CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 26-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2024 |
26-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1174 |
1.1247 |
0.0074 |
0.7% |
1.1093 |
| High |
1.1257 |
1.1253 |
-0.0004 |
0.0% |
1.1257 |
| Low |
1.1163 |
1.1207 |
0.0044 |
0.4% |
1.1085 |
| Close |
1.1244 |
1.1219 |
-0.0025 |
-0.2% |
1.1244 |
| Range |
0.0094 |
0.0047 |
-0.0048 |
-50.5% |
0.0172 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
3,621 |
4,921 |
1,300 |
35.9% |
14,050 |
|
| Daily Pivots for day following 26-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1366 |
1.1339 |
1.1245 |
|
| R3 |
1.1319 |
1.1292 |
1.1232 |
|
| R2 |
1.1273 |
1.1273 |
1.1228 |
|
| R1 |
1.1246 |
1.1246 |
1.1223 |
1.1236 |
| PP |
1.1226 |
1.1226 |
1.1226 |
1.1221 |
| S1 |
1.1199 |
1.1199 |
1.1215 |
1.1190 |
| S2 |
1.1180 |
1.1180 |
1.1210 |
|
| S3 |
1.1133 |
1.1153 |
1.1206 |
|
| S4 |
1.1087 |
1.1106 |
1.1193 |
|
|
| 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 |
1.1133 |
0.0124 |
1.1% |
0.0068 |
0.6% |
70% |
False |
False |
3,359 |
| 10 |
1.1257 |
1.0981 |
0.0276 |
2.5% |
0.0066 |
0.6% |
86% |
False |
False |
2,917 |
| 20 |
1.1257 |
1.0845 |
0.0412 |
3.7% |
0.0062 |
0.6% |
91% |
False |
False |
2,291 |
| 40 |
1.1257 |
1.0798 |
0.0459 |
4.1% |
0.0052 |
0.5% |
92% |
False |
False |
1,616 |
| 60 |
1.1257 |
1.0760 |
0.0497 |
4.4% |
0.0053 |
0.5% |
92% |
False |
False |
1,303 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.4% |
0.0048 |
0.4% |
92% |
False |
False |
1,025 |
| 100 |
1.1257 |
1.0729 |
0.0528 |
4.7% |
0.0047 |
0.4% |
93% |
False |
False |
843 |
| 120 |
1.1257 |
1.0729 |
0.0528 |
4.7% |
0.0046 |
0.4% |
93% |
False |
False |
714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1451 |
|
2.618 |
1.1375 |
|
1.618 |
1.1328 |
|
1.000 |
1.1300 |
|
0.618 |
1.1282 |
|
HIGH |
1.1253 |
|
0.618 |
1.1235 |
|
0.500 |
1.1230 |
|
0.382 |
1.1224 |
|
LOW |
1.1207 |
|
0.618 |
1.1178 |
|
1.000 |
1.1160 |
|
1.618 |
1.1131 |
|
2.618 |
1.1085 |
|
4.250 |
1.1009 |
|
|
| Fisher Pivots for day following 26-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1230 |
1.1215 |
| PP |
1.1226 |
1.1210 |
| S1 |
1.1223 |
1.1206 |
|