CME Euro FX (E) Future March 2025
Trading Metrics calculated at close of trading on 24-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2024 |
24-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
1.0990 |
1.0955 |
-0.0036 |
-0.3% |
1.1006 |
High |
1.0990 |
1.0980 |
-0.0011 |
-0.1% |
1.1059 |
Low |
1.0965 |
1.0955 |
-0.0011 |
-0.1% |
1.0999 |
Close |
1.0971 |
1.0956 |
-0.0016 |
-0.1% |
1.0999 |
Range |
0.0025 |
0.0025 |
0.0000 |
0.0% |
0.0060 |
ATR |
0.0034 |
0.0033 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
2 |
16 |
14 |
700.0% |
178 |
|
Daily Pivots for day following 24-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1038 |
1.1022 |
1.0969 |
|
R3 |
1.1013 |
1.0997 |
1.0962 |
|
R2 |
1.0988 |
1.0988 |
1.0960 |
|
R1 |
1.0972 |
1.0972 |
1.0958 |
1.0980 |
PP |
1.0963 |
1.0963 |
1.0963 |
1.0967 |
S1 |
1.0947 |
1.0947 |
1.0953 |
1.0955 |
S2 |
1.0938 |
1.0938 |
1.0951 |
|
S3 |
1.0913 |
1.0922 |
1.0949 |
|
S4 |
1.0888 |
1.0897 |
1.0942 |
|
|
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 |
1.1020 |
1.0955 |
0.0065 |
0.6% |
0.0015 |
0.1% |
2% |
False |
True |
6 |
10 |
1.1059 |
1.0955 |
0.0104 |
0.9% |
0.0020 |
0.2% |
1% |
False |
True |
27 |
20 |
1.1059 |
1.0820 |
0.0239 |
2.2% |
0.0019 |
0.2% |
57% |
False |
False |
59 |
40 |
1.1059 |
1.0812 |
0.0247 |
2.3% |
0.0022 |
0.2% |
58% |
False |
False |
204 |
60 |
1.1059 |
1.0812 |
0.0247 |
2.3% |
0.0018 |
0.2% |
58% |
False |
False |
167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1086 |
2.618 |
1.1045 |
1.618 |
1.1020 |
1.000 |
1.1005 |
0.618 |
1.0995 |
HIGH |
1.0980 |
0.618 |
1.0970 |
0.500 |
1.0967 |
0.382 |
1.0964 |
LOW |
1.0955 |
0.618 |
1.0939 |
1.000 |
1.0930 |
1.618 |
1.0914 |
2.618 |
1.0889 |
4.250 |
1.0848 |
|
|
Fisher Pivots for day following 24-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
1.0967 |
1.0984 |
PP |
1.0963 |
1.0975 |
S1 |
1.0959 |
1.0965 |
|