CME Euro FX (E) Future December 2024
Trading Metrics calculated at close of trading on 29-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2024 |
29-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
1.1238 |
1.1174 |
-0.0064 |
-0.6% |
1.1093 |
High |
1.1239 |
1.1190 |
-0.0049 |
-0.4% |
1.1257 |
Low |
1.1159 |
1.1108 |
-0.0051 |
-0.5% |
1.1085 |
Close |
1.1170 |
1.1131 |
-0.0039 |
-0.3% |
1.1244 |
Range |
0.0080 |
0.0082 |
0.0002 |
2.5% |
0.0172 |
ATR |
0.0059 |
0.0061 |
0.0002 |
2.7% |
0.0000 |
Volume |
6,141 |
3,939 |
-2,202 |
-35.9% |
14,050 |
|
Daily Pivots for day following 29-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1389 |
1.1342 |
1.1176 |
|
R3 |
1.1307 |
1.1260 |
1.1153 |
|
R2 |
1.1225 |
1.1225 |
1.1146 |
|
R1 |
1.1178 |
1.1178 |
1.1138 |
1.1160 |
PP |
1.1143 |
1.1143 |
1.1143 |
1.1134 |
S1 |
1.1096 |
1.1096 |
1.1123 |
1.1078 |
S2 |
1.1061 |
1.1061 |
1.1115 |
|
S3 |
1.0979 |
1.1014 |
1.1108 |
|
S4 |
1.0897 |
1.0932 |
1.1085 |
|
|
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 |
1.1108 |
0.0149 |
1.3% |
0.0069 |
0.6% |
15% |
False |
True |
4,000 |
10 |
1.1257 |
1.1031 |
0.0226 |
2.0% |
0.0066 |
0.6% |
44% |
False |
False |
3,207 |
20 |
1.1257 |
1.0848 |
0.0409 |
3.7% |
0.0065 |
0.6% |
69% |
False |
False |
2,703 |
40 |
1.1257 |
1.0845 |
0.0412 |
3.7% |
0.0053 |
0.5% |
69% |
False |
False |
1,832 |
60 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0054 |
0.5% |
75% |
False |
False |
1,482 |
80 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0050 |
0.4% |
75% |
False |
False |
1,163 |
100 |
1.1257 |
1.0729 |
0.0528 |
4.7% |
0.0048 |
0.4% |
76% |
False |
False |
954 |
120 |
1.1257 |
1.0729 |
0.0528 |
4.7% |
0.0046 |
0.4% |
76% |
False |
False |
807 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1539 |
2.618 |
1.1405 |
1.618 |
1.1323 |
1.000 |
1.1272 |
0.618 |
1.1241 |
HIGH |
1.1190 |
0.618 |
1.1159 |
0.500 |
1.1149 |
0.382 |
1.1139 |
LOW |
1.1108 |
0.618 |
1.1057 |
1.000 |
1.1026 |
1.618 |
1.0975 |
2.618 |
1.0893 |
4.250 |
1.0760 |
|
|
Fisher Pivots for day following 29-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1149 |
1.1177 |
PP |
1.1143 |
1.1161 |
S1 |
1.1137 |
1.1146 |
|