CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 13-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2024 |
13-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1059 |
1.1118 |
0.0059 |
0.5% |
1.1134 |
| High |
1.1119 |
1.1145 |
0.0026 |
0.2% |
1.1145 |
| Low |
1.1051 |
1.1113 |
0.0062 |
0.6% |
1.1048 |
| Close |
1.1105 |
1.1120 |
0.0015 |
0.1% |
1.1120 |
| Range |
0.0068 |
0.0032 |
-0.0036 |
-52.9% |
0.0097 |
| ATR |
0.0059 |
0.0057 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
285,503 |
195,094 |
-90,409 |
-31.7% |
1,223,552 |
|
| Daily Pivots for day following 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1222 |
1.1203 |
1.1138 |
|
| R3 |
1.1190 |
1.1171 |
1.1129 |
|
| R2 |
1.1158 |
1.1158 |
1.1126 |
|
| R1 |
1.1139 |
1.1139 |
1.1123 |
1.1148 |
| PP |
1.1126 |
1.1126 |
1.1126 |
1.1130 |
| S1 |
1.1107 |
1.1107 |
1.1117 |
1.1116 |
| S2 |
1.1094 |
1.1094 |
1.1114 |
|
| S3 |
1.1062 |
1.1075 |
1.1111 |
|
| S4 |
1.1030 |
1.1043 |
1.1102 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1394 |
1.1353 |
1.1173 |
|
| R3 |
1.1297 |
1.1257 |
1.1147 |
|
| R2 |
1.1201 |
1.1201 |
1.1138 |
|
| R1 |
1.1160 |
1.1160 |
1.1129 |
1.1132 |
| PP |
1.1104 |
1.1104 |
1.1104 |
1.1090 |
| S1 |
1.1064 |
1.1064 |
1.1111 |
1.1036 |
| S2 |
1.1008 |
1.1008 |
1.1102 |
|
| S3 |
1.0911 |
1.0967 |
1.1093 |
|
| S4 |
1.0815 |
1.0871 |
1.1067 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1145 |
1.1048 |
0.0097 |
0.9% |
0.0049 |
0.4% |
75% |
True |
False |
244,710 |
| 10 |
1.1203 |
1.1048 |
0.0155 |
1.4% |
0.0054 |
0.5% |
47% |
False |
False |
139,092 |
| 20 |
1.1257 |
1.1031 |
0.0226 |
2.0% |
0.0060 |
0.5% |
39% |
False |
False |
71,149 |
| 40 |
1.1257 |
1.0845 |
0.0412 |
3.7% |
0.0056 |
0.5% |
67% |
False |
False |
36,286 |
| 60 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0052 |
0.5% |
73% |
False |
False |
24,559 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0052 |
0.5% |
73% |
False |
False |
18,522 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0049 |
0.4% |
73% |
False |
False |
14,846 |
| 120 |
1.1257 |
1.0729 |
0.0528 |
4.7% |
0.0047 |
0.4% |
74% |
False |
False |
12,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1281 |
|
2.618 |
1.1228 |
|
1.618 |
1.1196 |
|
1.000 |
1.1177 |
|
0.618 |
1.1164 |
|
HIGH |
1.1145 |
|
0.618 |
1.1132 |
|
0.500 |
1.1129 |
|
0.382 |
1.1125 |
|
LOW |
1.1113 |
|
0.618 |
1.1093 |
|
1.000 |
1.1081 |
|
1.618 |
1.1061 |
|
2.618 |
1.1029 |
|
4.250 |
1.0977 |
|
|
| Fisher Pivots for day following 13-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1129 |
1.1112 |
| PP |
1.1126 |
1.1104 |
| S1 |
1.1123 |
1.1096 |
|