CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 28-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2024 |
28-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1260 |
1.1238 |
-0.0022 |
-0.2% |
1.1167 |
| High |
1.1281 |
1.1238 |
-0.0043 |
-0.4% |
1.1292 |
| Low |
1.1260 |
1.1209 |
-0.0051 |
-0.4% |
1.1167 |
| Close |
1.1281 |
1.1209 |
-0.0072 |
-0.6% |
1.1284 |
| Range |
0.0021 |
0.0029 |
0.0008 |
35.7% |
0.0125 |
| ATR |
0.0043 |
0.0045 |
0.0002 |
4.8% |
0.0000 |
| Volume |
14 |
75 |
61 |
435.7% |
253 |
|
| Daily Pivots for day following 28-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1304 |
1.1285 |
1.1225 |
|
| R3 |
1.1276 |
1.1257 |
1.1217 |
|
| R2 |
1.1247 |
1.1247 |
1.1214 |
|
| R1 |
1.1228 |
1.1228 |
1.1212 |
1.1223 |
| PP |
1.1219 |
1.1219 |
1.1219 |
1.1216 |
| S1 |
1.1200 |
1.1200 |
1.1206 |
1.1195 |
| S2 |
1.1190 |
1.1190 |
1.1204 |
|
| S3 |
1.1162 |
1.1171 |
1.1201 |
|
| S4 |
1.1133 |
1.1143 |
1.1193 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1623 |
1.1578 |
1.1353 |
|
| R3 |
1.1498 |
1.1453 |
1.1318 |
|
| R2 |
1.1373 |
1.1373 |
1.1307 |
|
| R1 |
1.1328 |
1.1328 |
1.1295 |
1.1351 |
| PP |
1.1248 |
1.1248 |
1.1248 |
1.1259 |
| S1 |
1.1203 |
1.1203 |
1.1273 |
1.1226 |
| S2 |
1.1123 |
1.1123 |
1.1261 |
|
| S3 |
1.0998 |
1.1078 |
1.1250 |
|
| S4 |
1.0873 |
1.0953 |
1.1215 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1292 |
1.1205 |
0.0087 |
0.8% |
0.0030 |
0.3% |
5% |
False |
False |
34 |
| 10 |
1.1292 |
1.1057 |
0.0236 |
2.1% |
0.0031 |
0.3% |
65% |
False |
False |
39 |
| 20 |
1.1292 |
1.0895 |
0.0397 |
3.5% |
0.0033 |
0.3% |
79% |
False |
False |
221 |
| 40 |
1.1292 |
1.0886 |
0.0406 |
3.6% |
0.0028 |
0.2% |
80% |
False |
False |
131 |
| 60 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0028 |
0.2% |
83% |
False |
False |
199 |
| 80 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0023 |
0.2% |
83% |
False |
False |
172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1359 |
|
2.618 |
1.1312 |
|
1.618 |
1.1284 |
|
1.000 |
1.1266 |
|
0.618 |
1.1255 |
|
HIGH |
1.1238 |
|
0.618 |
1.1227 |
|
0.500 |
1.1223 |
|
0.382 |
1.1220 |
|
LOW |
1.1209 |
|
0.618 |
1.1191 |
|
1.000 |
1.1181 |
|
1.618 |
1.1163 |
|
2.618 |
1.1134 |
|
4.250 |
1.1088 |
|
|
| Fisher Pivots for day following 28-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1223 |
1.1245 |
| PP |
1.1219 |
1.1233 |
| S1 |
1.1214 |
1.1221 |
|