CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 19-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2024 |
19-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1156 |
1.1158 |
0.0002 |
0.0% |
1.1134 |
| High |
1.1227 |
1.1215 |
-0.0012 |
-0.1% |
1.1145 |
| Low |
1.1134 |
1.1104 |
-0.0030 |
-0.3% |
1.1048 |
| Close |
1.1187 |
1.1202 |
0.0015 |
0.1% |
1.1120 |
| Range |
0.0093 |
0.0111 |
0.0018 |
19.4% |
0.0097 |
| ATR |
0.0059 |
0.0062 |
0.0004 |
6.4% |
0.0000 |
| Volume |
187,611 |
225,530 |
37,919 |
20.2% |
1,223,552 |
|
| Daily Pivots for day following 19-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1507 |
1.1465 |
1.1263 |
|
| R3 |
1.1396 |
1.1354 |
1.1232 |
|
| R2 |
1.1285 |
1.1285 |
1.1222 |
|
| R1 |
1.1243 |
1.1243 |
1.1212 |
1.1264 |
| PP |
1.1174 |
1.1174 |
1.1174 |
1.1184 |
| S1 |
1.1132 |
1.1132 |
1.1191 |
1.1153 |
| S2 |
1.1063 |
1.1063 |
1.1181 |
|
| S3 |
1.0952 |
1.1021 |
1.1171 |
|
| S4 |
1.0841 |
1.0910 |
1.1140 |
|
|
| 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 |
1.1104 |
0.0123 |
1.1% |
0.0067 |
0.6% |
79% |
False |
True |
178,562 |
| 10 |
1.1227 |
1.1048 |
0.0179 |
1.6% |
0.0064 |
0.6% |
86% |
False |
False |
199,000 |
| 20 |
1.1257 |
1.1048 |
0.0209 |
1.9% |
0.0063 |
0.6% |
74% |
False |
False |
105,524 |
| 40 |
1.1257 |
1.0845 |
0.0412 |
3.7% |
0.0060 |
0.5% |
87% |
False |
False |
53,687 |
| 60 |
1.1257 |
1.0760 |
0.0497 |
4.4% |
0.0054 |
0.5% |
89% |
False |
False |
36,119 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.4% |
0.0055 |
0.5% |
89% |
False |
False |
27,232 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.4% |
0.0050 |
0.5% |
89% |
False |
False |
21,822 |
| 120 |
1.1257 |
1.0729 |
0.0528 |
4.7% |
0.0049 |
0.4% |
90% |
False |
False |
18,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1687 |
|
2.618 |
1.1506 |
|
1.618 |
1.1395 |
|
1.000 |
1.1326 |
|
0.618 |
1.1284 |
|
HIGH |
1.1215 |
|
0.618 |
1.1173 |
|
0.500 |
1.1160 |
|
0.382 |
1.1146 |
|
LOW |
1.1104 |
|
0.618 |
1.1035 |
|
1.000 |
1.0993 |
|
1.618 |
1.0924 |
|
2.618 |
1.0813 |
|
4.250 |
1.0632 |
|
|
| Fisher Pivots for day following 19-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1188 |
1.1190 |
| PP |
1.1174 |
1.1178 |
| S1 |
1.1160 |
1.1166 |
|