CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 11-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2024 |
11-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1084 |
1.1064 |
-0.0020 |
-0.2% |
1.1099 |
| High |
1.1096 |
1.1101 |
0.0005 |
0.0% |
1.1203 |
| Low |
1.1061 |
1.1048 |
-0.0013 |
-0.1% |
1.1076 |
| Close |
1.1071 |
1.1066 |
-0.0005 |
0.0% |
1.1134 |
| Range |
0.0035 |
0.0053 |
0.0018 |
52.2% |
0.0127 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
265,085 |
406,564 |
141,479 |
53.4% |
161,554 |
|
| Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1229 |
1.1200 |
1.1094 |
|
| R3 |
1.1176 |
1.1147 |
1.1080 |
|
| R2 |
1.1124 |
1.1124 |
1.1075 |
|
| R1 |
1.1095 |
1.1095 |
1.1070 |
1.1109 |
| PP |
1.1071 |
1.1071 |
1.1071 |
1.1079 |
| S1 |
1.1042 |
1.1042 |
1.1061 |
1.1057 |
| S2 |
1.1019 |
1.1019 |
1.1056 |
|
| S3 |
1.0966 |
1.0990 |
1.1051 |
|
| S4 |
1.0914 |
1.0937 |
1.1037 |
|
|
| 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 |
1.1048 |
0.0155 |
1.4% |
0.0056 |
0.5% |
11% |
False |
True |
167,905 |
| 10 |
1.1239 |
1.1048 |
0.0191 |
1.7% |
0.0060 |
0.5% |
9% |
False |
True |
92,040 |
| 20 |
1.1257 |
1.1010 |
0.0247 |
2.2% |
0.0061 |
0.6% |
23% |
False |
False |
47,495 |
| 40 |
1.1257 |
1.0845 |
0.0412 |
3.7% |
0.0056 |
0.5% |
54% |
False |
False |
24,300 |
| 60 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0052 |
0.5% |
62% |
False |
False |
16,574 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0052 |
0.5% |
62% |
False |
False |
12,517 |
| 100 |
1.1257 |
1.0731 |
0.0526 |
4.7% |
0.0049 |
0.4% |
64% |
False |
False |
10,042 |
| 120 |
1.1257 |
1.0729 |
0.0528 |
4.8% |
0.0048 |
0.4% |
64% |
False |
False |
8,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1324 |
|
2.618 |
1.1238 |
|
1.618 |
1.1185 |
|
1.000 |
1.1153 |
|
0.618 |
1.1133 |
|
HIGH |
1.1101 |
|
0.618 |
1.1080 |
|
0.500 |
1.1074 |
|
0.382 |
1.1068 |
|
LOW |
1.1048 |
|
0.618 |
1.1016 |
|
1.000 |
1.0996 |
|
1.618 |
1.0963 |
|
2.618 |
1.0911 |
|
4.250 |
1.0825 |
|
|
| Fisher Pivots for day following 11-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1074 |
1.1093 |
| PP |
1.1071 |
1.1084 |
| S1 |
1.1068 |
1.1075 |
|