
1.1164 |
|
| S4 |
1.0996 |
1.1031 |
1.1149 |
|
|
| 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 |
1.1190 |
1.1010 |
0.0180 |
1.6% |
0.0060 |
0.5% |
95% |
True |
False |
2,631 |
| 10 |
1.1190 |
1.0944 |
0.0246 |
2.2% |
0.0051 |
0.5% |
96% |
True |
False |
1,890 |
| 20 |
1.1190 |
1.0845 |
0.0345 |
3.1% |
0.0057 |
0.5% |
97% |
True |
False |
1,660 |
| 40 |
1.1190 |
1.0760 |
0.0430 |
3.8% |
0.0049 |
0.4% |
98% |
True |
False |
1,315 |
| 60 |
1.1190 |
1.0760 |
0.0430 |
3.8% |
0.0051 |
0.5% |
98% |
True |
False |
1,061 |
| 80 |
1.1190 |
1.0760 |
0.0430 |
3.8% |
0.0047 |
0.4% |
98% |
True |
False |
840 |
| 100 |
1.1190 |
1.0729 |
0.0461 |
4.1% |
0.0046 |
0.4% |
98% |
True |
False |
695 |
| 120 |
1.1190 |
1.0729 |
0.0461 |
4.1% |
0.0044 |
0.4% |
98% |
True |
False |
593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1432 |
|
2.618 |
1.1339 |
|
1.618 |
1.1282 |
|
1.000 |
1.1247 |
|
0.618 |
1.1225 |
|
HIGH |
1.1190 |
|
0.618 |
1.1168 |
|
0.500 |
1.1161 |
|
0.382 |
1.1154 |
|
LOW |
1.1133 |
|
0.618 |
1.1097 |
|
1.000 |
1.1076 |
|
1.618 |
1.1040 |
|
2.618 |
1.0983 |
|
4.250 |
1.0890 |
|
|
| Fisher Pivots for day following 20-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1174 |
1.1157 |
| PP |
1.1167 |
1.1134 |
| S1 |
1.1161 |
1.1110 |
|