CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 12-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2024 |
12-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1023 |
1.1035 |
0.0012 |
0.1% |
1.1007 |
| High |
1.1031 |
1.1035 |
0.0004 |
0.0% |
1.1069 |
| Low |
1.1018 |
1.1033 |
0.0015 |
0.1% |
1.0992 |
| Close |
1.1023 |
1.1033 |
0.0010 |
0.1% |
1.1023 |
| Range |
0.0013 |
0.0002 |
-0.0011 |
-88.0% |
0.0077 |
| ATR |
0.0037 |
0.0036 |
-0.0002 |
-5.0% |
0.0000 |
| Volume |
0 |
770 |
770 |
|
2,791 |
|
| Daily Pivots for day following 12-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1038 |
1.1037 |
1.1034 |
|
| R3 |
1.1037 |
1.1036 |
1.1033 |
|
| R2 |
1.1035 |
1.1035 |
1.1033 |
|
| R1 |
1.1034 |
1.1034 |
1.1033 |
1.1034 |
| PP |
1.1034 |
1.1034 |
1.1034 |
1.1033 |
| S1 |
1.1033 |
1.1033 |
1.1033 |
1.1032 |
| S2 |
1.1032 |
1.1032 |
1.1033 |
|
| S3 |
1.1031 |
1.1031 |
1.1033 |
|
| S4 |
1.1029 |
1.1030 |
1.1032 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1259 |
1.1218 |
1.1065 |
|
| R3 |
1.1182 |
1.1141 |
1.1044 |
|
| R2 |
1.1105 |
1.1105 |
1.1037 |
|
| R1 |
1.1064 |
1.1064 |
1.1030 |
1.1085 |
| PP |
1.1028 |
1.1028 |
1.1028 |
1.1038 |
| S1 |
1.0987 |
1.0987 |
1.1016 |
1.1008 |
| S2 |
1.0951 |
1.0951 |
1.1009 |
|
| S3 |
1.0874 |
1.0910 |
1.1002 |
|
| S4 |
1.0797 |
1.0833 |
1.0981 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1058 |
1.0992 |
0.0066 |
0.6% |
0.0018 |
0.2% |
62% |
False |
False |
581 |
| 10 |
1.1069 |
1.0895 |
0.0174 |
1.6% |
0.0034 |
0.3% |
79% |
False |
False |
402 |
| 20 |
1.1069 |
1.0895 |
0.0174 |
1.6% |
0.0026 |
0.2% |
79% |
False |
False |
211 |
| 40 |
1.1069 |
1.0812 |
0.0257 |
2.3% |
0.0027 |
0.2% |
86% |
False |
False |
208 |
| 60 |
1.1069 |
1.0812 |
0.0257 |
2.3% |
0.0023 |
0.2% |
86% |
False |
False |
220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1041 |
|
2.618 |
1.1038 |
|
1.618 |
1.1037 |
|
1.000 |
1.1036 |
|
0.618 |
1.1035 |
|
HIGH |
1.1035 |
|
0.618 |
1.1034 |
|
0.500 |
1.1034 |
|
0.382 |
1.1034 |
|
LOW |
1.1033 |
|
0.618 |
1.1032 |
|
1.000 |
1.1032 |
|
1.618 |
1.1031 |
|
2.618 |
1.1029 |
|
4.250 |
1.1027 |
|
|
| Fisher Pivots for day following 12-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1034 |
1.1026 |
| PP |
1.1034 |
1.1020 |
| S1 |
1.1033 |
1.1013 |
|