CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 31-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2024 |
31-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0846 |
1.0840 |
-0.0007 |
-0.1% |
1.0913 |
| High |
1.0860 |
1.0876 |
0.0016 |
0.1% |
1.0932 |
| Low |
1.0823 |
1.0825 |
0.0003 |
0.0% |
1.0852 |
| Close |
1.0835 |
1.0850 |
0.0015 |
0.1% |
1.0883 |
| Range |
0.0038 |
0.0051 |
0.0013 |
34.7% |
0.0080 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
0.6% |
0.0000 |
| Volume |
171,891 |
258,611 |
86,720 |
50.5% |
914,039 |
|
| Daily Pivots for day following 31-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1002 |
1.0976 |
1.0878 |
|
| R3 |
1.0951 |
1.0926 |
1.0864 |
|
| R2 |
1.0901 |
1.0901 |
1.0859 |
|
| R1 |
1.0875 |
1.0875 |
1.0855 |
1.0888 |
| PP |
1.0850 |
1.0850 |
1.0850 |
1.0857 |
| S1 |
1.0825 |
1.0825 |
1.0845 |
1.0838 |
| S2 |
1.0800 |
1.0800 |
1.0841 |
|
| S3 |
1.0749 |
1.0774 |
1.0836 |
|
| S4 |
1.0699 |
1.0724 |
1.0822 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1129 |
1.1086 |
1.0927 |
|
| R3 |
1.1049 |
1.1006 |
1.0905 |
|
| R2 |
1.0969 |
1.0969 |
1.0897 |
|
| R1 |
1.0926 |
1.0926 |
1.0890 |
1.0907 |
| PP |
1.0889 |
1.0889 |
1.0889 |
1.0880 |
| S1 |
1.0846 |
1.0846 |
1.0875 |
1.0827 |
| S2 |
1.0809 |
1.0809 |
1.0868 |
|
| S3 |
1.0729 |
1.0766 |
1.0861 |
|
| S4 |
1.0649 |
1.0686 |
1.0839 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0896 |
1.0823 |
0.0074 |
0.7% |
0.0045 |
0.4% |
37% |
False |
False |
198,748 |
| 10 |
1.0971 |
1.0823 |
0.0149 |
1.4% |
0.0042 |
0.4% |
19% |
False |
False |
192,533 |
| 20 |
1.0980 |
1.0774 |
0.0206 |
1.9% |
0.0044 |
0.4% |
37% |
False |
False |
193,627 |
| 40 |
1.0980 |
1.0708 |
0.0272 |
2.5% |
0.0052 |
0.5% |
52% |
False |
False |
184,603 |
| 60 |
1.0980 |
1.0708 |
0.0272 |
2.5% |
0.0050 |
0.5% |
52% |
False |
False |
124,060 |
| 80 |
1.0980 |
1.0674 |
0.0306 |
2.8% |
0.0053 |
0.5% |
58% |
False |
False |
93,276 |
| 100 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0052 |
0.5% |
46% |
False |
False |
74,695 |
| 120 |
1.1060 |
1.0674 |
0.0387 |
3.6% |
0.0048 |
0.4% |
46% |
False |
False |
62,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1090 |
|
2.618 |
1.1008 |
|
1.618 |
1.0957 |
|
1.000 |
1.0926 |
|
0.618 |
1.0907 |
|
HIGH |
1.0876 |
|
0.618 |
1.0856 |
|
0.500 |
1.0850 |
|
0.382 |
1.0844 |
|
LOW |
1.0825 |
|
0.618 |
1.0794 |
|
1.000 |
1.0775 |
|
1.618 |
1.0743 |
|
2.618 |
1.0693 |
|
4.250 |
1.0610 |
|
|
| Fisher Pivots for day following 31-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0850 |
1.0859 |
| PP |
1.0850 |
1.0856 |
| S1 |
1.0850 |
1.0853 |
|