CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 28-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2024 |
28-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1220 |
1.1238 |
0.0018 |
0.2% |
1.1093 |
| High |
1.1246 |
1.1239 |
-0.0007 |
-0.1% |
1.1257 |
| Low |
1.1205 |
1.1159 |
-0.0046 |
-0.4% |
1.1085 |
| Close |
1.1241 |
1.1170 |
-0.0071 |
-0.6% |
1.1244 |
| Range |
0.0041 |
0.0080 |
0.0040 |
97.5% |
0.0172 |
| ATR |
0.0058 |
0.0059 |
0.0002 |
3.0% |
0.0000 |
| Volume |
1,378 |
6,141 |
4,763 |
345.6% |
14,050 |
|
| Daily Pivots for day following 28-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1429 |
1.1379 |
1.1214 |
|
| R3 |
1.1349 |
1.1299 |
1.1192 |
|
| R2 |
1.1269 |
1.1269 |
1.1184 |
|
| R1 |
1.1219 |
1.1219 |
1.1177 |
1.1204 |
| PP |
1.1189 |
1.1189 |
1.1189 |
1.1182 |
| S1 |
1.1139 |
1.1139 |
1.1162 |
1.1124 |
| S2 |
1.1109 |
1.1109 |
1.1155 |
|
| S3 |
1.1029 |
1.1059 |
1.1148 |
|
| S4 |
1.0949 |
1.0979 |
1.1126 |
|
|
| 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% |
0.0067 |
0.6% |
14% |
False |
False |
3,584 |
| 10 |
1.1257 |
1.1010 |
0.0247 |
2.2% |
0.0064 |
0.6% |
65% |
False |
False |
3,313 |
| 20 |
1.1257 |
1.0845 |
0.0412 |
3.7% |
0.0064 |
0.6% |
79% |
False |
False |
2,578 |
| 40 |
1.1257 |
1.0823 |
0.0434 |
3.9% |
0.0053 |
0.5% |
80% |
False |
False |
1,773 |
| 60 |
1.1257 |
1.0760 |
0.0497 |
4.4% |
0.0053 |
0.5% |
82% |
False |
False |
1,420 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.4% |
0.0049 |
0.4% |
82% |
False |
False |
1,114 |
| 100 |
1.1257 |
1.0729 |
0.0528 |
4.7% |
0.0048 |
0.4% |
84% |
False |
False |
916 |
| 120 |
1.1257 |
1.0729 |
0.0528 |
4.7% |
0.0046 |
0.4% |
84% |
False |
False |
774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1579 |
|
2.618 |
1.1448 |
|
1.618 |
1.1368 |
|
1.000 |
1.1319 |
|
0.618 |
1.1288 |
|
HIGH |
1.1239 |
|
0.618 |
1.1208 |
|
0.500 |
1.1199 |
|
0.382 |
1.1190 |
|
LOW |
1.1159 |
|
0.618 |
1.1110 |
|
1.000 |
1.1079 |
|
1.618 |
1.1030 |
|
2.618 |
1.0950 |
|
4.250 |
1.0819 |
|
|
| Fisher Pivots for day following 28-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1199 |
1.1206 |
| PP |
1.1189 |
1.1194 |
| S1 |
1.1179 |
1.1182 |
|