CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 23-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2024 |
23-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1205 |
1.1225 |
0.0020 |
0.2% |
1.1167 |
| High |
1.1214 |
1.1292 |
0.0079 |
0.7% |
1.1292 |
| Low |
1.1205 |
1.1212 |
0.0007 |
0.1% |
1.1167 |
| Close |
1.1210 |
1.1284 |
0.0075 |
0.7% |
1.1284 |
| Range |
0.0009 |
0.0081 |
0.0072 |
847.1% |
0.0125 |
| ATR |
0.0043 |
0.0046 |
0.0003 |
6.5% |
0.0000 |
| Volume |
13 |
24 |
11 |
84.6% |
253 |
|
| Daily Pivots for day following 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1504 |
1.1475 |
1.1328 |
|
| R3 |
1.1424 |
1.1394 |
1.1306 |
|
| R2 |
1.1343 |
1.1343 |
1.1299 |
|
| R1 |
1.1314 |
1.1314 |
1.1291 |
1.1328 |
| PP |
1.1263 |
1.1263 |
1.1263 |
1.1270 |
| S1 |
1.1233 |
1.1233 |
1.1277 |
1.1248 |
| S2 |
1.1182 |
1.1182 |
1.1269 |
|
| S3 |
1.1102 |
1.1153 |
1.1262 |
|
| S4 |
1.1021 |
1.1072 |
1.1240 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1623 |
1.1578 |
1.1353 |
|
| R3 |
1.1498 |
1.1453 |
1.1318 |
|
| R2 |
1.1373 |
1.1373 |
1.1307 |
|
| R1 |
1.1328 |
1.1328 |
1.1295 |
1.1351 |
| PP |
1.1248 |
1.1248 |
1.1248 |
1.1259 |
| S1 |
1.1203 |
1.1203 |
1.1273 |
1.1226 |
| S2 |
1.1123 |
1.1123 |
1.1261 |
|
| S3 |
1.0998 |
1.1078 |
1.1250 |
|
| S4 |
1.0873 |
1.0953 |
1.1215 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1292 |
1.1167 |
0.0125 |
1.1% |
0.0035 |
0.3% |
94% |
True |
False |
50 |
| 10 |
1.1292 |
1.1025 |
0.0268 |
2.4% |
0.0034 |
0.3% |
97% |
True |
False |
109 |
| 20 |
1.1292 |
1.0895 |
0.0397 |
3.5% |
0.0037 |
0.3% |
98% |
True |
False |
217 |
| 40 |
1.1292 |
1.0834 |
0.0458 |
4.1% |
0.0028 |
0.2% |
98% |
True |
False |
133 |
| 60 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0028 |
0.2% |
98% |
True |
False |
205 |
| 80 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0023 |
0.2% |
98% |
True |
False |
180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1634 |
|
2.618 |
1.1503 |
|
1.618 |
1.1422 |
|
1.000 |
1.1373 |
|
0.618 |
1.1342 |
|
HIGH |
1.1292 |
|
0.618 |
1.1261 |
|
0.500 |
1.1252 |
|
0.382 |
1.1242 |
|
LOW |
1.1212 |
|
0.618 |
1.1162 |
|
1.000 |
1.1131 |
|
1.618 |
1.1081 |
|
2.618 |
1.1001 |
|
4.250 |
1.0869 |
|
|
| Fisher Pivots for day following 23-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1273 |
1.1272 |
| PP |
1.1263 |
1.1260 |
| S1 |
1.1252 |
1.1249 |
|