CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 26-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2024 |
26-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0957 |
1.0975 |
0.0018 |
0.2% |
1.1014 |
| High |
1.0980 |
1.0980 |
-0.0001 |
0.0% |
1.1014 |
| Low |
1.0957 |
1.0975 |
0.0018 |
0.2% |
1.0955 |
| Close |
1.0967 |
1.0975 |
0.0008 |
0.1% |
1.0975 |
| Range |
0.0024 |
0.0005 |
-0.0019 |
-78.7% |
0.0060 |
| ATR |
0.0033 |
0.0031 |
-0.0001 |
-4.3% |
0.0000 |
| Volume |
53 |
10 |
-43 |
-81.1% |
82 |
|
| Daily Pivots for day following 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0991 |
1.0988 |
1.0977 |
|
| R3 |
1.0986 |
1.0983 |
1.0976 |
|
| R2 |
1.0981 |
1.0981 |
1.0975 |
|
| R1 |
1.0978 |
1.0978 |
1.0975 |
1.0977 |
| PP |
1.0976 |
1.0976 |
1.0976 |
1.0976 |
| S1 |
1.0973 |
1.0973 |
1.0974 |
1.0972 |
| S2 |
1.0971 |
1.0971 |
1.0974 |
|
| S3 |
1.0966 |
1.0968 |
1.0973 |
|
| S4 |
1.0961 |
1.0963 |
1.0972 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1160 |
1.1127 |
1.1007 |
|
| R3 |
1.1100 |
1.1067 |
1.0991 |
|
| R2 |
1.1041 |
1.1041 |
1.0985 |
|
| R1 |
1.1008 |
1.1008 |
1.0980 |
1.0994 |
| PP |
1.0981 |
1.0981 |
1.0981 |
1.0974 |
| S1 |
1.0948 |
1.0948 |
1.0969 |
1.0935 |
| S2 |
1.0922 |
1.0922 |
1.0964 |
|
| S3 |
1.0862 |
1.0889 |
1.0958 |
|
| S4 |
1.0803 |
1.0829 |
1.0942 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1014 |
1.0955 |
0.0060 |
0.5% |
0.0017 |
0.2% |
34% |
False |
False |
16 |
| 10 |
1.1059 |
1.0955 |
0.0104 |
0.9% |
0.0016 |
0.1% |
19% |
False |
False |
26 |
| 20 |
1.1059 |
1.0834 |
0.0225 |
2.0% |
0.0018 |
0.2% |
63% |
False |
False |
48 |
| 40 |
1.1059 |
1.0812 |
0.0247 |
2.2% |
0.0023 |
0.2% |
66% |
False |
False |
199 |
| 60 |
1.1059 |
1.0812 |
0.0247 |
2.2% |
0.0018 |
0.2% |
66% |
False |
False |
168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1001 |
|
2.618 |
1.0993 |
|
1.618 |
1.0988 |
|
1.000 |
1.0985 |
|
0.618 |
1.0983 |
|
HIGH |
1.0980 |
|
0.618 |
1.0978 |
|
0.500 |
1.0977 |
|
0.382 |
1.0976 |
|
LOW |
1.0975 |
|
0.618 |
1.0971 |
|
1.000 |
1.0970 |
|
1.618 |
1.0966 |
|
2.618 |
1.0961 |
|
4.250 |
1.0953 |
|
|
| Fisher Pivots for day following 26-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0977 |
1.0972 |
| PP |
1.0976 |
1.0970 |
| S1 |
1.0975 |
1.0967 |
|