CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 19-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2024 |
19-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0989 |
1.1044 |
0.0055 |
0.5% |
1.0935 |
| High |
1.1045 |
1.1101 |
0.0057 |
0.5% |
1.1065 |
| Low |
1.0986 |
1.1037 |
0.0052 |
0.5% |
1.0928 |
| Close |
1.1036 |
1.1097 |
0.0061 |
0.6% |
1.1036 |
| Range |
0.0059 |
0.0064 |
0.0005 |
8.5% |
0.0137 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
1.0% |
0.0000 |
| Volume |
151,874 |
179,877 |
28,003 |
18.4% |
932,717 |
|
| Daily Pivots for day following 19-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1270 |
1.1247 |
1.1132 |
|
| R3 |
1.1206 |
1.1183 |
1.1114 |
|
| R2 |
1.1142 |
1.1142 |
1.1108 |
|
| R1 |
1.1119 |
1.1119 |
1.1102 |
1.1131 |
| PP |
1.1078 |
1.1078 |
1.1078 |
1.1084 |
| S1 |
1.1055 |
1.1055 |
1.1091 |
1.1067 |
| S2 |
1.1014 |
1.1014 |
1.1085 |
|
| S3 |
1.0950 |
1.0991 |
1.1079 |
|
| S4 |
1.0886 |
1.0927 |
1.1061 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1419 |
1.1364 |
1.1111 |
|
| R3 |
1.1282 |
1.1227 |
1.1073 |
|
| R2 |
1.1146 |
1.1146 |
1.1061 |
|
| R1 |
1.1091 |
1.1091 |
1.1048 |
1.1118 |
| PP |
1.1009 |
1.1009 |
1.1009 |
1.1023 |
| S1 |
1.0954 |
1.0954 |
1.1023 |
1.0982 |
| S2 |
1.0873 |
1.0873 |
1.1010 |
|
| S3 |
1.0736 |
1.0818 |
1.0998 |
|
| S4 |
1.0600 |
1.0681 |
1.0960 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1101 |
1.0931 |
0.0171 |
1.5% |
0.0068 |
0.6% |
97% |
True |
False |
196,694 |
| 10 |
1.1101 |
1.0900 |
0.0201 |
1.8% |
0.0054 |
0.5% |
98% |
True |
False |
189,435 |
| 20 |
1.1101 |
1.0799 |
0.0302 |
2.7% |
0.0059 |
0.5% |
99% |
True |
False |
218,602 |
| 40 |
1.1101 |
1.0708 |
0.0394 |
3.5% |
0.0053 |
0.5% |
99% |
True |
False |
204,449 |
| 60 |
1.1101 |
1.0708 |
0.0394 |
3.5% |
0.0056 |
0.5% |
99% |
True |
False |
173,585 |
| 80 |
1.1101 |
1.0708 |
0.0394 |
3.5% |
0.0054 |
0.5% |
99% |
True |
False |
130,472 |
| 100 |
1.1101 |
1.0674 |
0.0428 |
3.9% |
0.0055 |
0.5% |
99% |
True |
False |
104,544 |
| 120 |
1.1101 |
1.0674 |
0.0428 |
3.9% |
0.0052 |
0.5% |
99% |
True |
False |
87,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1373 |
|
2.618 |
1.1269 |
|
1.618 |
1.1205 |
|
1.000 |
1.1165 |
|
0.618 |
1.1141 |
|
HIGH |
1.1101 |
|
0.618 |
1.1077 |
|
0.500 |
1.1069 |
|
0.382 |
1.1061 |
|
LOW |
1.1037 |
|
0.618 |
1.0997 |
|
1.000 |
1.0973 |
|
1.618 |
1.0933 |
|
2.618 |
1.0869 |
|
4.250 |
1.0765 |
|
|
| Fisher Pivots for day following 19-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1087 |
1.1075 |
| PP |
1.1078 |
1.1054 |
| S1 |
1.1069 |
1.1033 |
|