CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 21-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2024 |
21-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1100 |
1.1142 |
0.0042 |
0.4% |
1.0935 |
| High |
1.1145 |
1.1188 |
0.0043 |
0.4% |
1.1065 |
| Low |
1.1086 |
1.1113 |
0.0028 |
0.2% |
1.0928 |
| Close |
1.1135 |
1.1175 |
0.0040 |
0.4% |
1.1036 |
| Range |
0.0060 |
0.0075 |
0.0015 |
25.2% |
0.0137 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
2.1% |
0.0000 |
| Volume |
182,037 |
232,250 |
50,213 |
27.6% |
932,717 |
|
| Daily Pivots for day following 21-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1382 |
1.1353 |
1.1216 |
|
| R3 |
1.1308 |
1.1279 |
1.1195 |
|
| R2 |
1.1233 |
1.1233 |
1.1189 |
|
| R1 |
1.1204 |
1.1204 |
1.1182 |
1.1219 |
| PP |
1.1159 |
1.1159 |
1.1159 |
1.1166 |
| S1 |
1.1130 |
1.1130 |
1.1168 |
1.1144 |
| S2 |
1.1084 |
1.1084 |
1.1161 |
|
| S3 |
1.1010 |
1.1055 |
1.1155 |
|
| S4 |
1.0935 |
1.0981 |
1.1134 |
|
|
| 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 |
1.1188 |
1.0965 |
0.0223 |
2.0% |
0.0065 |
0.6% |
94% |
True |
False |
191,739 |
| 10 |
1.1188 |
1.0900 |
0.0288 |
2.6% |
0.0059 |
0.5% |
96% |
True |
False |
186,162 |
| 20 |
1.1188 |
1.0799 |
0.0389 |
3.5% |
0.0061 |
0.5% |
97% |
True |
False |
219,836 |
| 40 |
1.1188 |
1.0708 |
0.0480 |
4.3% |
0.0053 |
0.5% |
97% |
True |
False |
207,527 |
| 60 |
1.1188 |
1.0708 |
0.0480 |
4.3% |
0.0056 |
0.5% |
97% |
True |
False |
180,417 |
| 80 |
1.1188 |
1.0708 |
0.0480 |
4.3% |
0.0054 |
0.5% |
97% |
True |
False |
135,633 |
| 100 |
1.1188 |
1.0674 |
0.0514 |
4.6% |
0.0055 |
0.5% |
98% |
True |
False |
108,680 |
| 120 |
1.1188 |
1.0674 |
0.0514 |
4.6% |
0.0053 |
0.5% |
98% |
True |
False |
90,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1504 |
|
2.618 |
1.1383 |
|
1.618 |
1.1308 |
|
1.000 |
1.1262 |
|
0.618 |
1.1234 |
|
HIGH |
1.1188 |
|
0.618 |
1.1159 |
|
0.500 |
1.1150 |
|
0.382 |
1.1141 |
|
LOW |
1.1113 |
|
0.618 |
1.1067 |
|
1.000 |
1.1039 |
|
1.618 |
1.0992 |
|
2.618 |
1.0918 |
|
4.250 |
1.0796 |
|
|
| Fisher Pivots for day following 21-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1167 |
1.1154 |
| PP |
1.1159 |
1.1133 |
| S1 |
1.1150 |
1.1112 |
|