CME Euro FX (E) Future March 2025
Trading Metrics calculated at close of trading on 01-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2024 |
01-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
1.0924 |
1.0915 |
-0.0009 |
-0.1% |
1.1014 |
High |
1.0957 |
1.0916 |
-0.0042 |
-0.4% |
1.1014 |
Low |
1.0924 |
1.0895 |
-0.0029 |
-0.3% |
1.0955 |
Close |
1.0944 |
1.0895 |
-0.0049 |
-0.4% |
1.0975 |
Range |
0.0034 |
0.0021 |
-0.0013 |
-38.8% |
0.0060 |
ATR |
0.0034 |
0.0035 |
0.0001 |
3.3% |
0.0000 |
Volume |
31 |
5 |
-26 |
-83.9% |
82 |
|
Daily Pivots for day following 01-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0963 |
1.0950 |
1.0906 |
|
R3 |
1.0943 |
1.0929 |
1.0901 |
|
R2 |
1.0922 |
1.0922 |
1.0899 |
|
R1 |
1.0909 |
1.0909 |
1.0897 |
1.0905 |
PP |
1.0902 |
1.0902 |
1.0902 |
1.0900 |
S1 |
1.0888 |
1.0888 |
1.0893 |
1.0885 |
S2 |
1.0881 |
1.0881 |
1.0891 |
|
S3 |
1.0861 |
1.0868 |
1.0889 |
|
S4 |
1.0840 |
1.0847 |
1.0884 |
|
|
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 |
1.0895 |
0.0090 |
0.8% |
0.0031 |
0.3% |
0% |
False |
True |
14 |
10 |
1.1020 |
1.0895 |
0.0125 |
1.1% |
0.0025 |
0.2% |
0% |
False |
True |
15 |
20 |
1.1059 |
1.0895 |
0.0164 |
1.5% |
0.0021 |
0.2% |
0% |
False |
True |
37 |
40 |
1.1059 |
1.0812 |
0.0247 |
2.3% |
0.0026 |
0.2% |
34% |
False |
False |
185 |
60 |
1.1059 |
1.0812 |
0.0247 |
2.3% |
0.0020 |
0.2% |
34% |
False |
False |
156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1003 |
2.618 |
1.0969 |
1.618 |
1.0949 |
1.000 |
1.0936 |
0.618 |
1.0928 |
HIGH |
1.0916 |
0.618 |
1.0908 |
0.500 |
1.0905 |
0.382 |
1.0903 |
LOW |
1.0895 |
0.618 |
1.0882 |
1.000 |
1.0875 |
1.618 |
1.0862 |
2.618 |
1.0841 |
4.250 |
1.0808 |
|
|
Fisher Pivots for day following 01-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
1.0905 |
1.0926 |
PP |
1.0902 |
1.0916 |
S1 |
1.0898 |
1.0905 |
|