CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 24-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2024 |
24-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0920 |
1.0882 |
-0.0039 |
-0.4% |
1.0926 |
| High |
1.0925 |
1.0894 |
-0.0031 |
-0.3% |
1.0980 |
| Low |
1.0872 |
1.0852 |
-0.0020 |
-0.2% |
1.0903 |
| Close |
1.0880 |
1.0865 |
-0.0015 |
-0.1% |
1.0908 |
| Range |
0.0054 |
0.0042 |
-0.0012 |
-21.5% |
0.0077 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
187,637 |
201,964 |
14,327 |
7.6% |
978,604 |
|
| Daily Pivots for day following 24-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0996 |
1.0973 |
1.0888 |
|
| R3 |
1.0954 |
1.0931 |
1.0877 |
|
| R2 |
1.0912 |
1.0912 |
1.0873 |
|
| R1 |
1.0889 |
1.0889 |
1.0869 |
1.0880 |
| PP |
1.0870 |
1.0870 |
1.0870 |
1.0866 |
| S1 |
1.0847 |
1.0847 |
1.0861 |
1.0838 |
| S2 |
1.0828 |
1.0828 |
1.0857 |
|
| S3 |
1.0786 |
1.0805 |
1.0853 |
|
| S4 |
1.0744 |
1.0763 |
1.0842 |
|
|
| 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 |
1.0971 |
1.0852 |
0.0119 |
1.1% |
0.0040 |
0.4% |
11% |
False |
True |
186,319 |
| 10 |
1.0980 |
1.0852 |
0.0128 |
1.2% |
0.0044 |
0.4% |
10% |
False |
True |
202,070 |
| 20 |
1.0980 |
1.0708 |
0.0272 |
2.5% |
0.0045 |
0.4% |
58% |
False |
False |
195,217 |
| 40 |
1.0980 |
1.0708 |
0.0272 |
2.5% |
0.0054 |
0.5% |
58% |
False |
False |
160,707 |
| 60 |
1.0980 |
1.0708 |
0.0272 |
2.5% |
0.0052 |
0.5% |
58% |
False |
False |
107,565 |
| 80 |
1.0980 |
1.0674 |
0.0306 |
2.8% |
0.0054 |
0.5% |
63% |
False |
False |
80,891 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0051 |
0.5% |
50% |
False |
False |
64,764 |
| 120 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0048 |
0.4% |
50% |
False |
False |
53,980 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1073 |
|
2.618 |
1.1004 |
|
1.618 |
1.0962 |
|
1.000 |
1.0936 |
|
0.618 |
1.0920 |
|
HIGH |
1.0894 |
|
0.618 |
1.0878 |
|
0.500 |
1.0873 |
|
0.382 |
1.0868 |
|
LOW |
1.0852 |
|
0.618 |
1.0826 |
|
1.000 |
1.0810 |
|
1.618 |
1.0784 |
|
2.618 |
1.0742 |
|
4.250 |
1.0674 |
|
|
| Fisher Pivots for day following 24-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0873 |
1.0892 |
| PP |
1.0870 |
1.0883 |
| S1 |
1.0868 |
1.0874 |
|