CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 04-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2024 |
04-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1054 |
1.1051 |
-0.0004 |
0.0% |
1.1203 |
| High |
1.1085 |
1.1102 |
0.0017 |
0.1% |
1.1213 |
| Low |
1.1033 |
1.1045 |
0.0012 |
0.1% |
1.1051 |
| Close |
1.1045 |
1.1082 |
0.0037 |
0.3% |
1.1060 |
| Range |
0.0052 |
0.0057 |
0.0005 |
8.7% |
0.0162 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
270,277 |
184,659 |
-85,618 |
-31.7% |
935,069 |
|
| Daily Pivots for day following 04-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1246 |
1.1220 |
1.1113 |
|
| R3 |
1.1189 |
1.1164 |
1.1098 |
|
| R2 |
1.1133 |
1.1133 |
1.1092 |
|
| R1 |
1.1107 |
1.1107 |
1.1087 |
1.1120 |
| PP |
1.1076 |
1.1076 |
1.1076 |
1.1083 |
| S1 |
1.1051 |
1.1051 |
1.1077 |
1.1064 |
| S2 |
1.1020 |
1.1020 |
1.1072 |
|
| S3 |
1.0963 |
1.0994 |
1.1066 |
|
| S4 |
1.0907 |
1.0938 |
1.1051 |
|
|
| 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 |
1.1196 |
1.1033 |
0.0163 |
1.5% |
0.0065 |
0.6% |
30% |
False |
False |
215,307 |
| 10 |
1.1213 |
1.1033 |
0.0180 |
1.6% |
0.0067 |
0.6% |
27% |
False |
False |
207,438 |
| 20 |
1.1213 |
1.0900 |
0.0313 |
2.8% |
0.0061 |
0.5% |
58% |
False |
False |
194,389 |
| 40 |
1.1213 |
1.0799 |
0.0414 |
3.7% |
0.0057 |
0.5% |
68% |
False |
False |
209,614 |
| 60 |
1.1213 |
1.0708 |
0.0505 |
4.6% |
0.0057 |
0.5% |
74% |
False |
False |
208,656 |
| 80 |
1.1213 |
1.0708 |
0.0505 |
4.6% |
0.0056 |
0.5% |
74% |
False |
False |
158,560 |
| 100 |
1.1213 |
1.0674 |
0.0539 |
4.9% |
0.0056 |
0.5% |
76% |
False |
False |
127,020 |
| 120 |
1.1213 |
1.0674 |
0.0539 |
4.9% |
0.0056 |
0.5% |
76% |
False |
False |
105,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1342 |
|
2.618 |
1.1249 |
|
1.618 |
1.1193 |
|
1.000 |
1.1158 |
|
0.618 |
1.1136 |
|
HIGH |
1.1102 |
|
0.618 |
1.1080 |
|
0.500 |
1.1073 |
|
0.382 |
1.1067 |
|
LOW |
1.1045 |
|
0.618 |
1.1010 |
|
1.000 |
1.0989 |
|
1.618 |
1.0954 |
|
2.618 |
1.0897 |
|
4.250 |
1.0805 |
|
|
| Fisher Pivots for day following 04-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1079 |
1.1077 |
| PP |
1.1076 |
1.1073 |
| S1 |
1.1073 |
1.1068 |
|