CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 16-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2024 |
16-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1057 |
1.1123 |
0.0067 |
0.6% |
1.1035 |
| High |
1.1087 |
1.1123 |
0.0037 |
0.3% |
1.1123 |
| Low |
1.1057 |
1.1077 |
0.0021 |
0.2% |
1.1025 |
| Close |
1.1081 |
1.1123 |
0.0042 |
0.4% |
1.1123 |
| Range |
0.0030 |
0.0046 |
0.0016 |
53.3% |
0.0099 |
| ATR |
0.0039 |
0.0039 |
0.0001 |
1.3% |
0.0000 |
| Volume |
3 |
0 |
-3 |
-100.0% |
838 |
|
| Daily Pivots for day following 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1246 |
1.1230 |
1.1148 |
|
| R3 |
1.1200 |
1.1184 |
1.1136 |
|
| R2 |
1.1154 |
1.1154 |
1.1131 |
|
| R1 |
1.1138 |
1.1138 |
1.1127 |
1.1146 |
| PP |
1.1108 |
1.1108 |
1.1108 |
1.1112 |
| S1 |
1.1092 |
1.1092 |
1.1119 |
1.1100 |
| S2 |
1.1062 |
1.1062 |
1.1115 |
|
| S3 |
1.1016 |
1.1046 |
1.1110 |
|
| S4 |
1.0970 |
1.1000 |
1.1098 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1386 |
1.1353 |
1.1177 |
|
| R3 |
1.1287 |
1.1254 |
1.1150 |
|
| R2 |
1.1189 |
1.1189 |
1.1141 |
|
| R1 |
1.1156 |
1.1156 |
1.1132 |
1.1172 |
| PP |
1.1090 |
1.1090 |
1.1090 |
1.1098 |
| S1 |
1.1057 |
1.1057 |
1.1114 |
1.1074 |
| S2 |
1.0992 |
1.0992 |
1.1105 |
|
| S3 |
1.0893 |
1.0959 |
1.1096 |
|
| S4 |
1.0795 |
1.0860 |
1.1069 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1123 |
1.1025 |
0.0099 |
0.9% |
0.0033 |
0.3% |
100% |
True |
False |
167 |
| 10 |
1.1123 |
1.0992 |
0.0131 |
1.2% |
0.0031 |
0.3% |
100% |
True |
False |
362 |
| 20 |
1.1123 |
1.0895 |
0.0228 |
2.0% |
0.0032 |
0.3% |
100% |
True |
False |
209 |
| 40 |
1.1123 |
1.0817 |
0.0306 |
2.8% |
0.0027 |
0.2% |
100% |
True |
False |
168 |
| 60 |
1.1123 |
1.0812 |
0.0311 |
2.8% |
0.0025 |
0.2% |
100% |
True |
False |
215 |
| 80 |
1.1123 |
1.0812 |
0.0311 |
2.8% |
0.0022 |
0.2% |
100% |
True |
False |
178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1319 |
|
2.618 |
1.1243 |
|
1.618 |
1.1197 |
|
1.000 |
1.1169 |
|
0.618 |
1.1151 |
|
HIGH |
1.1123 |
|
0.618 |
1.1105 |
|
0.500 |
1.1100 |
|
0.382 |
1.1095 |
|
LOW |
1.1077 |
|
0.618 |
1.1049 |
|
1.000 |
1.1031 |
|
1.618 |
1.1003 |
|
2.618 |
1.0957 |
|
4.250 |
1.0882 |
|
|
| Fisher Pivots for day following 16-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1115 |
1.1112 |
| PP |
1.1108 |
1.1101 |
| S1 |
1.1100 |
1.1090 |
|