CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 21-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2024 |
21-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1147 |
1.1188 |
0.0041 |
0.4% |
1.0977 |
| High |
1.1190 |
1.1231 |
0.0042 |
0.4% |
1.1107 |
| Low |
1.1133 |
1.1164 |
0.0032 |
0.3% |
1.0973 |
| Close |
1.1180 |
1.1219 |
0.0039 |
0.3% |
1.1081 |
| Range |
0.0057 |
0.0067 |
0.0010 |
17.5% |
0.0134 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.6% |
0.0000 |
| Volume |
1,817 |
4,576 |
2,759 |
151.8% |
11,140 |
|
| Daily Pivots for day following 21-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1406 |
1.1379 |
1.1256 |
|
| R3 |
1.1339 |
1.1312 |
1.1237 |
|
| R2 |
1.1272 |
1.1272 |
1.1231 |
|
| R1 |
1.1245 |
1.1245 |
1.1225 |
1.1259 |
| PP |
1.1205 |
1.1205 |
1.1205 |
1.1211 |
| S1 |
1.1178 |
1.1178 |
1.1213 |
1.1192 |
| S2 |
1.1138 |
1.1138 |
1.1207 |
|
| S3 |
1.1071 |
1.1111 |
1.1201 |
|
| S4 |
1.1004 |
1.1044 |
1.1182 |
|
|
| 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 |
1.1231 |
1.1010 |
0.0221 |
2.0% |
0.0061 |
0.5% |
95% |
True |
False |
3,043 |
| 10 |
1.1231 |
1.0944 |
0.0287 |
2.6% |
0.0055 |
0.5% |
96% |
True |
False |
2,213 |
| 20 |
1.1231 |
1.0845 |
0.0386 |
3.4% |
0.0058 |
0.5% |
97% |
True |
False |
1,850 |
| 40 |
1.1231 |
1.0760 |
0.0472 |
4.2% |
0.0050 |
0.4% |
97% |
True |
False |
1,416 |
| 60 |
1.1231 |
1.0760 |
0.0472 |
4.2% |
0.0052 |
0.5% |
97% |
True |
False |
1,135 |
| 80 |
1.1231 |
1.0760 |
0.0472 |
4.2% |
0.0047 |
0.4% |
97% |
True |
False |
896 |
| 100 |
1.1231 |
1.0729 |
0.0503 |
4.5% |
0.0046 |
0.4% |
98% |
True |
False |
740 |
| 120 |
1.1231 |
1.0729 |
0.0503 |
4.5% |
0.0044 |
0.4% |
98% |
True |
False |
631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1516 |
|
2.618 |
1.1406 |
|
1.618 |
1.1339 |
|
1.000 |
1.1298 |
|
0.618 |
1.1272 |
|
HIGH |
1.1231 |
|
0.618 |
1.1205 |
|
0.500 |
1.1198 |
|
0.382 |
1.1190 |
|
LOW |
1.1164 |
|
0.618 |
1.1123 |
|
1.000 |
1.1097 |
|
1.618 |
1.1056 |
|
2.618 |
1.0989 |
|
4.250 |
1.0879 |
|
|
| Fisher Pivots for day following 21-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1212 |
1.1199 |
| PP |
1.1205 |
1.1178 |
| S1 |
1.1198 |
1.1158 |
|