CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 17-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2024 |
17-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1121 |
1.1174 |
0.0053 |
0.5% |
1.1134 |
| High |
1.1179 |
1.1186 |
0.0008 |
0.1% |
1.1145 |
| Low |
1.1118 |
1.1150 |
0.0032 |
0.3% |
1.1048 |
| Close |
1.1162 |
1.1163 |
0.0001 |
0.0% |
1.1120 |
| Range |
0.0061 |
0.0037 |
-0.0024 |
-39.7% |
0.0097 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
149,913 |
134,664 |
-15,249 |
-10.2% |
1,223,552 |
|
| Daily Pivots for day following 17-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1276 |
1.1256 |
1.1183 |
|
| R3 |
1.1239 |
1.1219 |
1.1173 |
|
| R2 |
1.1203 |
1.1203 |
1.1170 |
|
| R1 |
1.1183 |
1.1183 |
1.1166 |
1.1175 |
| PP |
1.1166 |
1.1166 |
1.1166 |
1.1162 |
| S1 |
1.1146 |
1.1146 |
1.1160 |
1.1138 |
| S2 |
1.1130 |
1.1130 |
1.1156 |
|
| S3 |
1.1093 |
1.1110 |
1.1153 |
|
| S4 |
1.1057 |
1.1073 |
1.1143 |
|
|
| 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 |
1.1186 |
1.1048 |
0.0138 |
1.2% |
0.0050 |
0.4% |
83% |
True |
False |
234,347 |
| 10 |
1.1203 |
1.1048 |
0.0155 |
1.4% |
0.0053 |
0.5% |
74% |
False |
False |
163,336 |
| 20 |
1.1257 |
1.1048 |
0.0209 |
1.9% |
0.0059 |
0.5% |
55% |
False |
False |
85,187 |
| 40 |
1.1257 |
1.0845 |
0.0412 |
3.7% |
0.0057 |
0.5% |
77% |
False |
False |
43,388 |
| 60 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0053 |
0.5% |
81% |
False |
False |
29,257 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0053 |
0.5% |
81% |
False |
False |
22,073 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0050 |
0.4% |
81% |
False |
False |
17,692 |
| 120 |
1.1257 |
1.0729 |
0.0528 |
4.7% |
0.0048 |
0.4% |
82% |
False |
False |
14,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1341 |
|
2.618 |
1.1282 |
|
1.618 |
1.1245 |
|
1.000 |
1.1223 |
|
0.618 |
1.1209 |
|
HIGH |
1.1186 |
|
0.618 |
1.1172 |
|
0.500 |
1.1168 |
|
0.382 |
1.1163 |
|
LOW |
1.1150 |
|
0.618 |
1.1127 |
|
1.000 |
1.1113 |
|
1.618 |
1.1090 |
|
2.618 |
1.1054 |
|
4.250 |
1.0994 |
|
|
| Fisher Pivots for day following 17-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1168 |
1.1158 |
| PP |
1.1166 |
1.1154 |
| S1 |
1.1165 |
1.1149 |
|