CME Euro FX (E) Future March 2025
Trading Metrics calculated at close of trading on 14-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2024 |
14-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
1.1032 |
1.1111 |
0.0080 |
0.7% |
1.1007 |
High |
1.1102 |
1.1120 |
0.0018 |
0.2% |
1.1069 |
Low |
1.1025 |
1.1111 |
0.0087 |
0.8% |
1.0992 |
Close |
1.1102 |
1.1119 |
0.0018 |
0.2% |
1.1023 |
Range |
0.0077 |
0.0009 |
-0.0069 |
-89.0% |
0.0077 |
ATR |
0.0039 |
0.0037 |
-0.0001 |
-3.8% |
0.0000 |
Volume |
62 |
3 |
-59 |
-95.2% |
2,791 |
|
Daily Pivots for day following 14-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1142 |
1.1139 |
1.1124 |
|
R3 |
1.1134 |
1.1131 |
1.1121 |
|
R2 |
1.1125 |
1.1125 |
1.1121 |
|
R1 |
1.1122 |
1.1122 |
1.1120 |
1.1124 |
PP |
1.1117 |
1.1117 |
1.1117 |
1.1117 |
S1 |
1.1114 |
1.1114 |
1.1118 |
1.1115 |
S2 |
1.1108 |
1.1108 |
1.1117 |
|
S3 |
1.1100 |
1.1105 |
1.1117 |
|
S4 |
1.1091 |
1.1097 |
1.1114 |
|
|
Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1259 |
1.1218 |
1.1065 |
|
R3 |
1.1182 |
1.1141 |
1.1044 |
|
R2 |
1.1105 |
1.1105 |
1.1037 |
|
R1 |
1.1064 |
1.1064 |
1.1030 |
1.1085 |
PP |
1.1028 |
1.1028 |
1.1028 |
1.1038 |
S1 |
1.0987 |
1.0987 |
1.1016 |
1.1008 |
S2 |
1.0951 |
1.0951 |
1.1009 |
|
S3 |
1.0874 |
1.0910 |
1.1002 |
|
S4 |
1.0797 |
1.0833 |
1.0981 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1120 |
1.0992 |
0.0128 |
1.1% |
0.0028 |
0.3% |
100% |
True |
False |
329 |
10 |
1.1120 |
1.0895 |
0.0225 |
2.0% |
0.0036 |
0.3% |
100% |
True |
False |
404 |
20 |
1.1120 |
1.0895 |
0.0225 |
2.0% |
0.0030 |
0.3% |
100% |
True |
False |
210 |
40 |
1.1120 |
1.0817 |
0.0303 |
2.7% |
0.0027 |
0.2% |
100% |
True |
False |
207 |
60 |
1.1120 |
1.0812 |
0.0308 |
2.8% |
0.0024 |
0.2% |
100% |
True |
False |
221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1156 |
2.618 |
1.1142 |
1.618 |
1.1133 |
1.000 |
1.1128 |
0.618 |
1.1125 |
HIGH |
1.1120 |
0.618 |
1.1116 |
0.500 |
1.1115 |
0.382 |
1.1114 |
LOW |
1.1111 |
0.618 |
1.1106 |
1.000 |
1.1103 |
1.618 |
1.1097 |
2.618 |
1.1089 |
4.250 |
1.1075 |
|
|
Fisher Pivots for day following 14-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1118 |
1.1103 |
PP |
1.1117 |
1.1088 |
S1 |
1.1115 |
1.1072 |
|