CME Euro FX (E) Future March 2025
Trading Metrics calculated at close of trading on 15-Aug-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2024 |
15-Aug-2024 |
Change |
Change % |
Previous Week |
Open |
1.1111 |
1.1057 |
-0.0055 |
-0.5% |
1.1007 |
High |
1.1120 |
1.1087 |
-0.0033 |
-0.3% |
1.1069 |
Low |
1.1111 |
1.1057 |
-0.0055 |
-0.5% |
1.0992 |
Close |
1.1119 |
1.1081 |
-0.0038 |
-0.3% |
1.1023 |
Range |
0.0009 |
0.0030 |
0.0022 |
252.9% |
0.0077 |
ATR |
0.0037 |
0.0039 |
0.0002 |
4.9% |
0.0000 |
Volume |
3 |
3 |
0 |
0.0% |
2,791 |
|
Daily Pivots for day following 15-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1165 |
1.1153 |
1.1098 |
|
R3 |
1.1135 |
1.1123 |
1.1089 |
|
R2 |
1.1105 |
1.1105 |
1.1087 |
|
R1 |
1.1093 |
1.1093 |
1.1084 |
1.1099 |
PP |
1.1075 |
1.1075 |
1.1075 |
1.1078 |
S1 |
1.1063 |
1.1063 |
1.1078 |
1.1069 |
S2 |
1.1045 |
1.1045 |
1.1076 |
|
S3 |
1.1015 |
1.1033 |
1.1073 |
|
S4 |
1.0985 |
1.1003 |
1.1065 |
|
|
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 |
1.1018 |
0.0102 |
0.9% |
0.0026 |
0.2% |
62% |
False |
False |
167 |
10 |
1.1120 |
1.0923 |
0.0197 |
1.8% |
0.0037 |
0.3% |
80% |
False |
False |
404 |
20 |
1.1120 |
1.0895 |
0.0225 |
2.0% |
0.0031 |
0.3% |
83% |
False |
False |
210 |
40 |
1.1120 |
1.0817 |
0.0303 |
2.7% |
0.0027 |
0.2% |
87% |
False |
False |
207 |
60 |
1.1120 |
1.0812 |
0.0308 |
2.8% |
0.0024 |
0.2% |
87% |
False |
False |
219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1214 |
2.618 |
1.1165 |
1.618 |
1.1135 |
1.000 |
1.1117 |
0.618 |
1.1105 |
HIGH |
1.1087 |
0.618 |
1.1075 |
0.500 |
1.1072 |
0.382 |
1.1068 |
LOW |
1.1057 |
0.618 |
1.1038 |
1.000 |
1.1027 |
1.618 |
1.1008 |
2.618 |
1.0978 |
4.250 |
1.0929 |
|
|
Fisher Pivots for day following 15-Aug-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1078 |
1.1078 |
PP |
1.1075 |
1.1075 |
S1 |
1.1072 |
1.1072 |
|