CME Euro FX (E) Future March 2025
Trading Metrics calculated at close of trading on 02-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2024 |
02-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
1.0915 |
1.0923 |
0.0008 |
0.1% |
1.0946 |
High |
1.0916 |
1.1022 |
0.0107 |
1.0% |
1.1022 |
Low |
1.0895 |
1.0923 |
0.0028 |
0.3% |
1.0895 |
Close |
1.0895 |
1.1016 |
0.0121 |
1.1% |
1.1016 |
Range |
0.0021 |
0.0100 |
0.0079 |
385.4% |
0.0127 |
ATR |
0.0035 |
0.0041 |
0.0007 |
19.0% |
0.0000 |
Volume |
5 |
415 |
410 |
8,200.0% |
477 |
|
Daily Pivots for day following 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1285 |
1.1250 |
1.1071 |
|
R3 |
1.1186 |
1.1151 |
1.1043 |
|
R2 |
1.1086 |
1.1086 |
1.1034 |
|
R1 |
1.1051 |
1.1051 |
1.1025 |
1.1069 |
PP |
1.0987 |
1.0987 |
1.0987 |
1.0996 |
S1 |
1.0952 |
1.0952 |
1.1007 |
1.0969 |
S2 |
1.0887 |
1.0887 |
1.0998 |
|
S3 |
1.0788 |
1.0852 |
1.0989 |
|
S4 |
1.0688 |
1.0753 |
1.0961 |
|
|
Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1359 |
1.1314 |
1.1086 |
|
R3 |
1.1232 |
1.1187 |
1.1051 |
|
R2 |
1.1105 |
1.1105 |
1.1039 |
|
R1 |
1.1060 |
1.1060 |
1.1028 |
1.1083 |
PP |
1.0978 |
1.0978 |
1.0978 |
1.0989 |
S1 |
1.0933 |
1.0933 |
1.1004 |
1.0956 |
S2 |
1.0851 |
1.0851 |
1.0993 |
|
S3 |
1.0724 |
1.0806 |
1.0981 |
|
S4 |
1.0597 |
1.0679 |
1.0946 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1022 |
1.0895 |
0.0127 |
1.2% |
0.0050 |
0.5% |
95% |
True |
False |
95 |
10 |
1.1022 |
1.0895 |
0.0127 |
1.2% |
0.0033 |
0.3% |
95% |
True |
False |
55 |
20 |
1.1059 |
1.0895 |
0.0164 |
1.5% |
0.0024 |
0.2% |
74% |
False |
False |
53 |
40 |
1.1059 |
1.0812 |
0.0247 |
2.2% |
0.0028 |
0.3% |
83% |
False |
False |
193 |
60 |
1.1059 |
1.0812 |
0.0247 |
2.2% |
0.0021 |
0.2% |
83% |
False |
False |
163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1445 |
2.618 |
1.1282 |
1.618 |
1.1183 |
1.000 |
1.1122 |
0.618 |
1.1083 |
HIGH |
1.1022 |
0.618 |
1.0984 |
0.500 |
1.0972 |
0.382 |
1.0961 |
LOW |
1.0923 |
0.618 |
1.0861 |
1.000 |
1.0823 |
1.618 |
1.0762 |
2.618 |
1.0662 |
4.250 |
1.0500 |
|
|
Fisher Pivots for day following 02-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1001 |
1.0997 |
PP |
1.0987 |
1.0978 |
S1 |
1.0972 |
1.0959 |
|