CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 04-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2024 |
04-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1099 |
1.1094 |
-0.0006 |
0.0% |
1.1247 |
| High |
1.1128 |
1.1143 |
0.0015 |
0.1% |
1.1253 |
| Low |
1.1076 |
1.1089 |
0.0013 |
0.1% |
1.1095 |
| Close |
1.1088 |
1.1125 |
0.0037 |
0.3% |
1.1103 |
| Range |
0.0053 |
0.0055 |
0.0002 |
3.8% |
0.0158 |
| ATR |
0.0060 |
0.0059 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
36,319 |
28,661 |
-7,658 |
-21.1% |
22,193 |
|
| Daily Pivots for day following 04-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1282 |
1.1258 |
1.1154 |
|
| R3 |
1.1228 |
1.1203 |
1.1139 |
|
| R2 |
1.1173 |
1.1173 |
1.1134 |
|
| R1 |
1.1149 |
1.1149 |
1.1129 |
1.1161 |
| PP |
1.1119 |
1.1119 |
1.1119 |
1.1125 |
| S1 |
1.1094 |
1.1094 |
1.1120 |
1.1107 |
| S2 |
1.1064 |
1.1064 |
1.1115 |
|
| S3 |
1.1010 |
1.1040 |
1.1110 |
|
| S4 |
1.0955 |
1.0985 |
1.1095 |
|
|
| 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 |
1.1239 |
1.1076 |
0.0164 |
1.5% |
0.0064 |
0.6% |
30% |
False |
False |
16,174 |
| 10 |
1.1257 |
1.1076 |
0.0181 |
1.6% |
0.0064 |
0.6% |
27% |
False |
False |
9,723 |
| 20 |
1.1257 |
1.0944 |
0.0313 |
2.8% |
0.0058 |
0.5% |
58% |
False |
False |
5,806 |
| 40 |
1.1257 |
1.0845 |
0.0412 |
3.7% |
0.0054 |
0.5% |
68% |
False |
False |
3,538 |
| 60 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0054 |
0.5% |
73% |
False |
False |
2,649 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0050 |
0.5% |
73% |
False |
False |
2,044 |
| 100 |
1.1257 |
1.0729 |
0.0528 |
4.7% |
0.0048 |
0.4% |
75% |
False |
False |
1,656 |
| 120 |
1.1257 |
1.0729 |
0.0528 |
4.7% |
0.0047 |
0.4% |
75% |
False |
False |
1,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1375 |
|
2.618 |
1.1286 |
|
1.618 |
1.1231 |
|
1.000 |
1.1198 |
|
0.618 |
1.1177 |
|
HIGH |
1.1143 |
|
0.618 |
1.1122 |
|
0.500 |
1.1116 |
|
0.382 |
1.1109 |
|
LOW |
1.1089 |
|
0.618 |
1.1055 |
|
1.000 |
1.1034 |
|
1.618 |
1.1000 |
|
2.618 |
1.0946 |
|
4.250 |
1.0857 |
|
|
| Fisher Pivots for day following 04-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1122 |
1.1120 |
| PP |
1.1119 |
1.1116 |
| S1 |
1.1116 |
1.1111 |
|