CME Euro FX (E) Future September 2024
| Trading Metrics calculated at close of trading on 12-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2024 |
12-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1022 |
1.1015 |
-0.0007 |
-0.1% |
1.1054 |
| High |
1.1058 |
1.1077 |
0.0019 |
0.2% |
1.1160 |
| Low |
1.1005 |
1.1007 |
0.0002 |
0.0% |
1.1033 |
| Close |
1.1021 |
1.1063 |
0.0042 |
0.4% |
1.1091 |
| Range |
0.0053 |
0.0070 |
0.0017 |
32.1% |
0.0127 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.2% |
0.0000 |
| Volume |
504,119 |
325,342 |
-178,777 |
-35.5% |
947,289 |
|
| Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1259 |
1.1231 |
1.1101 |
|
| R3 |
1.1189 |
1.1161 |
1.1082 |
|
| R2 |
1.1119 |
1.1119 |
1.1075 |
|
| R1 |
1.1091 |
1.1091 |
1.1069 |
1.1105 |
| PP |
1.1049 |
1.1049 |
1.1049 |
1.1056 |
| S1 |
1.1021 |
1.1021 |
1.1056 |
1.1035 |
| S2 |
1.0979 |
1.0979 |
1.1050 |
|
| S3 |
1.0909 |
1.0951 |
1.1043 |
|
| S4 |
1.0839 |
1.0881 |
1.1024 |
|
|
| 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 |
1.1005 |
0.0155 |
1.4% |
0.0061 |
0.6% |
37% |
False |
False |
334,796 |
| 10 |
1.1160 |
1.1005 |
0.0155 |
1.4% |
0.0060 |
0.5% |
37% |
False |
False |
272,812 |
| 20 |
1.1213 |
1.0965 |
0.0248 |
2.2% |
0.0064 |
0.6% |
40% |
False |
False |
233,406 |
| 40 |
1.1213 |
1.0799 |
0.0414 |
3.7% |
0.0059 |
0.5% |
64% |
False |
False |
225,944 |
| 60 |
1.1213 |
1.0708 |
0.0505 |
4.6% |
0.0056 |
0.5% |
70% |
False |
False |
214,887 |
| 80 |
1.1213 |
1.0708 |
0.0505 |
4.6% |
0.0057 |
0.5% |
70% |
False |
False |
181,802 |
| 100 |
1.1213 |
1.0695 |
0.0518 |
4.7% |
0.0056 |
0.5% |
71% |
False |
False |
145,634 |
| 120 |
1.1213 |
1.0674 |
0.0539 |
4.9% |
0.0056 |
0.5% |
72% |
False |
False |
121,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1374 |
|
2.618 |
1.1260 |
|
1.618 |
1.1190 |
|
1.000 |
1.1147 |
|
0.618 |
1.1120 |
|
HIGH |
1.1077 |
|
0.618 |
1.1050 |
|
0.500 |
1.1042 |
|
0.382 |
1.1033 |
|
LOW |
1.1007 |
|
0.618 |
1.0963 |
|
1.000 |
1.0937 |
|
1.618 |
1.0893 |
|
2.618 |
1.0823 |
|
4.250 |
1.0709 |
|
|
| Fisher Pivots for day following 12-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1056 |
1.1055 |
| PP |
1.1049 |
1.1048 |
| S1 |
1.1042 |
1.1041 |
|