CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 27-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2024 |
27-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1247 |
1.1220 |
-0.0027 |
-0.2% |
1.1093 |
| High |
1.1253 |
1.1246 |
-0.0008 |
-0.1% |
1.1257 |
| Low |
1.1207 |
1.1205 |
-0.0002 |
0.0% |
1.1085 |
| Close |
1.1219 |
1.1241 |
0.0022 |
0.2% |
1.1244 |
| Range |
0.0047 |
0.0041 |
-0.0006 |
-12.9% |
0.0172 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
4,921 |
1,378 |
-3,543 |
-72.0% |
14,050 |
|
| Daily Pivots for day following 27-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1352 |
1.1337 |
1.1263 |
|
| R3 |
1.1311 |
1.1296 |
1.1252 |
|
| R2 |
1.1271 |
1.1271 |
1.1248 |
|
| R1 |
1.1256 |
1.1256 |
1.1244 |
1.1263 |
| PP |
1.1230 |
1.1230 |
1.1230 |
1.1234 |
| S1 |
1.1215 |
1.1215 |
1.1237 |
1.1223 |
| S2 |
1.1190 |
1.1190 |
1.1233 |
|
| S3 |
1.1149 |
1.1175 |
1.1229 |
|
| S4 |
1.1109 |
1.1134 |
1.1218 |
|
|
| 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 |
1.1156 |
0.0101 |
0.9% |
0.0065 |
0.6% |
84% |
False |
False |
3,271 |
| 10 |
1.1257 |
1.1010 |
0.0247 |
2.2% |
0.0062 |
0.6% |
94% |
False |
False |
2,951 |
| 20 |
1.1257 |
1.0845 |
0.0412 |
3.7% |
0.0062 |
0.6% |
96% |
False |
False |
2,312 |
| 40 |
1.1257 |
1.0798 |
0.0459 |
4.1% |
0.0052 |
0.5% |
97% |
False |
False |
1,633 |
| 60 |
1.1257 |
1.0760 |
0.0497 |
4.4% |
0.0053 |
0.5% |
97% |
False |
False |
1,319 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.4% |
0.0048 |
0.4% |
97% |
False |
False |
1,042 |
| 100 |
1.1257 |
1.0729 |
0.0528 |
4.7% |
0.0048 |
0.4% |
97% |
False |
False |
855 |
| 120 |
1.1257 |
1.0729 |
0.0528 |
4.7% |
0.0046 |
0.4% |
97% |
False |
False |
725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1418 |
|
2.618 |
1.1352 |
|
1.618 |
1.1311 |
|
1.000 |
1.1286 |
|
0.618 |
1.1271 |
|
HIGH |
1.1246 |
|
0.618 |
1.1230 |
|
0.500 |
1.1225 |
|
0.382 |
1.1220 |
|
LOW |
1.1205 |
|
0.618 |
1.1180 |
|
1.000 |
1.1165 |
|
1.618 |
1.1139 |
|
2.618 |
1.1099 |
|
4.250 |
1.1033 |
|
|
| Fisher Pivots for day following 27-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1235 |
1.1230 |
| PP |
1.1230 |
1.1220 |
| S1 |
1.1225 |
1.1210 |
|