CME Euro FX (E) Future March 2025
Trading Metrics calculated at close of trading on 30-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2024 |
30-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
1.0946 |
1.0938 |
-0.0008 |
-0.1% |
1.1014 |
High |
1.0985 |
1.0952 |
-0.0033 |
-0.3% |
1.1014 |
Low |
1.0922 |
1.0918 |
-0.0004 |
0.0% |
1.0955 |
Close |
1.0939 |
1.0928 |
-0.0012 |
-0.1% |
1.0975 |
Range |
0.0063 |
0.0034 |
-0.0029 |
-45.6% |
0.0060 |
ATR |
0.0034 |
0.0034 |
0.0000 |
0.1% |
0.0000 |
Volume |
14 |
12 |
-2 |
-14.3% |
82 |
|
Daily Pivots for day following 30-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1035 |
1.1015 |
1.0946 |
|
R3 |
1.1001 |
1.0981 |
1.0937 |
|
R2 |
1.0967 |
1.0967 |
1.0934 |
|
R1 |
1.0947 |
1.0947 |
1.0931 |
1.0940 |
PP |
1.0933 |
1.0933 |
1.0933 |
1.0929 |
S1 |
1.0913 |
1.0913 |
1.0924 |
1.0906 |
S2 |
1.0899 |
1.0899 |
1.0921 |
|
S3 |
1.0865 |
1.0879 |
1.0918 |
|
S4 |
1.0831 |
1.0845 |
1.0909 |
|
|
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 |
1.0985 |
1.0918 |
0.0067 |
0.6% |
0.0030 |
0.3% |
14% |
False |
True |
21 |
10 |
1.1059 |
1.0918 |
0.0141 |
1.3% |
0.0021 |
0.2% |
7% |
False |
True |
17 |
20 |
1.1059 |
1.0876 |
0.0183 |
1.7% |
0.0020 |
0.2% |
28% |
False |
False |
48 |
40 |
1.1059 |
1.0812 |
0.0247 |
2.3% |
0.0024 |
0.2% |
47% |
False |
False |
191 |
60 |
1.1059 |
1.0812 |
0.0247 |
2.3% |
0.0020 |
0.2% |
47% |
False |
False |
164 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1097 |
2.618 |
1.1041 |
1.618 |
1.1007 |
1.000 |
1.0986 |
0.618 |
1.0973 |
HIGH |
1.0952 |
0.618 |
1.0939 |
0.500 |
1.0935 |
0.382 |
1.0931 |
LOW |
1.0918 |
0.618 |
1.0897 |
1.000 |
1.0884 |
1.618 |
1.0863 |
2.618 |
1.0829 |
4.250 |
1.0774 |
|
|
Fisher Pivots for day following 30-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
1.0935 |
1.0951 |
PP |
1.0933 |
1.0943 |
S1 |
1.0930 |
1.0935 |
|