CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 23-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2024 |
23-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1210 |
1.1174 |
-0.0036 |
-0.3% |
1.1093 |
| High |
1.1230 |
1.1257 |
0.0027 |
0.2% |
1.1257 |
| Low |
1.1156 |
1.1163 |
0.0007 |
0.1% |
1.1085 |
| Close |
1.1168 |
1.1244 |
0.0076 |
0.7% |
1.1244 |
| Range |
0.0075 |
0.0094 |
0.0020 |
26.2% |
0.0172 |
| ATR |
0.0057 |
0.0060 |
0.0003 |
4.6% |
0.0000 |
| Volume |
1,860 |
3,621 |
1,761 |
94.7% |
14,050 |
|
| Daily Pivots for day following 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1503 |
1.1467 |
1.1295 |
|
| R3 |
1.1409 |
1.1373 |
1.1269 |
|
| R2 |
1.1315 |
1.1315 |
1.1261 |
|
| R1 |
1.1279 |
1.1279 |
1.1252 |
1.1297 |
| PP |
1.1221 |
1.1221 |
1.1221 |
1.1230 |
| S1 |
1.1185 |
1.1185 |
1.1235 |
1.1203 |
| S2 |
1.1127 |
1.1127 |
1.1226 |
|
| S3 |
1.1033 |
1.1091 |
1.1218 |
|
| S4 |
1.0939 |
1.0997 |
1.1192 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1711 |
1.1649 |
1.1338 |
|
| R3 |
1.1539 |
1.1477 |
1.1291 |
|
| R2 |
1.1367 |
1.1367 |
1.1275 |
|
| R1 |
1.1305 |
1.1305 |
1.1259 |
1.1336 |
| PP |
1.1195 |
1.1195 |
1.1195 |
1.1210 |
| S1 |
1.1133 |
1.1133 |
1.1228 |
1.1164 |
| S2 |
1.1023 |
1.1023 |
1.1212 |
|
| S3 |
1.0851 |
1.0961 |
1.1196 |
|
| S4 |
1.0679 |
1.0789 |
1.1149 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1257 |
1.1085 |
0.0172 |
1.5% |
0.0071 |
0.6% |
92% |
True |
False |
2,810 |
| 10 |
1.1257 |
1.0973 |
0.0284 |
2.5% |
0.0064 |
0.6% |
95% |
True |
False |
2,519 |
| 20 |
1.1257 |
1.0845 |
0.0412 |
3.7% |
0.0063 |
0.6% |
97% |
True |
False |
2,070 |
| 40 |
1.1257 |
1.0774 |
0.0483 |
4.3% |
0.0052 |
0.5% |
97% |
True |
False |
1,517 |
| 60 |
1.1257 |
1.0760 |
0.0497 |
4.4% |
0.0053 |
0.5% |
97% |
True |
False |
1,223 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.4% |
0.0048 |
0.4% |
97% |
True |
False |
964 |
| 100 |
1.1257 |
1.0729 |
0.0528 |
4.7% |
0.0048 |
0.4% |
98% |
True |
False |
795 |
| 120 |
1.1257 |
1.0729 |
0.0528 |
4.7% |
0.0046 |
0.4% |
98% |
True |
False |
675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1656 |
|
2.618 |
1.1503 |
|
1.618 |
1.1409 |
|
1.000 |
1.1351 |
|
0.618 |
1.1315 |
|
HIGH |
1.1257 |
|
0.618 |
1.1221 |
|
0.500 |
1.1210 |
|
0.382 |
1.1198 |
|
LOW |
1.1163 |
|
0.618 |
1.1104 |
|
1.000 |
1.1069 |
|
1.618 |
1.1010 |
|
2.618 |
1.0916 |
|
4.250 |
1.0763 |
|
|
| Fisher Pivots for day following 23-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1232 |
1.1231 |
| PP |
1.1221 |
1.1219 |
| S1 |
1.1210 |
1.1206 |
|