CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 10-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2024 |
10-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1134 |
1.1084 |
-0.0050 |
-0.4% |
1.1099 |
| High |
1.1138 |
1.1096 |
-0.0043 |
-0.4% |
1.1203 |
| Low |
1.1081 |
1.1061 |
-0.0020 |
-0.2% |
1.1076 |
| Close |
1.1090 |
1.1071 |
-0.0020 |
-0.2% |
1.1134 |
| Range |
0.0058 |
0.0035 |
-0.0023 |
-40.0% |
0.0127 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
71,306 |
265,085 |
193,779 |
271.8% |
161,554 |
|
| Daily Pivots for day following 10-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1179 |
1.1159 |
1.1089 |
|
| R3 |
1.1145 |
1.1125 |
1.1080 |
|
| R2 |
1.1110 |
1.1110 |
1.1077 |
|
| R1 |
1.1090 |
1.1090 |
1.1074 |
1.1083 |
| PP |
1.1076 |
1.1076 |
1.1076 |
1.1072 |
| S1 |
1.1056 |
1.1056 |
1.1067 |
1.1049 |
| S2 |
1.1041 |
1.1041 |
1.1064 |
|
| S3 |
1.1007 |
1.1021 |
1.1061 |
|
| S4 |
1.0972 |
1.0987 |
1.1052 |
|
|
| 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 |
1.1061 |
0.0142 |
1.3% |
0.0056 |
0.5% |
7% |
False |
True |
92,325 |
| 10 |
1.1246 |
1.1061 |
0.0185 |
1.7% |
0.0059 |
0.5% |
5% |
False |
True |
51,521 |
| 20 |
1.1257 |
1.0981 |
0.0276 |
2.5% |
0.0062 |
0.6% |
33% |
False |
False |
27,219 |
| 40 |
1.1257 |
1.0845 |
0.0412 |
3.7% |
0.0056 |
0.5% |
55% |
False |
False |
14,149 |
| 60 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0053 |
0.5% |
63% |
False |
False |
9,811 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0051 |
0.5% |
63% |
False |
False |
7,449 |
| 100 |
1.1257 |
1.0731 |
0.0526 |
4.7% |
0.0049 |
0.4% |
65% |
False |
False |
5,982 |
| 120 |
1.1257 |
1.0729 |
0.0528 |
4.8% |
0.0048 |
0.4% |
65% |
False |
False |
4,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1242 |
|
2.618 |
1.1186 |
|
1.618 |
1.1151 |
|
1.000 |
1.1130 |
|
0.618 |
1.1117 |
|
HIGH |
1.1096 |
|
0.618 |
1.1082 |
|
0.500 |
1.1078 |
|
0.382 |
1.1074 |
|
LOW |
1.1061 |
|
0.618 |
1.1040 |
|
1.000 |
1.1027 |
|
1.618 |
1.1005 |
|
2.618 |
1.0971 |
|
4.250 |
1.0914 |
|
|
| Fisher Pivots for day following 10-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1078 |
1.1132 |
| PP |
1.1076 |
1.1111 |
| S1 |
1.1073 |
1.1091 |
|