CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 18-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2024 |
18-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1174 |
1.1156 |
-0.0018 |
-0.2% |
1.1134 |
| High |
1.1186 |
1.1227 |
0.0041 |
0.4% |
1.1145 |
| Low |
1.1150 |
1.1134 |
-0.0016 |
-0.1% |
1.1048 |
| Close |
1.1163 |
1.1187 |
0.0024 |
0.2% |
1.1120 |
| Range |
0.0037 |
0.0093 |
0.0057 |
154.8% |
0.0097 |
| ATR |
0.0056 |
0.0059 |
0.0003 |
4.7% |
0.0000 |
| Volume |
134,664 |
187,611 |
52,947 |
39.3% |
1,223,552 |
|
| Daily Pivots for day following 18-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1462 |
1.1417 |
1.1238 |
|
| R3 |
1.1369 |
1.1324 |
1.1212 |
|
| R2 |
1.1276 |
1.1276 |
1.1204 |
|
| R1 |
1.1231 |
1.1231 |
1.1195 |
1.1253 |
| PP |
1.1183 |
1.1183 |
1.1183 |
1.1194 |
| S1 |
1.1138 |
1.1138 |
1.1178 |
1.1160 |
| S2 |
1.1090 |
1.1090 |
1.1169 |
|
| S3 |
1.0997 |
1.1045 |
1.1161 |
|
| S4 |
1.0904 |
1.0952 |
1.1135 |
|
|
| 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 |
1.1227 |
1.1051 |
0.0177 |
1.6% |
0.0058 |
0.5% |
77% |
True |
False |
190,557 |
| 10 |
1.1227 |
1.1048 |
0.0179 |
1.6% |
0.0057 |
0.5% |
77% |
True |
False |
179,231 |
| 20 |
1.1257 |
1.1048 |
0.0209 |
1.9% |
0.0061 |
0.5% |
66% |
False |
False |
94,477 |
| 40 |
1.1257 |
1.0845 |
0.0412 |
3.7% |
0.0059 |
0.5% |
83% |
False |
False |
48,069 |
| 60 |
1.1257 |
1.0760 |
0.0497 |
4.4% |
0.0053 |
0.5% |
86% |
False |
False |
32,369 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.4% |
0.0054 |
0.5% |
86% |
False |
False |
24,415 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.4% |
0.0050 |
0.4% |
86% |
False |
False |
19,567 |
| 120 |
1.1257 |
1.0729 |
0.0528 |
4.7% |
0.0049 |
0.4% |
87% |
False |
False |
16,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1622 |
|
2.618 |
1.1470 |
|
1.618 |
1.1377 |
|
1.000 |
1.1320 |
|
0.618 |
1.1284 |
|
HIGH |
1.1227 |
|
0.618 |
1.1191 |
|
0.500 |
1.1181 |
|
0.382 |
1.1170 |
|
LOW |
1.1134 |
|
0.618 |
1.1077 |
|
1.000 |
1.1041 |
|
1.618 |
1.0984 |
|
2.618 |
1.0891 |
|
4.250 |
1.0739 |
|
|
| Fisher Pivots for day following 18-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1185 |
1.1182 |
| PP |
1.1183 |
1.1177 |
| S1 |
1.1181 |
1.1173 |
|