CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 19-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2024 |
19-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1123 |
1.1167 |
0.0044 |
0.4% |
1.1035 |
| High |
1.1123 |
1.1187 |
0.0064 |
0.6% |
1.1123 |
| Low |
1.1077 |
1.1167 |
0.0090 |
0.8% |
1.1025 |
| Close |
1.1123 |
1.1185 |
0.0062 |
0.6% |
1.1123 |
| Range |
0.0046 |
0.0020 |
-0.0026 |
-56.5% |
0.0099 |
| ATR |
0.0039 |
0.0041 |
0.0002 |
4.4% |
0.0000 |
| Volume |
0 |
40 |
40 |
|
838 |
|
| Daily Pivots for day following 19-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1240 |
1.1232 |
1.1196 |
|
| R3 |
1.1220 |
1.1212 |
1.1191 |
|
| R2 |
1.1200 |
1.1200 |
1.1189 |
|
| R1 |
1.1192 |
1.1192 |
1.1187 |
1.1196 |
| PP |
1.1180 |
1.1180 |
1.1180 |
1.1182 |
| S1 |
1.1172 |
1.1172 |
1.1183 |
1.1176 |
| S2 |
1.1160 |
1.1160 |
1.1181 |
|
| S3 |
1.1140 |
1.1152 |
1.1180 |
|
| S4 |
1.1120 |
1.1132 |
1.1174 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1386 |
1.1353 |
1.1177 |
|
| R3 |
1.1287 |
1.1254 |
1.1150 |
|
| R2 |
1.1189 |
1.1189 |
1.1141 |
|
| R1 |
1.1156 |
1.1156 |
1.1132 |
1.1172 |
| PP |
1.1090 |
1.1090 |
1.1090 |
1.1098 |
| S1 |
1.1057 |
1.1057 |
1.1114 |
1.1074 |
| S2 |
1.0992 |
1.0992 |
1.1105 |
|
| S3 |
1.0893 |
1.0959 |
1.1096 |
|
| S4 |
1.0795 |
1.0860 |
1.1069 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1187 |
1.1025 |
0.0163 |
1.5% |
0.0036 |
0.3% |
99% |
True |
False |
21 |
| 10 |
1.1187 |
1.0992 |
0.0195 |
1.7% |
0.0027 |
0.2% |
99% |
True |
False |
301 |
| 20 |
1.1187 |
1.0895 |
0.0292 |
2.6% |
0.0033 |
0.3% |
99% |
True |
False |
211 |
| 40 |
1.1187 |
1.0820 |
0.0368 |
3.3% |
0.0027 |
0.2% |
99% |
True |
False |
162 |
| 60 |
1.1187 |
1.0812 |
0.0375 |
3.4% |
0.0025 |
0.2% |
99% |
True |
False |
212 |
| 80 |
1.1187 |
1.0812 |
0.0375 |
3.4% |
0.0022 |
0.2% |
99% |
True |
False |
179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1272 |
|
2.618 |
1.1239 |
|
1.618 |
1.1219 |
|
1.000 |
1.1207 |
|
0.618 |
1.1199 |
|
HIGH |
1.1187 |
|
0.618 |
1.1179 |
|
0.500 |
1.1177 |
|
0.382 |
1.1175 |
|
LOW |
1.1167 |
|
0.618 |
1.1155 |
|
1.000 |
1.1147 |
|
1.618 |
1.1135 |
|
2.618 |
1.1115 |
|
4.250 |
1.1082 |
|
|
| Fisher Pivots for day following 19-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1182 |
1.1164 |
| PP |
1.1180 |
1.1143 |
| S1 |
1.1177 |
1.1122 |
|