CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 06-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2024 |
06-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1132 |
1.1157 |
0.0025 |
0.2% |
1.1099 |
| High |
1.1167 |
1.1203 |
0.0036 |
0.3% |
1.1203 |
| Low |
1.1122 |
1.1113 |
-0.0010 |
-0.1% |
1.1076 |
| Close |
1.1152 |
1.1134 |
-0.0018 |
-0.2% |
1.1134 |
| Range |
0.0045 |
0.0090 |
0.0045 |
100.0% |
0.0127 |
| ATR |
0.0058 |
0.0061 |
0.0002 |
3.9% |
0.0000 |
| Volume |
27,844 |
68,730 |
40,886 |
146.8% |
161,554 |
|
| Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1420 |
1.1367 |
1.1183 |
|
| R3 |
1.1330 |
1.1277 |
1.1158 |
|
| R2 |
1.1240 |
1.1240 |
1.1150 |
|
| R1 |
1.1187 |
1.1187 |
1.1142 |
1.1168 |
| PP |
1.1150 |
1.1150 |
1.1150 |
1.1140 |
| S1 |
1.1097 |
1.1097 |
1.1125 |
1.1078 |
| S2 |
1.1060 |
1.1060 |
1.1117 |
|
| S3 |
1.0970 |
1.1007 |
1.1109 |
|
| S4 |
1.0880 |
1.0917 |
1.1084 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1518 |
1.1453 |
1.1203 |
|
| R3 |
1.1391 |
1.1326 |
1.1168 |
|
| R2 |
1.1264 |
1.1264 |
1.1157 |
|
| R1 |
1.1199 |
1.1199 |
1.1145 |
1.1232 |
| PP |
1.1137 |
1.1137 |
1.1137 |
1.1154 |
| S1 |
1.1072 |
1.1072 |
1.1122 |
1.1105 |
| S2 |
1.1010 |
1.1010 |
1.1110 |
|
| S3 |
1.0883 |
1.0945 |
1.1099 |
|
| S4 |
1.0756 |
1.0818 |
1.1064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1203 |
1.1076 |
0.0127 |
1.1% |
0.0059 |
0.5% |
46% |
True |
False |
33,473 |
| 10 |
1.1257 |
1.1076 |
0.0181 |
1.6% |
0.0064 |
0.6% |
32% |
False |
False |
18,736 |
| 20 |
1.1257 |
1.0971 |
0.0286 |
2.6% |
0.0060 |
0.5% |
57% |
False |
False |
10,470 |
| 40 |
1.1257 |
1.0845 |
0.0412 |
3.7% |
0.0055 |
0.5% |
70% |
False |
False |
5,840 |
| 60 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0054 |
0.5% |
75% |
False |
False |
4,220 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0051 |
0.5% |
75% |
False |
False |
3,249 |
| 100 |
1.1257 |
1.0729 |
0.0528 |
4.7% |
0.0049 |
0.4% |
77% |
False |
False |
2,621 |
| 120 |
1.1257 |
1.0729 |
0.0528 |
4.7% |
0.0047 |
0.4% |
77% |
False |
False |
2,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1585 |
|
2.618 |
1.1438 |
|
1.618 |
1.1348 |
|
1.000 |
1.1293 |
|
0.618 |
1.1258 |
|
HIGH |
1.1203 |
|
0.618 |
1.1168 |
|
0.500 |
1.1158 |
|
0.382 |
1.1147 |
|
LOW |
1.1113 |
|
0.618 |
1.1057 |
|
1.000 |
1.1023 |
|
1.618 |
1.0967 |
|
2.618 |
1.0877 |
|
4.250 |
1.0730 |
|
|
| Fisher Pivots for day following 06-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1158 |
1.1146 |
| PP |
1.1150 |
1.1142 |
| S1 |
1.1142 |
1.1138 |
|