CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 03-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2024 |
03-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1085 |
1.1054 |
-0.0031 |
-0.3% |
1.1203 |
| High |
1.1103 |
1.1085 |
-0.0018 |
-0.2% |
1.1213 |
| Low |
1.1051 |
1.1033 |
-0.0018 |
-0.2% |
1.1051 |
| Close |
1.1060 |
1.1045 |
-0.0015 |
-0.1% |
1.1060 |
| Range |
0.0052 |
0.0052 |
0.0000 |
0.0% |
0.0162 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
198,316 |
270,277 |
71,961 |
36.3% |
935,069 |
|
| Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1210 |
1.1180 |
1.1074 |
|
| R3 |
1.1158 |
1.1128 |
1.1059 |
|
| R2 |
1.1106 |
1.1106 |
1.1055 |
|
| R1 |
1.1076 |
1.1076 |
1.1050 |
1.1065 |
| PP |
1.1054 |
1.1054 |
1.1054 |
1.1049 |
| S1 |
1.1024 |
1.1024 |
1.1040 |
1.1013 |
| S2 |
1.1002 |
1.1002 |
1.1035 |
|
| S3 |
1.0950 |
1.0972 |
1.1031 |
|
| S4 |
1.0898 |
1.0920 |
1.1016 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1592 |
1.1487 |
1.1148 |
|
| R3 |
1.1431 |
1.1326 |
1.1104 |
|
| R2 |
1.1269 |
1.1269 |
1.1089 |
|
| R1 |
1.1164 |
1.1164 |
1.1074 |
1.1136 |
| PP |
1.1108 |
1.1108 |
1.1108 |
1.1094 |
| S1 |
1.1003 |
1.1003 |
1.1045 |
1.0975 |
| S2 |
1.0946 |
1.0946 |
1.1030 |
|
| S3 |
1.0785 |
1.0841 |
1.1015 |
|
| S4 |
1.0623 |
1.0680 |
1.0971 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1201 |
1.1033 |
0.0168 |
1.5% |
0.0062 |
0.6% |
7% |
False |
True |
207,603 |
| 10 |
1.1213 |
1.1033 |
0.0180 |
1.6% |
0.0067 |
0.6% |
7% |
False |
True |
207,175 |
| 20 |
1.1213 |
1.0900 |
0.0313 |
2.8% |
0.0061 |
0.6% |
46% |
False |
False |
198,305 |
| 40 |
1.1213 |
1.0799 |
0.0414 |
3.7% |
0.0056 |
0.5% |
59% |
False |
False |
208,028 |
| 60 |
1.1213 |
1.0708 |
0.0505 |
4.6% |
0.0058 |
0.5% |
67% |
False |
False |
206,304 |
| 80 |
1.1213 |
1.0708 |
0.0505 |
4.6% |
0.0056 |
0.5% |
67% |
False |
False |
156,262 |
| 100 |
1.1213 |
1.0674 |
0.0539 |
4.9% |
0.0056 |
0.5% |
69% |
False |
False |
125,197 |
| 120 |
1.1213 |
1.0674 |
0.0539 |
4.9% |
0.0055 |
0.5% |
69% |
False |
False |
104,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1306 |
|
2.618 |
1.1221 |
|
1.618 |
1.1169 |
|
1.000 |
1.1137 |
|
0.618 |
1.1117 |
|
HIGH |
1.1085 |
|
0.618 |
1.1065 |
|
0.500 |
1.1059 |
|
0.382 |
1.1053 |
|
LOW |
1.1033 |
|
0.618 |
1.1001 |
|
1.000 |
1.0981 |
|
1.618 |
1.0949 |
|
2.618 |
1.0897 |
|
4.250 |
1.0812 |
|
|
| Fisher Pivots for day following 03-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1059 |
1.1090 |
| PP |
1.1054 |
1.1075 |
| S1 |
1.1050 |
1.1060 |
|