CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 30-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2024 |
30-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1174 |
1.1130 |
-0.0045 |
-0.4% |
1.1247 |
| High |
1.1190 |
1.1147 |
-0.0044 |
-0.4% |
1.1253 |
| Low |
1.1108 |
1.1095 |
-0.0013 |
-0.1% |
1.1095 |
| Close |
1.1131 |
1.1103 |
-0.0028 |
-0.2% |
1.1103 |
| Range |
0.0082 |
0.0052 |
-0.0031 |
-37.2% |
0.0158 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
3,939 |
5,814 |
1,875 |
47.6% |
22,193 |
|
| Daily Pivots for day following 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1269 |
1.1238 |
1.1131 |
|
| R3 |
1.1218 |
1.1186 |
1.1117 |
|
| R2 |
1.1166 |
1.1166 |
1.1112 |
|
| R1 |
1.1135 |
1.1135 |
1.1108 |
1.1125 |
| PP |
1.1115 |
1.1115 |
1.1115 |
1.1110 |
| S1 |
1.1083 |
1.1083 |
1.1098 |
1.1073 |
| S2 |
1.1063 |
1.1063 |
1.1094 |
|
| S3 |
1.1012 |
1.1032 |
1.1089 |
|
| S4 |
1.0960 |
1.0980 |
1.1075 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1624 |
1.1522 |
1.1190 |
|
| R3 |
1.1466 |
1.1364 |
1.1146 |
|
| R2 |
1.1308 |
1.1308 |
1.1132 |
|
| R1 |
1.1206 |
1.1206 |
1.1117 |
1.1178 |
| PP |
1.1150 |
1.1150 |
1.1150 |
1.1137 |
| S1 |
1.1048 |
1.1048 |
1.1089 |
1.1020 |
| S2 |
1.0992 |
1.0992 |
1.1074 |
|
| S3 |
1.0834 |
1.0890 |
1.1060 |
|
| S4 |
1.0676 |
1.0732 |
1.1016 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1253 |
1.1095 |
0.0158 |
1.4% |
0.0060 |
0.5% |
5% |
False |
True |
4,438 |
| 10 |
1.1257 |
1.1085 |
0.0172 |
1.5% |
0.0065 |
0.6% |
11% |
False |
False |
3,624 |
| 20 |
1.1257 |
1.0944 |
0.0313 |
2.8% |
0.0061 |
0.5% |
51% |
False |
False |
2,785 |
| 40 |
1.1257 |
1.0845 |
0.0412 |
3.7% |
0.0053 |
0.5% |
63% |
False |
False |
1,945 |
| 60 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0054 |
0.5% |
69% |
False |
False |
1,577 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0050 |
0.4% |
69% |
False |
False |
1,233 |
| 100 |
1.1257 |
1.0729 |
0.0528 |
4.8% |
0.0049 |
0.4% |
71% |
False |
False |
1,012 |
| 120 |
1.1257 |
1.0729 |
0.0528 |
4.8% |
0.0047 |
0.4% |
71% |
False |
False |
853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1365 |
|
2.618 |
1.1281 |
|
1.618 |
1.1230 |
|
1.000 |
1.1198 |
|
0.618 |
1.1178 |
|
HIGH |
1.1147 |
|
0.618 |
1.1127 |
|
0.500 |
1.1121 |
|
0.382 |
1.1115 |
|
LOW |
1.1095 |
|
0.618 |
1.1063 |
|
1.000 |
1.1044 |
|
1.618 |
1.1012 |
|
2.618 |
1.0960 |
|
4.250 |
1.0876 |
|
|
| Fisher Pivots for day following 30-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1121 |
1.1167 |
| PP |
1.1115 |
1.1146 |
| S1 |
1.1109 |
1.1124 |
|