CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 03-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2024 |
03-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1130 |
1.1099 |
-0.0031 |
-0.3% |
1.1247 |
| High |
1.1147 |
1.1128 |
-0.0019 |
-0.2% |
1.1253 |
| Low |
1.1095 |
1.1076 |
-0.0020 |
-0.2% |
1.1095 |
| Close |
1.1103 |
1.1088 |
-0.0015 |
-0.1% |
1.1103 |
| Range |
0.0052 |
0.0053 |
0.0001 |
1.9% |
0.0158 |
| ATR |
0.0060 |
0.0060 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
5,814 |
36,319 |
30,505 |
524.7% |
22,193 |
|
| Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1255 |
1.1224 |
1.1117 |
|
| R3 |
1.1202 |
1.1171 |
1.1102 |
|
| R2 |
1.1150 |
1.1150 |
1.1098 |
|
| R1 |
1.1119 |
1.1119 |
1.1093 |
1.1108 |
| PP |
1.1097 |
1.1097 |
1.1097 |
1.1092 |
| S1 |
1.1066 |
1.1066 |
1.1083 |
1.1056 |
| S2 |
1.1045 |
1.1045 |
1.1078 |
|
| S3 |
1.0992 |
1.1014 |
1.1074 |
|
| S4 |
1.0940 |
1.0961 |
1.1059 |
|
|
| 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 |
1.1246 |
1.1076 |
0.0170 |
1.5% |
0.0061 |
0.6% |
7% |
False |
True |
10,718 |
| 10 |
1.1257 |
1.1076 |
0.0181 |
1.6% |
0.0065 |
0.6% |
7% |
False |
True |
7,038 |
| 20 |
1.1257 |
1.0944 |
0.0313 |
2.8% |
0.0058 |
0.5% |
46% |
False |
False |
4,453 |
| 40 |
1.1257 |
1.0845 |
0.0412 |
3.7% |
0.0053 |
0.5% |
59% |
False |
False |
2,833 |
| 60 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0054 |
0.5% |
66% |
False |
False |
2,180 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0050 |
0.5% |
66% |
False |
False |
1,687 |
| 100 |
1.1257 |
1.0729 |
0.0528 |
4.8% |
0.0048 |
0.4% |
68% |
False |
False |
1,370 |
| 120 |
1.1257 |
1.0729 |
0.0528 |
4.8% |
0.0047 |
0.4% |
68% |
False |
False |
1,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1351 |
|
2.618 |
1.1265 |
|
1.618 |
1.1213 |
|
1.000 |
1.1181 |
|
0.618 |
1.1160 |
|
HIGH |
1.1128 |
|
0.618 |
1.1108 |
|
0.500 |
1.1102 |
|
0.382 |
1.1096 |
|
LOW |
1.1076 |
|
0.618 |
1.1043 |
|
1.000 |
1.1023 |
|
1.618 |
1.0991 |
|
2.618 |
1.0938 |
|
4.250 |
1.0852 |
|
|
| Fisher Pivots for day following 03-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1102 |
1.1133 |
| PP |
1.1097 |
1.1118 |
| S1 |
1.1093 |
1.1103 |
|