CME Euro FX (E) Future March 2025
Trading Metrics calculated at close of trading on 05-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2024 |
05-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
1.0923 |
1.1007 |
0.0085 |
0.8% |
1.0946 |
High |
1.1022 |
1.1069 |
0.0047 |
0.4% |
1.1022 |
Low |
1.0923 |
1.1007 |
0.0085 |
0.8% |
1.0895 |
Close |
1.1016 |
1.1054 |
0.0038 |
0.3% |
1.1016 |
Range |
0.0100 |
0.0062 |
-0.0038 |
-37.7% |
0.0127 |
ATR |
0.0041 |
0.0043 |
0.0001 |
3.6% |
0.0000 |
Volume |
415 |
653 |
238 |
57.3% |
477 |
|
Daily Pivots for day following 05-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1229 |
1.1204 |
1.1088 |
|
R3 |
1.1167 |
1.1142 |
1.1071 |
|
R2 |
1.1105 |
1.1105 |
1.1065 |
|
R1 |
1.1080 |
1.1080 |
1.1060 |
1.1093 |
PP |
1.1043 |
1.1043 |
1.1043 |
1.1050 |
S1 |
1.1018 |
1.1018 |
1.1048 |
1.1031 |
S2 |
1.0981 |
1.0981 |
1.1043 |
|
S3 |
1.0919 |
1.0956 |
1.1037 |
|
S4 |
1.0857 |
1.0894 |
1.1020 |
|
|
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 |
1.1069 |
1.0895 |
0.0174 |
1.6% |
0.0050 |
0.5% |
91% |
True |
False |
223 |
10 |
1.1069 |
1.0895 |
0.0174 |
1.6% |
0.0039 |
0.4% |
91% |
True |
False |
121 |
20 |
1.1069 |
1.0895 |
0.0174 |
1.6% |
0.0028 |
0.2% |
91% |
True |
False |
81 |
40 |
1.1069 |
1.0812 |
0.0257 |
2.3% |
0.0030 |
0.3% |
94% |
True |
False |
209 |
60 |
1.1069 |
1.0812 |
0.0257 |
2.3% |
0.0023 |
0.2% |
94% |
True |
False |
174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1333 |
2.618 |
1.1231 |
1.618 |
1.1169 |
1.000 |
1.1131 |
0.618 |
1.1107 |
HIGH |
1.1069 |
0.618 |
1.1045 |
0.500 |
1.1038 |
0.382 |
1.1031 |
LOW |
1.1007 |
0.618 |
1.0969 |
1.000 |
1.0945 |
1.618 |
1.0907 |
2.618 |
1.0845 |
4.250 |
1.0744 |
|
|
Fisher Pivots for day following 05-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1049 |
1.1030 |
PP |
1.1043 |
1.1006 |
S1 |
1.1038 |
1.0982 |
|