CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 21-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2024 |
21-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1216 |
1.1216 |
0.0000 |
0.0% |
1.1035 |
| High |
1.1230 |
1.1269 |
0.0039 |
0.3% |
1.1123 |
| Low |
1.1216 |
1.1216 |
0.0000 |
0.0% |
1.1025 |
| Close |
1.1223 |
1.1261 |
0.0038 |
0.3% |
1.1123 |
| Range |
0.0014 |
0.0053 |
0.0039 |
278.6% |
0.0099 |
| ATR |
0.0041 |
0.0042 |
0.0001 |
2.0% |
0.0000 |
| Volume |
53 |
123 |
70 |
132.1% |
838 |
|
| Daily Pivots for day following 21-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1408 |
1.1387 |
1.1290 |
|
| R3 |
1.1355 |
1.1334 |
1.1275 |
|
| R2 |
1.1302 |
1.1302 |
1.1270 |
|
| R1 |
1.1281 |
1.1281 |
1.1265 |
1.1291 |
| PP |
1.1249 |
1.1249 |
1.1249 |
1.1254 |
| S1 |
1.1228 |
1.1228 |
1.1256 |
1.1238 |
| S2 |
1.1196 |
1.1196 |
1.1251 |
|
| S3 |
1.1143 |
1.1175 |
1.1246 |
|
| S4 |
1.1090 |
1.1122 |
1.1231 |
|
|
| 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 |
1.1269 |
1.1057 |
0.0213 |
1.9% |
0.0033 |
0.3% |
96% |
True |
False |
43 |
| 10 |
1.1269 |
1.0992 |
0.0277 |
2.5% |
0.0031 |
0.3% |
97% |
True |
False |
186 |
| 20 |
1.1269 |
1.0895 |
0.0374 |
3.3% |
0.0034 |
0.3% |
98% |
True |
False |
219 |
| 40 |
1.1269 |
1.0820 |
0.0450 |
4.0% |
0.0027 |
0.2% |
98% |
True |
False |
139 |
| 60 |
1.1269 |
1.0812 |
0.0457 |
4.1% |
0.0026 |
0.2% |
98% |
True |
False |
209 |
| 80 |
1.1269 |
1.0812 |
0.0457 |
4.1% |
0.0022 |
0.2% |
98% |
True |
False |
180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1494 |
|
2.618 |
1.1408 |
|
1.618 |
1.1355 |
|
1.000 |
1.1322 |
|
0.618 |
1.1302 |
|
HIGH |
1.1269 |
|
0.618 |
1.1249 |
|
0.500 |
1.1243 |
|
0.382 |
1.1236 |
|
LOW |
1.1216 |
|
0.618 |
1.1183 |
|
1.000 |
1.1163 |
|
1.618 |
1.1130 |
|
2.618 |
1.1077 |
|
4.250 |
1.0991 |
|
|
| Fisher Pivots for day following 21-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1255 |
1.1246 |
| PP |
1.1249 |
1.1232 |
| S1 |
1.1243 |
1.1218 |
|