CME Euro FX (E) Future March 2025
Trading Metrics calculated at close of trading on 23-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2024 |
23-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
1.1014 |
1.0990 |
-0.0024 |
-0.2% |
1.1006 |
High |
1.1014 |
1.0990 |
-0.0024 |
-0.2% |
1.1059 |
Low |
1.1009 |
1.0965 |
-0.0044 |
-0.4% |
1.0999 |
Close |
1.1009 |
1.0971 |
-0.0038 |
-0.3% |
1.0999 |
Range |
0.0005 |
0.0025 |
0.0020 |
400.0% |
0.0060 |
ATR |
0.0033 |
0.0034 |
0.0001 |
2.3% |
0.0000 |
Volume |
1 |
2 |
1 |
100.0% |
178 |
|
Daily Pivots for day following 23-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1050 |
1.1036 |
1.0985 |
|
R3 |
1.1025 |
1.1011 |
1.0978 |
|
R2 |
1.1000 |
1.1000 |
1.0976 |
|
R1 |
1.0986 |
1.0986 |
1.0973 |
1.0981 |
PP |
1.0975 |
1.0975 |
1.0975 |
1.0973 |
S1 |
1.0961 |
1.0961 |
1.0969 |
1.0956 |
S2 |
1.0950 |
1.0950 |
1.0966 |
|
S3 |
1.0925 |
1.0936 |
1.0964 |
|
S4 |
1.0900 |
1.0911 |
1.0957 |
|
|
Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1197 |
1.1157 |
1.1031 |
|
R3 |
1.1138 |
1.1098 |
1.1015 |
|
R2 |
1.1078 |
1.1078 |
1.1009 |
|
R1 |
1.1038 |
1.1038 |
1.1004 |
1.1029 |
PP |
1.1019 |
1.1019 |
1.1019 |
1.1014 |
S1 |
1.0979 |
1.0979 |
1.0993 |
1.0969 |
S2 |
1.0959 |
1.0959 |
1.0988 |
|
S3 |
1.0900 |
1.0919 |
1.0982 |
|
S4 |
1.0840 |
1.0860 |
1.0966 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1059 |
1.0965 |
0.0094 |
0.9% |
0.0011 |
0.1% |
6% |
False |
True |
14 |
10 |
1.1059 |
1.0941 |
0.0118 |
1.1% |
0.0018 |
0.2% |
26% |
False |
False |
31 |
20 |
1.1059 |
1.0820 |
0.0239 |
2.2% |
0.0020 |
0.2% |
63% |
False |
False |
74 |
40 |
1.1059 |
1.0812 |
0.0247 |
2.2% |
0.0022 |
0.2% |
65% |
False |
False |
206 |
60 |
1.1059 |
1.0812 |
0.0247 |
2.2% |
0.0019 |
0.2% |
65% |
False |
False |
168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1096 |
2.618 |
1.1055 |
1.618 |
1.1030 |
1.000 |
1.1015 |
0.618 |
1.1005 |
HIGH |
1.0990 |
0.618 |
1.0980 |
0.500 |
1.0978 |
0.382 |
1.0975 |
LOW |
1.0965 |
0.618 |
1.0950 |
1.000 |
1.0940 |
1.618 |
1.0925 |
2.618 |
1.0900 |
4.250 |
1.0859 |
|
|
Fisher Pivots for day following 23-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
1.0978 |
1.0992 |
PP |
1.0975 |
1.0985 |
S1 |
1.0973 |
1.0978 |
|