CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 26-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2024 |
26-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1225 |
1.1268 |
0.0043 |
0.4% |
1.1167 |
| High |
1.1292 |
1.1268 |
-0.0024 |
-0.2% |
1.1292 |
| Low |
1.1212 |
1.1259 |
0.0047 |
0.4% |
1.1167 |
| Close |
1.1284 |
1.1260 |
-0.0024 |
-0.2% |
1.1284 |
| Range |
0.0081 |
0.0010 |
-0.0071 |
-88.2% |
0.0125 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-3.2% |
0.0000 |
| Volume |
24 |
47 |
23 |
95.8% |
253 |
|
| Daily Pivots for day following 26-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1291 |
1.1285 |
1.1265 |
|
| R3 |
1.1281 |
1.1275 |
1.1263 |
|
| R2 |
1.1272 |
1.1272 |
1.1262 |
|
| R1 |
1.1266 |
1.1266 |
1.1261 |
1.1264 |
| PP |
1.1262 |
1.1262 |
1.1262 |
1.1261 |
| S1 |
1.1256 |
1.1256 |
1.1259 |
1.1255 |
| S2 |
1.1253 |
1.1253 |
1.1258 |
|
| S3 |
1.1243 |
1.1247 |
1.1257 |
|
| S4 |
1.1234 |
1.1237 |
1.1255 |
|
|
| 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 |
1.1205 |
0.0087 |
0.8% |
0.0033 |
0.3% |
63% |
False |
False |
52 |
| 10 |
1.1292 |
1.1025 |
0.0268 |
2.4% |
0.0035 |
0.3% |
88% |
False |
False |
36 |
| 20 |
1.1292 |
1.0895 |
0.0397 |
3.5% |
0.0034 |
0.3% |
92% |
False |
False |
219 |
| 40 |
1.1292 |
1.0865 |
0.0428 |
3.8% |
0.0027 |
0.2% |
93% |
False |
False |
134 |
| 60 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0028 |
0.2% |
93% |
False |
False |
206 |
| 80 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0023 |
0.2% |
93% |
False |
False |
181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1308 |
|
2.618 |
1.1293 |
|
1.618 |
1.1283 |
|
1.000 |
1.1278 |
|
0.618 |
1.1274 |
|
HIGH |
1.1268 |
|
0.618 |
1.1264 |
|
0.500 |
1.1263 |
|
0.382 |
1.1262 |
|
LOW |
1.1259 |
|
0.618 |
1.1253 |
|
1.000 |
1.1249 |
|
1.618 |
1.1243 |
|
2.618 |
1.1234 |
|
4.250 |
1.1218 |
|
|
| Fisher Pivots for day following 26-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1263 |
1.1256 |
| PP |
1.1262 |
1.1252 |
| S1 |
1.1261 |
1.1249 |
|