CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 05-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2024 |
05-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1094 |
1.1132 |
0.0038 |
0.3% |
1.1247 |
| High |
1.1143 |
1.1167 |
0.0024 |
0.2% |
1.1253 |
| Low |
1.1089 |
1.1122 |
0.0034 |
0.3% |
1.1095 |
| Close |
1.1125 |
1.1152 |
0.0027 |
0.2% |
1.1103 |
| Range |
0.0055 |
0.0045 |
-0.0010 |
-17.4% |
0.0158 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
28,661 |
27,844 |
-817 |
-2.9% |
22,193 |
|
| Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1282 |
1.1262 |
1.1176 |
|
| R3 |
1.1237 |
1.1217 |
1.1164 |
|
| R2 |
1.1192 |
1.1192 |
1.1160 |
|
| R1 |
1.1172 |
1.1172 |
1.1156 |
1.1182 |
| PP |
1.1147 |
1.1147 |
1.1147 |
1.1152 |
| S1 |
1.1127 |
1.1127 |
1.1147 |
1.1137 |
| S2 |
1.1102 |
1.1102 |
1.1143 |
|
| S3 |
1.1057 |
1.1082 |
1.1139 |
|
| S4 |
1.1012 |
1.1037 |
1.1127 |
|
|
| 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 |
1.1190 |
1.1076 |
0.0115 |
1.0% |
0.0057 |
0.5% |
66% |
False |
False |
20,515 |
| 10 |
1.1257 |
1.1076 |
0.0181 |
1.6% |
0.0062 |
0.6% |
42% |
False |
False |
12,049 |
| 20 |
1.1257 |
1.0944 |
0.0313 |
2.8% |
0.0059 |
0.5% |
66% |
False |
False |
7,131 |
| 40 |
1.1257 |
1.0845 |
0.0412 |
3.7% |
0.0055 |
0.5% |
74% |
False |
False |
4,225 |
| 60 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0054 |
0.5% |
79% |
False |
False |
3,085 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0051 |
0.5% |
79% |
False |
False |
2,390 |
| 100 |
1.1257 |
1.0729 |
0.0528 |
4.7% |
0.0048 |
0.4% |
80% |
False |
False |
1,934 |
| 120 |
1.1257 |
1.0729 |
0.0528 |
4.7% |
0.0047 |
0.4% |
80% |
False |
False |
1,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1358 |
|
2.618 |
1.1285 |
|
1.618 |
1.1240 |
|
1.000 |
1.1212 |
|
0.618 |
1.1195 |
|
HIGH |
1.1167 |
|
0.618 |
1.1150 |
|
0.500 |
1.1145 |
|
0.382 |
1.1139 |
|
LOW |
1.1122 |
|
0.618 |
1.1094 |
|
1.000 |
1.1077 |
|
1.618 |
1.1049 |
|
2.618 |
1.1004 |
|
4.250 |
1.0931 |
|
|
| Fisher Pivots for day following 05-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1149 |
1.1141 |
| PP |
1.1147 |
1.1131 |
| S1 |
1.1145 |
1.1121 |
|