CME Euro FX (E) Future March 2025
Trading Metrics calculated at close of trading on 29-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2024 |
29-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
1.0975 |
1.0946 |
-0.0029 |
-0.3% |
1.1014 |
High |
1.0980 |
1.0985 |
0.0005 |
0.0% |
1.1014 |
Low |
1.0975 |
1.0922 |
-0.0053 |
-0.5% |
1.0955 |
Close |
1.0975 |
1.0939 |
-0.0036 |
-0.3% |
1.0975 |
Range |
0.0005 |
0.0063 |
0.0058 |
1,150.0% |
0.0060 |
ATR |
0.0031 |
0.0034 |
0.0002 |
7.1% |
0.0000 |
Volume |
10 |
14 |
4 |
40.0% |
82 |
|
Daily Pivots for day following 29-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1136 |
1.1100 |
1.0973 |
|
R3 |
1.1074 |
1.1038 |
1.0956 |
|
R2 |
1.1011 |
1.1011 |
1.0950 |
|
R1 |
1.0975 |
1.0975 |
1.0945 |
1.0962 |
PP |
1.0949 |
1.0949 |
1.0949 |
1.0942 |
S1 |
1.0913 |
1.0913 |
1.0933 |
1.0899 |
S2 |
1.0886 |
1.0886 |
1.0928 |
|
S3 |
1.0824 |
1.0850 |
1.0922 |
|
S4 |
1.0761 |
1.0788 |
1.0905 |
|
|
Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1160 |
1.1127 |
1.1007 |
|
R3 |
1.1100 |
1.1067 |
1.0991 |
|
R2 |
1.1041 |
1.1041 |
1.0985 |
|
R1 |
1.1008 |
1.1008 |
1.0980 |
1.0994 |
PP |
1.0981 |
1.0981 |
1.0981 |
1.0974 |
S1 |
1.0948 |
1.0948 |
1.0969 |
1.0935 |
S2 |
1.0922 |
1.0922 |
1.0964 |
|
S3 |
1.0862 |
1.0889 |
1.0958 |
|
S4 |
1.0803 |
1.0829 |
1.0942 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0990 |
1.0922 |
0.0068 |
0.6% |
0.0028 |
0.3% |
25% |
False |
True |
19 |
10 |
1.1059 |
1.0922 |
0.0137 |
1.2% |
0.0019 |
0.2% |
12% |
False |
True |
21 |
20 |
1.1059 |
1.0865 |
0.0194 |
1.8% |
0.0020 |
0.2% |
38% |
False |
False |
49 |
40 |
1.1059 |
1.0812 |
0.0247 |
2.3% |
0.0024 |
0.2% |
52% |
False |
False |
199 |
60 |
1.1059 |
1.0812 |
0.0247 |
2.3% |
0.0019 |
0.2% |
52% |
False |
False |
168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1250 |
2.618 |
1.1148 |
1.618 |
1.1086 |
1.000 |
1.1047 |
0.618 |
1.1023 |
HIGH |
1.0985 |
0.618 |
1.0961 |
0.500 |
1.0953 |
0.382 |
1.0946 |
LOW |
1.0922 |
0.618 |
1.0883 |
1.000 |
1.0860 |
1.618 |
1.0821 |
2.618 |
1.0758 |
4.250 |
1.0656 |
|
|
Fisher Pivots for day following 29-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
1.0953 |
1.0953 |
PP |
1.0949 |
1.0949 |
S1 |
1.0944 |
1.0944 |
|