CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 20-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2024 |
20-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1158 |
1.1197 |
0.0040 |
0.4% |
1.1121 |
| High |
1.1215 |
1.1217 |
0.0002 |
0.0% |
1.1227 |
| Low |
1.1104 |
1.1171 |
0.0067 |
0.6% |
1.1104 |
| Close |
1.1202 |
1.1200 |
-0.0002 |
0.0% |
1.1200 |
| Range |
0.0111 |
0.0046 |
-0.0065 |
-58.6% |
0.0123 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
225,530 |
173,647 |
-51,883 |
-23.0% |
871,365 |
|
| Daily Pivots for day following 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1334 |
1.1313 |
1.1225 |
|
| R3 |
1.1288 |
1.1267 |
1.1213 |
|
| R2 |
1.1242 |
1.1242 |
1.1208 |
|
| R1 |
1.1221 |
1.1221 |
1.1204 |
1.1232 |
| PP |
1.1196 |
1.1196 |
1.1196 |
1.1201 |
| S1 |
1.1175 |
1.1175 |
1.1196 |
1.1186 |
| S2 |
1.1150 |
1.1150 |
1.1192 |
|
| S3 |
1.1104 |
1.1129 |
1.1187 |
|
| S4 |
1.1058 |
1.1083 |
1.1175 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1546 |
1.1496 |
1.1268 |
|
| R3 |
1.1423 |
1.1373 |
1.1234 |
|
| R2 |
1.1300 |
1.1300 |
1.1223 |
|
| R1 |
1.1250 |
1.1250 |
1.1211 |
1.1275 |
| PP |
1.1177 |
1.1177 |
1.1177 |
1.1190 |
| S1 |
1.1127 |
1.1127 |
1.1189 |
1.1152 |
| S2 |
1.1054 |
1.1054 |
1.1177 |
|
| S3 |
1.0931 |
1.1004 |
1.1166 |
|
| S4 |
1.0808 |
1.0881 |
1.1132 |
|
|
| 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% |
0.0069 |
0.6% |
78% |
False |
False |
174,273 |
| 10 |
1.1227 |
1.1048 |
0.0179 |
1.6% |
0.0059 |
0.5% |
85% |
False |
False |
209,491 |
| 20 |
1.1257 |
1.1048 |
0.0209 |
1.9% |
0.0061 |
0.5% |
73% |
False |
False |
114,114 |
| 40 |
1.1257 |
1.0845 |
0.0412 |
3.7% |
0.0061 |
0.5% |
86% |
False |
False |
58,009 |
| 60 |
1.1257 |
1.0767 |
0.0490 |
4.4% |
0.0054 |
0.5% |
88% |
False |
False |
39,002 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.4% |
0.0055 |
0.5% |
89% |
False |
False |
29,402 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.4% |
0.0051 |
0.5% |
89% |
False |
False |
23,558 |
| 120 |
1.1257 |
1.0729 |
0.0528 |
4.7% |
0.0050 |
0.4% |
89% |
False |
False |
19,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1413 |
|
2.618 |
1.1337 |
|
1.618 |
1.1291 |
|
1.000 |
1.1263 |
|
0.618 |
1.1245 |
|
HIGH |
1.1217 |
|
0.618 |
1.1199 |
|
0.500 |
1.1194 |
|
0.382 |
1.1189 |
|
LOW |
1.1171 |
|
0.618 |
1.1143 |
|
1.000 |
1.1125 |
|
1.618 |
1.1097 |
|
2.618 |
1.1051 |
|
4.250 |
1.0976 |
|
|
| Fisher Pivots for day following 20-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1198 |
1.1189 |
| PP |
1.1196 |
1.1177 |
| S1 |
1.1194 |
1.1166 |
|