CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 16-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2024 |
16-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1118 |
1.1121 |
0.0003 |
0.0% |
1.1134 |
| High |
1.1145 |
1.1179 |
0.0034 |
0.3% |
1.1145 |
| Low |
1.1113 |
1.1118 |
0.0006 |
0.0% |
1.1048 |
| Close |
1.1120 |
1.1162 |
0.0042 |
0.4% |
1.1120 |
| Range |
0.0032 |
0.0061 |
0.0029 |
89.1% |
0.0097 |
| ATR |
0.0057 |
0.0058 |
0.0000 |
0.4% |
0.0000 |
| Volume |
195,094 |
149,913 |
-45,181 |
-23.2% |
1,223,552 |
|
| Daily Pivots for day following 16-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1334 |
1.1309 |
1.1195 |
|
| R3 |
1.1274 |
1.1248 |
1.1179 |
|
| R2 |
1.1213 |
1.1213 |
1.1173 |
|
| R1 |
1.1188 |
1.1188 |
1.1168 |
1.1201 |
| PP |
1.1153 |
1.1153 |
1.1153 |
1.1159 |
| S1 |
1.1127 |
1.1127 |
1.1156 |
1.1140 |
| S2 |
1.1092 |
1.1092 |
1.1151 |
|
| S3 |
1.1032 |
1.1067 |
1.1145 |
|
| S4 |
1.0971 |
1.1006 |
1.1129 |
|
|
| 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 |
1.1179 |
1.1048 |
0.0131 |
1.2% |
0.0050 |
0.4% |
87% |
True |
False |
260,431 |
| 10 |
1.1203 |
1.1048 |
0.0155 |
1.4% |
0.0055 |
0.5% |
74% |
False |
False |
153,501 |
| 20 |
1.1257 |
1.1048 |
0.0209 |
1.9% |
0.0060 |
0.5% |
55% |
False |
False |
78,563 |
| 40 |
1.1257 |
1.0845 |
0.0412 |
3.7% |
0.0057 |
0.5% |
77% |
False |
False |
40,026 |
| 60 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0053 |
0.5% |
81% |
False |
False |
27,044 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0053 |
0.5% |
81% |
False |
False |
20,391 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0049 |
0.4% |
81% |
False |
False |
16,345 |
| 120 |
1.1257 |
1.0729 |
0.0528 |
4.7% |
0.0048 |
0.4% |
82% |
False |
False |
13,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1436 |
|
2.618 |
1.1337 |
|
1.618 |
1.1276 |
|
1.000 |
1.1239 |
|
0.618 |
1.1216 |
|
HIGH |
1.1179 |
|
0.618 |
1.1155 |
|
0.500 |
1.1148 |
|
0.382 |
1.1141 |
|
LOW |
1.1118 |
|
0.618 |
1.1081 |
|
1.000 |
1.1058 |
|
1.618 |
1.1020 |
|
2.618 |
1.0960 |
|
4.250 |
1.0861 |
|
|
| Fisher Pivots for day following 16-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1157 |
1.1146 |
| PP |
1.1153 |
1.1130 |
| S1 |
1.1148 |
1.1115 |
|