CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 30-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2024 |
30-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1152 |
1.1183 |
0.0031 |
0.3% |
1.1268 |
| High |
1.1172 |
1.1184 |
0.0013 |
0.1% |
1.1281 |
| Low |
1.1152 |
1.1143 |
-0.0010 |
-0.1% |
1.1143 |
| Close |
1.1172 |
1.1143 |
-0.0029 |
-0.3% |
1.1143 |
| Range |
0.0020 |
0.0042 |
0.0022 |
112.8% |
0.0138 |
| ATR |
0.0046 |
0.0045 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
1 |
40 |
39 |
3,900.0% |
177 |
|
| Daily Pivots for day following 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1281 |
1.1253 |
1.1165 |
|
| R3 |
1.1239 |
1.1212 |
1.1154 |
|
| R2 |
1.1198 |
1.1198 |
1.1150 |
|
| R1 |
1.1170 |
1.1170 |
1.1146 |
1.1163 |
| PP |
1.1156 |
1.1156 |
1.1156 |
1.1153 |
| S1 |
1.1129 |
1.1129 |
1.1139 |
1.1122 |
| S2 |
1.1115 |
1.1115 |
1.1135 |
|
| S3 |
1.1073 |
1.1087 |
1.1131 |
|
| S4 |
1.1032 |
1.1046 |
1.1120 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1603 |
1.1511 |
1.1218 |
|
| R3 |
1.1465 |
1.1373 |
1.1180 |
|
| R2 |
1.1327 |
1.1327 |
1.1168 |
|
| R1 |
1.1235 |
1.1235 |
1.1155 |
1.1212 |
| PP |
1.1189 |
1.1189 |
1.1189 |
1.1177 |
| S1 |
1.1097 |
1.1097 |
1.1130 |
1.1074 |
| S2 |
1.1051 |
1.1051 |
1.1117 |
|
| S3 |
1.0913 |
1.0959 |
1.1105 |
|
| S4 |
1.0775 |
1.0821 |
1.1067 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1281 |
1.1143 |
0.0138 |
1.2% |
0.0024 |
0.2% |
0% |
False |
True |
35 |
| 10 |
1.1292 |
1.1143 |
0.0150 |
1.3% |
0.0030 |
0.3% |
0% |
False |
True |
43 |
| 20 |
1.1292 |
1.0992 |
0.0300 |
2.7% |
0.0031 |
0.3% |
50% |
False |
False |
202 |
| 40 |
1.1292 |
1.0895 |
0.0397 |
3.6% |
0.0027 |
0.2% |
62% |
False |
False |
128 |
| 60 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0029 |
0.3% |
69% |
False |
False |
196 |
| 80 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0024 |
0.2% |
69% |
False |
False |
173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1360 |
|
2.618 |
1.1293 |
|
1.618 |
1.1251 |
|
1.000 |
1.1226 |
|
0.618 |
1.1210 |
|
HIGH |
1.1184 |
|
0.618 |
1.1168 |
|
0.500 |
1.1163 |
|
0.382 |
1.1158 |
|
LOW |
1.1143 |
|
0.618 |
1.1117 |
|
1.000 |
1.1101 |
|
1.618 |
1.1075 |
|
2.618 |
1.1034 |
|
4.250 |
1.0966 |
|
|
| Fisher Pivots for day following 30-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1163 |
1.1190 |
| PP |
1.1156 |
1.1174 |
| S1 |
1.1149 |
1.1158 |
|