CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 13-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2024 |
13-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1035 |
1.1032 |
-0.0003 |
0.0% |
1.1007 |
| High |
1.1035 |
1.1102 |
0.0067 |
0.6% |
1.1069 |
| Low |
1.1033 |
1.1025 |
-0.0009 |
-0.1% |
1.0992 |
| Close |
1.1033 |
1.1102 |
0.0069 |
0.6% |
1.1023 |
| Range |
0.0002 |
0.0077 |
0.0076 |
5,033.3% |
0.0077 |
| ATR |
0.0036 |
0.0039 |
0.0003 |
8.3% |
0.0000 |
| Volume |
770 |
62 |
-708 |
-91.9% |
2,791 |
|
| Daily Pivots for day following 13-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1307 |
1.1281 |
1.1144 |
|
| R3 |
1.1230 |
1.1204 |
1.1123 |
|
| R2 |
1.1153 |
1.1153 |
1.1116 |
|
| R1 |
1.1127 |
1.1127 |
1.1109 |
1.1140 |
| PP |
1.1076 |
1.1076 |
1.1076 |
1.1082 |
| S1 |
1.1050 |
1.1050 |
1.1094 |
1.1063 |
| S2 |
1.0999 |
1.0999 |
1.1087 |
|
| S3 |
1.0922 |
1.0973 |
1.1080 |
|
| S4 |
1.0845 |
1.0896 |
1.1059 |
|
|
| 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 |
1.1102 |
1.0992 |
0.0110 |
1.0% |
0.0028 |
0.3% |
100% |
True |
False |
539 |
| 10 |
1.1102 |
1.0895 |
0.0207 |
1.9% |
0.0038 |
0.3% |
100% |
True |
False |
407 |
| 20 |
1.1102 |
1.0895 |
0.0207 |
1.9% |
0.0029 |
0.3% |
100% |
True |
False |
212 |
| 40 |
1.1102 |
1.0817 |
0.0285 |
2.6% |
0.0027 |
0.2% |
100% |
True |
False |
207 |
| 60 |
1.1102 |
1.0812 |
0.0290 |
2.6% |
0.0024 |
0.2% |
100% |
True |
False |
221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1429 |
|
2.618 |
1.1303 |
|
1.618 |
1.1226 |
|
1.000 |
1.1179 |
|
0.618 |
1.1149 |
|
HIGH |
1.1102 |
|
0.618 |
1.1072 |
|
0.500 |
1.1063 |
|
0.382 |
1.1054 |
|
LOW |
1.1025 |
|
0.618 |
1.0977 |
|
1.000 |
1.0948 |
|
1.618 |
1.0900 |
|
2.618 |
1.0823 |
|
4.250 |
1.0697 |
|
|
| Fisher Pivots for day following 13-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1089 |
1.1088 |
| PP |
1.1076 |
1.1074 |
| S1 |
1.1063 |
1.1060 |
|