CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 10-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2024 |
10-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1090 |
1.1039 |
-0.0051 |
-0.5% |
1.1054 |
| High |
1.1095 |
1.1053 |
-0.0042 |
-0.4% |
1.1160 |
| Low |
1.1037 |
1.1018 |
-0.0019 |
-0.2% |
1.1033 |
| Close |
1.1047 |
1.1028 |
-0.0020 |
-0.2% |
1.1091 |
| Range |
0.0058 |
0.0035 |
-0.0023 |
-39.7% |
0.0127 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
188,050 |
357,444 |
169,394 |
90.1% |
947,289 |
|
| Daily Pivots for day following 10-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1138 |
1.1118 |
1.1047 |
|
| R3 |
1.1103 |
1.1083 |
1.1037 |
|
| R2 |
1.1068 |
1.1068 |
1.1034 |
|
| R1 |
1.1048 |
1.1048 |
1.1031 |
1.1040 |
| PP |
1.1033 |
1.1033 |
1.1033 |
1.1029 |
| S1 |
1.1013 |
1.1013 |
1.1024 |
1.1005 |
| S2 |
1.0998 |
1.0998 |
1.1021 |
|
| S3 |
1.0963 |
1.0978 |
1.1018 |
|
| S4 |
1.0928 |
1.0943 |
1.1008 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1474 |
1.1409 |
1.1160 |
|
| R3 |
1.1347 |
1.1282 |
1.1125 |
|
| R2 |
1.1221 |
1.1221 |
1.1114 |
|
| R1 |
1.1156 |
1.1156 |
1.1102 |
1.1188 |
| PP |
1.1094 |
1.1094 |
1.1094 |
1.1111 |
| S1 |
1.1029 |
1.1029 |
1.1079 |
1.1062 |
| S2 |
1.0968 |
1.0968 |
1.1067 |
|
| S3 |
1.0841 |
1.0903 |
1.1056 |
|
| S4 |
1.0715 |
1.0776 |
1.1021 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1160 |
1.1018 |
0.0142 |
1.3% |
0.0057 |
0.5% |
7% |
False |
True |
244,501 |
| 10 |
1.1201 |
1.1018 |
0.0183 |
1.7% |
0.0060 |
0.5% |
5% |
False |
True |
226,052 |
| 20 |
1.1213 |
1.0931 |
0.0282 |
2.6% |
0.0065 |
0.6% |
34% |
False |
False |
213,886 |
| 40 |
1.1213 |
1.0799 |
0.0414 |
3.7% |
0.0058 |
0.5% |
55% |
False |
False |
215,567 |
| 60 |
1.1213 |
1.0708 |
0.0505 |
4.6% |
0.0056 |
0.5% |
63% |
False |
False |
208,776 |
| 80 |
1.1213 |
1.0708 |
0.0505 |
4.6% |
0.0056 |
0.5% |
63% |
False |
False |
171,485 |
| 100 |
1.1213 |
1.0681 |
0.0532 |
4.8% |
0.0056 |
0.5% |
65% |
False |
False |
137,358 |
| 120 |
1.1213 |
1.0674 |
0.0539 |
4.9% |
0.0056 |
0.5% |
66% |
False |
False |
114,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1202 |
|
2.618 |
1.1145 |
|
1.618 |
1.1110 |
|
1.000 |
1.1088 |
|
0.618 |
1.1075 |
|
HIGH |
1.1053 |
|
0.618 |
1.1040 |
|
0.500 |
1.1036 |
|
0.382 |
1.1031 |
|
LOW |
1.1018 |
|
0.618 |
1.0996 |
|
1.000 |
1.0983 |
|
1.618 |
1.0961 |
|
2.618 |
1.0926 |
|
4.250 |
1.0869 |
|
|
| Fisher Pivots for day following 10-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1036 |
1.1089 |
| PP |
1.1033 |
1.1068 |
| S1 |
1.1030 |
1.1048 |
|