CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 22-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2024 |
22-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1216 |
1.1205 |
-0.0011 |
-0.1% |
1.1035 |
| High |
1.1269 |
1.1214 |
-0.0056 |
-0.5% |
1.1123 |
| Low |
1.1216 |
1.1205 |
-0.0011 |
-0.1% |
1.1025 |
| Close |
1.1261 |
1.1210 |
-0.0051 |
-0.5% |
1.1123 |
| Range |
0.0053 |
0.0009 |
-0.0045 |
-84.0% |
0.0099 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
2.2% |
0.0000 |
| Volume |
123 |
13 |
-110 |
-89.4% |
838 |
|
| Daily Pivots for day following 22-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1235 |
1.1231 |
1.1214 |
|
| R3 |
1.1226 |
1.1222 |
1.1212 |
|
| R2 |
1.1218 |
1.1218 |
1.1211 |
|
| R1 |
1.1214 |
1.1214 |
1.1210 |
1.1216 |
| PP |
1.1209 |
1.1209 |
1.1209 |
1.1210 |
| S1 |
1.1205 |
1.1205 |
1.1209 |
1.1207 |
| S2 |
1.1201 |
1.1201 |
1.1208 |
|
| S3 |
1.1192 |
1.1197 |
1.1207 |
|
| S4 |
1.1184 |
1.1188 |
1.1205 |
|
|
| 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 |
1.1077 |
0.0192 |
1.7% |
0.0028 |
0.3% |
69% |
False |
False |
45 |
| 10 |
1.1269 |
1.1018 |
0.0251 |
2.2% |
0.0027 |
0.2% |
76% |
False |
False |
106 |
| 20 |
1.1269 |
1.0895 |
0.0374 |
3.3% |
0.0033 |
0.3% |
84% |
False |
False |
217 |
| 40 |
1.1269 |
1.0834 |
0.0435 |
3.9% |
0.0026 |
0.2% |
86% |
False |
False |
133 |
| 60 |
1.1269 |
1.0812 |
0.0457 |
4.1% |
0.0026 |
0.2% |
87% |
False |
False |
207 |
| 80 |
1.1269 |
1.0812 |
0.0457 |
4.1% |
0.0022 |
0.2% |
87% |
False |
False |
180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1250 |
|
2.618 |
1.1236 |
|
1.618 |
1.1227 |
|
1.000 |
1.1222 |
|
0.618 |
1.1219 |
|
HIGH |
1.1214 |
|
0.618 |
1.1210 |
|
0.500 |
1.1209 |
|
0.382 |
1.1208 |
|
LOW |
1.1205 |
|
0.618 |
1.1200 |
|
1.000 |
1.1197 |
|
1.618 |
1.1191 |
|
2.618 |
1.1183 |
|
4.250 |
1.1169 |
|
|
| Fisher Pivots for day following 22-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1209 |
1.1237 |
| PP |
1.1209 |
1.1228 |
| S1 |
1.1209 |
1.1219 |
|