CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 02-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2024 |
02-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0915 |
1.0923 |
0.0008 |
0.1% |
1.0946 |
| High |
1.0916 |
1.1022 |
0.0107 |
1.0% |
1.1022 |
| Low |
1.0895 |
1.0923 |
0.0028 |
0.3% |
1.0895 |
| Close |
1.0895 |
1.1016 |
0.0121 |
1.1% |
1.1016 |
| Range |
0.0021 |
0.0100 |
0.0079 |
385.4% |
0.0127 |
| ATR |
0.0035 |
0.0041 |
0.0007 |
19.0% |
0.0000 |
| Volume |
5 |
415 |
410 |
8,200.0% |
477 |
|
| Daily Pivots for day following 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1285 |
1.1250 |
1.1071 |
|
| R3 |
1.1186 |
1.1151 |
1.1043 |
|
| R2 |
1.1086 |
1.1086 |
1.1034 |
|
| R1 |
1.1051 |
1.1051 |
1.1025 |
1.1069 |
| PP |
1.0987 |
1.0987 |
1.0987 |
1.0996 |
| S1 |
1.0952 |
1.0952 |
1.1007 |
1.0969 |
| S2 |
1.0887 |
1.0887 |
1.0998 |
|
| S3 |
1.0788 |
1.0852 |
1.0989 |
|
| S4 |
1.0688 |
1.0753 |
1.0961 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1359 |
1.1314 |
1.1086 |
|
| R3 |
1.1232 |
1.1187 |
1.1051 |
|
| R2 |
1.1105 |
1.1105 |
1.1039 |
|
| R1 |
1.1060 |
1.1060 |
1.1028 |
1.1083 |
| PP |
1.0978 |
1.0978 |
1.0978 |
1.0989 |
| S1 |
1.0933 |
1.0933 |
1.1004 |
1.0956 |
| S2 |
1.0851 |
1.0851 |
1.0993 |
|
| S3 |
1.0724 |
1.0806 |
1.0981 |
|
| S4 |
1.0597 |
1.0679 |
1.0946 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1022 |
1.0895 |
0.0127 |
1.2% |
0.0050 |
0.5% |
95% |
True |
False |
95 |
| 10 |
1.1022 |
1.0895 |
0.0127 |
1.2% |
0.0033 |
0.3% |
95% |
True |
False |
55 |
| 20 |
1.1059 |
1.0895 |
0.0164 |
1.5% |
0.0024 |
0.2% |
74% |
False |
False |
53 |
| 40 |
1.1059 |
1.0812 |
0.0247 |
2.2% |
0.0028 |
0.3% |
83% |
False |
False |
193 |
| 60 |
1.1059 |
1.0812 |
0.0247 |
2.2% |
0.0021 |
0.2% |
83% |
False |
False |
163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1445 |
|
2.618 |
1.1282 |
|
1.618 |
1.1183 |
|
1.000 |
1.1122 |
|
0.618 |
1.1083 |
|
HIGH |
1.1022 |
|
0.618 |
1.0984 |
|
0.500 |
1.0972 |
|
0.382 |
1.0961 |
|
LOW |
1.0923 |
|
0.618 |
1.0861 |
|
1.000 |
1.0823 |
|
1.618 |
1.0762 |
|
2.618 |
1.0662 |
|
4.250 |
1.0500 |
|
|
| Fisher Pivots for day following 02-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1001 |
1.0997 |
| PP |
1.0987 |
1.0978 |
| S1 |
1.0972 |
1.0959 |
|