CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 31-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2024 |
31-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0938 |
1.0924 |
-0.0015 |
-0.1% |
1.1014 |
| High |
1.0952 |
1.0957 |
0.0005 |
0.0% |
1.1014 |
| Low |
1.0918 |
1.0924 |
0.0006 |
0.1% |
1.0955 |
| Close |
1.0928 |
1.0944 |
0.0017 |
0.2% |
1.0975 |
| Range |
0.0034 |
0.0034 |
-0.0001 |
-1.5% |
0.0060 |
| ATR |
0.0034 |
0.0034 |
0.0000 |
0.0% |
0.0000 |
| Volume |
12 |
31 |
19 |
158.3% |
82 |
|
| Daily Pivots for day following 31-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1042 |
1.1027 |
1.0962 |
|
| R3 |
1.1009 |
1.0993 |
1.0953 |
|
| R2 |
1.0975 |
1.0975 |
1.0950 |
|
| R1 |
1.0960 |
1.0960 |
1.0947 |
1.0967 |
| PP |
1.0942 |
1.0942 |
1.0942 |
1.0945 |
| S1 |
1.0926 |
1.0926 |
1.0941 |
1.0934 |
| S2 |
1.0908 |
1.0908 |
1.0938 |
|
| S3 |
1.0875 |
1.0893 |
1.0935 |
|
| S4 |
1.0841 |
1.0859 |
1.0926 |
|
|
| 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 |
1.0985 |
1.0918 |
0.0067 |
0.6% |
0.0032 |
0.3% |
39% |
False |
False |
24 |
| 10 |
1.1020 |
1.0918 |
0.0102 |
0.9% |
0.0023 |
0.2% |
26% |
False |
False |
15 |
| 20 |
1.1059 |
1.0886 |
0.0173 |
1.6% |
0.0022 |
0.2% |
34% |
False |
False |
41 |
| 40 |
1.1059 |
1.0812 |
0.0247 |
2.3% |
0.0025 |
0.2% |
54% |
False |
False |
188 |
| 60 |
1.1059 |
1.0812 |
0.0247 |
2.3% |
0.0020 |
0.2% |
54% |
False |
False |
156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1099 |
|
2.618 |
1.1045 |
|
1.618 |
1.1011 |
|
1.000 |
1.0991 |
|
0.618 |
1.0978 |
|
HIGH |
1.0957 |
|
0.618 |
1.0944 |
|
0.500 |
1.0940 |
|
0.382 |
1.0936 |
|
LOW |
1.0924 |
|
0.618 |
1.0903 |
|
1.000 |
1.0890 |
|
1.618 |
1.0869 |
|
2.618 |
1.0836 |
|
4.250 |
1.0781 |
|
|
| Fisher Pivots for day following 31-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0943 |
1.0951 |
| PP |
1.0942 |
1.0949 |
| S1 |
1.0940 |
1.0946 |
|