CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 20-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2024 |
20-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1167 |
1.1216 |
0.0049 |
0.4% |
1.1035 |
| High |
1.1187 |
1.1230 |
0.0043 |
0.4% |
1.1123 |
| Low |
1.1167 |
1.1216 |
0.0049 |
0.4% |
1.1025 |
| Close |
1.1185 |
1.1223 |
0.0038 |
0.3% |
1.1123 |
| Range |
0.0020 |
0.0014 |
-0.0006 |
-30.0% |
0.0099 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
0.7% |
0.0000 |
| Volume |
40 |
53 |
13 |
32.5% |
838 |
|
| Daily Pivots for day following 20-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1265 |
1.1258 |
1.1230 |
|
| R3 |
1.1251 |
1.1244 |
1.1226 |
|
| R2 |
1.1237 |
1.1237 |
1.1225 |
|
| R1 |
1.1230 |
1.1230 |
1.1224 |
1.1233 |
| PP |
1.1223 |
1.1223 |
1.1223 |
1.1225 |
| S1 |
1.1216 |
1.1216 |
1.1221 |
1.1219 |
| S2 |
1.1209 |
1.1209 |
1.1220 |
|
| S3 |
1.1195 |
1.1202 |
1.1219 |
|
| S4 |
1.1181 |
1.1188 |
1.1215 |
|
|
| 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 |
1.1230 |
1.1057 |
0.0174 |
1.5% |
0.0024 |
0.2% |
96% |
True |
False |
19 |
| 10 |
1.1230 |
1.0992 |
0.0238 |
2.1% |
0.0026 |
0.2% |
97% |
True |
False |
279 |
| 20 |
1.1230 |
1.0895 |
0.0335 |
3.0% |
0.0033 |
0.3% |
98% |
True |
False |
213 |
| 40 |
1.1230 |
1.0820 |
0.0411 |
3.7% |
0.0026 |
0.2% |
98% |
True |
False |
144 |
| 60 |
1.1230 |
1.0812 |
0.0418 |
3.7% |
0.0025 |
0.2% |
98% |
True |
False |
208 |
| 80 |
1.1230 |
1.0812 |
0.0418 |
3.7% |
0.0022 |
0.2% |
98% |
True |
False |
180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1290 |
|
2.618 |
1.1267 |
|
1.618 |
1.1253 |
|
1.000 |
1.1244 |
|
0.618 |
1.1239 |
|
HIGH |
1.1230 |
|
0.618 |
1.1225 |
|
0.500 |
1.1223 |
|
0.382 |
1.1221 |
|
LOW |
1.1216 |
|
0.618 |
1.1207 |
|
1.000 |
1.1202 |
|
1.618 |
1.1193 |
|
2.618 |
1.1179 |
|
4.250 |
1.1157 |
|
|
| Fisher Pivots for day following 20-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1223 |
1.1200 |
| PP |
1.1223 |
1.1177 |
| S1 |
1.1223 |
1.1154 |
|