CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 09-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2024 |
09-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1157 |
1.1134 |
-0.0023 |
-0.2% |
1.1099 |
| High |
1.1203 |
1.1138 |
-0.0065 |
-0.6% |
1.1203 |
| Low |
1.1113 |
1.1081 |
-0.0032 |
-0.3% |
1.1076 |
| Close |
1.1134 |
1.1090 |
-0.0044 |
-0.4% |
1.1134 |
| Range |
0.0090 |
0.0058 |
-0.0033 |
-36.1% |
0.0127 |
| ATR |
0.0061 |
0.0060 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
68,730 |
71,306 |
2,576 |
3.7% |
161,554 |
|
| Daily Pivots for day following 09-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1275 |
1.1240 |
1.1122 |
|
| R3 |
1.1218 |
1.1183 |
1.1106 |
|
| R2 |
1.1160 |
1.1160 |
1.1101 |
|
| R1 |
1.1125 |
1.1125 |
1.1095 |
1.1114 |
| PP |
1.1103 |
1.1103 |
1.1103 |
1.1097 |
| S1 |
1.1068 |
1.1068 |
1.1085 |
1.1057 |
| S2 |
1.1045 |
1.1045 |
1.1079 |
|
| S3 |
1.0988 |
1.1010 |
1.1074 |
|
| S4 |
1.0930 |
1.0953 |
1.1058 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1518 |
1.1453 |
1.1203 |
|
| R3 |
1.1391 |
1.1326 |
1.1168 |
|
| R2 |
1.1264 |
1.1264 |
1.1157 |
|
| R1 |
1.1199 |
1.1199 |
1.1145 |
1.1232 |
| PP |
1.1137 |
1.1137 |
1.1137 |
1.1154 |
| S1 |
1.1072 |
1.1072 |
1.1122 |
1.1105 |
| S2 |
1.1010 |
1.1010 |
1.1110 |
|
| S3 |
1.0883 |
1.0945 |
1.1099 |
|
| S4 |
1.0756 |
1.0818 |
1.1064 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1203 |
1.1076 |
0.0127 |
1.1% |
0.0060 |
0.5% |
11% |
False |
False |
46,572 |
| 10 |
1.1253 |
1.1076 |
0.0178 |
1.6% |
0.0060 |
0.5% |
8% |
False |
False |
25,505 |
| 20 |
1.1257 |
1.0973 |
0.0284 |
2.6% |
0.0062 |
0.6% |
41% |
False |
False |
14,012 |
| 40 |
1.1257 |
1.0845 |
0.0412 |
3.7% |
0.0056 |
0.5% |
60% |
False |
False |
7,590 |
| 60 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0053 |
0.5% |
66% |
False |
False |
5,403 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0052 |
0.5% |
66% |
False |
False |
4,139 |
| 100 |
1.1257 |
1.0731 |
0.0526 |
4.7% |
0.0049 |
0.4% |
68% |
False |
False |
3,332 |
| 120 |
1.1257 |
1.0729 |
0.0528 |
4.8% |
0.0048 |
0.4% |
68% |
False |
False |
2,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1382 |
|
2.618 |
1.1289 |
|
1.618 |
1.1231 |
|
1.000 |
1.1196 |
|
0.618 |
1.1174 |
|
HIGH |
1.1138 |
|
0.618 |
1.1116 |
|
0.500 |
1.1109 |
|
0.382 |
1.1102 |
|
LOW |
1.1081 |
|
0.618 |
1.1045 |
|
1.000 |
1.1023 |
|
1.618 |
1.0987 |
|
2.618 |
1.0930 |
|
4.250 |
1.0836 |
|
|
| Fisher Pivots for day following 09-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1109 |
1.1142 |
| PP |
1.1103 |
1.1124 |
| S1 |
1.1096 |
1.1107 |
|