CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 22-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2024 |
22-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1188 |
1.1210 |
0.0022 |
0.2% |
1.0977 |
| High |
1.1231 |
1.1230 |
-0.0001 |
0.0% |
1.1107 |
| Low |
1.1164 |
1.1156 |
-0.0009 |
-0.1% |
1.0973 |
| Close |
1.1219 |
1.1168 |
-0.0051 |
-0.5% |
1.1081 |
| Range |
0.0067 |
0.0075 |
0.0008 |
11.2% |
0.0134 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
2.4% |
0.0000 |
| Volume |
4,576 |
1,860 |
-2,716 |
-59.4% |
11,140 |
|
| Daily Pivots for day following 22-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1408 |
1.1363 |
1.1209 |
|
| R3 |
1.1334 |
1.1288 |
1.1188 |
|
| R2 |
1.1259 |
1.1259 |
1.1182 |
|
| R1 |
1.1214 |
1.1214 |
1.1175 |
1.1199 |
| PP |
1.1185 |
1.1185 |
1.1185 |
1.1177 |
| S1 |
1.1139 |
1.1139 |
1.1161 |
1.1125 |
| S2 |
1.1110 |
1.1110 |
1.1154 |
|
| S3 |
1.1036 |
1.1065 |
1.1148 |
|
| S4 |
1.0961 |
1.0990 |
1.1127 |
|
|
| 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 |
1.1031 |
0.0200 |
1.8% |
0.0064 |
0.6% |
69% |
False |
False |
2,415 |
| 10 |
1.1231 |
1.0971 |
0.0261 |
2.3% |
0.0057 |
0.5% |
76% |
False |
False |
2,203 |
| 20 |
1.1231 |
1.0845 |
0.0386 |
3.5% |
0.0060 |
0.5% |
84% |
False |
False |
1,904 |
| 40 |
1.1231 |
1.0767 |
0.0465 |
4.2% |
0.0051 |
0.5% |
86% |
False |
False |
1,446 |
| 60 |
1.1231 |
1.0760 |
0.0472 |
4.2% |
0.0053 |
0.5% |
87% |
False |
False |
1,164 |
| 80 |
1.1231 |
1.0760 |
0.0472 |
4.2% |
0.0048 |
0.4% |
87% |
False |
False |
919 |
| 100 |
1.1231 |
1.0729 |
0.0503 |
4.5% |
0.0047 |
0.4% |
87% |
False |
False |
759 |
| 120 |
1.1231 |
1.0729 |
0.0503 |
4.5% |
0.0045 |
0.4% |
87% |
False |
False |
647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1547 |
|
2.618 |
1.1425 |
|
1.618 |
1.1351 |
|
1.000 |
1.1305 |
|
0.618 |
1.1276 |
|
HIGH |
1.1230 |
|
0.618 |
1.1202 |
|
0.500 |
1.1193 |
|
0.382 |
1.1184 |
|
LOW |
1.1156 |
|
0.618 |
1.1109 |
|
1.000 |
1.1081 |
|
1.618 |
1.1035 |
|
2.618 |
1.0960 |
|
4.250 |
1.0839 |
|
|
| Fisher Pivots for day following 22-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1193 |
1.1182 |
| PP |
1.1185 |
1.1177 |
| S1 |
1.1176 |
1.1173 |
|