CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 23-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2024 |
23-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0913 |
1.0920 |
0.0007 |
0.1% |
1.0926 |
| High |
1.0932 |
1.0925 |
-0.0007 |
-0.1% |
1.0980 |
| Low |
1.0902 |
1.0872 |
-0.0030 |
-0.3% |
1.0903 |
| Close |
1.0918 |
1.0880 |
-0.0038 |
-0.3% |
1.0908 |
| Range |
0.0031 |
0.0054 |
0.0023 |
75.4% |
0.0077 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
0.9% |
0.0000 |
| Volume |
164,641 |
187,637 |
22,996 |
14.0% |
978,604 |
|
| Daily Pivots for day following 23-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1053 |
1.1020 |
1.0909 |
|
| R3 |
1.0999 |
1.0966 |
1.0895 |
|
| R2 |
1.0946 |
1.0946 |
1.0890 |
|
| R1 |
1.0913 |
1.0913 |
1.0885 |
1.0903 |
| PP |
1.0892 |
1.0892 |
1.0892 |
1.0887 |
| S1 |
1.0859 |
1.0859 |
1.0875 |
1.0849 |
| S2 |
1.0839 |
1.0839 |
1.0870 |
|
| S3 |
1.0785 |
1.0806 |
1.0865 |
|
| S4 |
1.0732 |
1.0752 |
1.0851 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1160 |
1.1110 |
1.0950 |
|
| R3 |
1.1083 |
1.1034 |
1.0929 |
|
| R2 |
1.1007 |
1.1007 |
1.0922 |
|
| R1 |
1.0957 |
1.0957 |
1.0915 |
1.0944 |
| PP |
1.0930 |
1.0930 |
1.0930 |
1.0923 |
| S1 |
1.0881 |
1.0881 |
1.0901 |
1.0867 |
| S2 |
1.0854 |
1.0854 |
1.0894 |
|
| S3 |
1.0777 |
1.0804 |
1.0887 |
|
| S4 |
1.0701 |
1.0728 |
1.0866 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0980 |
1.0872 |
0.0108 |
1.0% |
0.0042 |
0.4% |
8% |
False |
True |
192,038 |
| 10 |
1.0980 |
1.0846 |
0.0134 |
1.2% |
0.0042 |
0.4% |
26% |
False |
False |
194,374 |
| 20 |
1.0980 |
1.0708 |
0.0272 |
2.5% |
0.0046 |
0.4% |
63% |
False |
False |
192,105 |
| 40 |
1.0980 |
1.0708 |
0.0272 |
2.5% |
0.0054 |
0.5% |
63% |
False |
False |
155,708 |
| 60 |
1.0980 |
1.0708 |
0.0272 |
2.5% |
0.0053 |
0.5% |
63% |
False |
False |
104,209 |
| 80 |
1.0980 |
1.0674 |
0.0306 |
2.8% |
0.0054 |
0.5% |
67% |
False |
False |
78,372 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0051 |
0.5% |
53% |
False |
False |
62,746 |
| 120 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0049 |
0.4% |
53% |
False |
False |
52,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1152 |
|
2.618 |
1.1065 |
|
1.618 |
1.1012 |
|
1.000 |
1.0979 |
|
0.618 |
1.0958 |
|
HIGH |
1.0925 |
|
0.618 |
1.0905 |
|
0.500 |
1.0898 |
|
0.382 |
1.0892 |
|
LOW |
1.0872 |
|
0.618 |
1.0838 |
|
1.000 |
1.0818 |
|
1.618 |
1.0785 |
|
2.618 |
1.0731 |
|
4.250 |
1.0644 |
|
|
| Fisher Pivots for day following 23-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0898 |
1.0902 |
| PP |
1.0892 |
1.0895 |
| S1 |
1.0886 |
1.0887 |
|