CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 12-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2024 |
12-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1064 |
1.1059 |
-0.0005 |
0.0% |
1.1099 |
| High |
1.1101 |
1.1119 |
0.0018 |
0.2% |
1.1203 |
| Low |
1.1048 |
1.1051 |
0.0003 |
0.0% |
1.1076 |
| Close |
1.1066 |
1.1105 |
0.0040 |
0.4% |
1.1134 |
| Range |
0.0053 |
0.0068 |
0.0016 |
29.5% |
0.0127 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
1.2% |
0.0000 |
| Volume |
406,564 |
285,503 |
-121,061 |
-29.8% |
161,554 |
|
| Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1295 |
1.1268 |
1.1142 |
|
| R3 |
1.1227 |
1.1200 |
1.1124 |
|
| R2 |
1.1159 |
1.1159 |
1.1117 |
|
| R1 |
1.1132 |
1.1132 |
1.1111 |
1.1146 |
| PP |
1.1091 |
1.1091 |
1.1091 |
1.1098 |
| S1 |
1.1064 |
1.1064 |
1.1099 |
1.1078 |
| S2 |
1.1023 |
1.1023 |
1.1093 |
|
| S3 |
1.0955 |
1.0996 |
1.1086 |
|
| S4 |
1.0887 |
1.0928 |
1.1068 |
|
|
| 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% |
0.0061 |
0.5% |
37% |
False |
False |
219,437 |
| 10 |
1.1203 |
1.1048 |
0.0155 |
1.4% |
0.0059 |
0.5% |
37% |
False |
False |
119,976 |
| 20 |
1.1257 |
1.1010 |
0.0247 |
2.2% |
0.0062 |
0.6% |
39% |
False |
False |
61,645 |
| 40 |
1.1257 |
1.0845 |
0.0412 |
3.7% |
0.0057 |
0.5% |
63% |
False |
False |
31,418 |
| 60 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0053 |
0.5% |
70% |
False |
False |
21,317 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0052 |
0.5% |
70% |
False |
False |
16,085 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0049 |
0.4% |
70% |
False |
False |
12,896 |
| 120 |
1.1257 |
1.0729 |
0.0528 |
4.8% |
0.0048 |
0.4% |
71% |
False |
False |
10,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1408 |
|
2.618 |
1.1297 |
|
1.618 |
1.1229 |
|
1.000 |
1.1187 |
|
0.618 |
1.1161 |
|
HIGH |
1.1119 |
|
0.618 |
1.1093 |
|
0.500 |
1.1085 |
|
0.382 |
1.1076 |
|
LOW |
1.1051 |
|
0.618 |
1.1008 |
|
1.000 |
1.0983 |
|
1.618 |
1.0940 |
|
2.618 |
1.0872 |
|
4.250 |
1.0762 |
|
|
| Fisher Pivots for day following 12-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1098 |
1.1098 |
| PP |
1.1091 |
1.1091 |
| S1 |
1.1085 |
1.1083 |
|