CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 08-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2024 |
08-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1027 |
1.1025 |
-0.0003 |
0.0% |
1.0946 |
| High |
1.1033 |
1.1035 |
0.0002 |
0.0% |
1.1022 |
| Low |
1.1025 |
1.0992 |
-0.0033 |
-0.3% |
1.0895 |
| Close |
1.1025 |
1.1022 |
-0.0003 |
0.0% |
1.1016 |
| Range |
0.0008 |
0.0043 |
0.0035 |
431.3% |
0.0127 |
| ATR |
0.0039 |
0.0039 |
0.0000 |
0.6% |
0.0000 |
| Volume |
1,053 |
811 |
-242 |
-23.0% |
477 |
|
| Daily Pivots for day following 08-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1144 |
1.1125 |
1.1045 |
|
| R3 |
1.1101 |
1.1083 |
1.1034 |
|
| R2 |
1.1059 |
1.1059 |
1.1030 |
|
| R1 |
1.1040 |
1.1040 |
1.1026 |
1.1028 |
| PP |
1.1016 |
1.1016 |
1.1016 |
1.1010 |
| S1 |
1.0998 |
1.0998 |
1.1018 |
1.0986 |
| S2 |
1.0974 |
1.0974 |
1.1014 |
|
| S3 |
1.0931 |
1.0955 |
1.1010 |
|
| S4 |
1.0889 |
1.0913 |
1.0999 |
|
|
| 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 |
1.1069 |
1.0923 |
0.0147 |
1.3% |
0.0048 |
0.4% |
68% |
False |
False |
641 |
| 10 |
1.1069 |
1.0895 |
0.0174 |
1.6% |
0.0039 |
0.4% |
73% |
False |
False |
327 |
| 20 |
1.1069 |
1.0895 |
0.0174 |
1.6% |
0.0029 |
0.3% |
73% |
False |
False |
179 |
| 40 |
1.1069 |
1.0812 |
0.0257 |
2.3% |
0.0029 |
0.3% |
82% |
False |
False |
220 |
| 60 |
1.1069 |
1.0812 |
0.0257 |
2.3% |
0.0024 |
0.2% |
82% |
False |
False |
208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1215 |
|
2.618 |
1.1146 |
|
1.618 |
1.1103 |
|
1.000 |
1.1077 |
|
0.618 |
1.1061 |
|
HIGH |
1.1035 |
|
0.618 |
1.1018 |
|
0.500 |
1.1013 |
|
0.382 |
1.1008 |
|
LOW |
1.0992 |
|
0.618 |
1.0966 |
|
1.000 |
1.0950 |
|
1.618 |
1.0923 |
|
2.618 |
1.0881 |
|
4.250 |
1.0811 |
|
|
| Fisher Pivots for day following 08-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1019 |
1.1025 |
| PP |
1.1016 |
1.1024 |
| S1 |
1.1013 |
1.1023 |
|