CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 23-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2024 |
23-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1197 |
1.1198 |
0.0001 |
0.0% |
1.1121 |
| High |
1.1217 |
1.1202 |
-0.0016 |
-0.1% |
1.1227 |
| Low |
1.1171 |
1.1118 |
-0.0053 |
-0.5% |
1.1104 |
| Close |
1.1200 |
1.1152 |
-0.0049 |
-0.4% |
1.1200 |
| Range |
0.0046 |
0.0084 |
0.0038 |
81.5% |
0.0123 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
2.6% |
0.0000 |
| Volume |
173,647 |
240,087 |
66,440 |
38.3% |
871,365 |
|
| Daily Pivots for day following 23-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1408 |
1.1363 |
1.1197 |
|
| R3 |
1.1324 |
1.1280 |
1.1174 |
|
| R2 |
1.1241 |
1.1241 |
1.1167 |
|
| R1 |
1.1196 |
1.1196 |
1.1159 |
1.1177 |
| PP |
1.1157 |
1.1157 |
1.1157 |
1.1147 |
| S1 |
1.1113 |
1.1113 |
1.1144 |
1.1093 |
| S2 |
1.1074 |
1.1074 |
1.1136 |
|
| S3 |
1.0990 |
1.1029 |
1.1129 |
|
| S4 |
1.0907 |
1.0946 |
1.1106 |
|
|
| 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% |
0.0074 |
0.7% |
39% |
False |
False |
192,307 |
| 10 |
1.1227 |
1.1048 |
0.0179 |
1.6% |
0.0062 |
0.6% |
58% |
False |
False |
226,369 |
| 20 |
1.1253 |
1.1048 |
0.0205 |
1.8% |
0.0061 |
0.5% |
50% |
False |
False |
125,937 |
| 40 |
1.1257 |
1.0845 |
0.0412 |
3.7% |
0.0062 |
0.6% |
74% |
False |
False |
64,003 |
| 60 |
1.1257 |
1.0774 |
0.0483 |
4.3% |
0.0055 |
0.5% |
78% |
False |
False |
42,990 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0055 |
0.5% |
79% |
False |
False |
32,401 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0051 |
0.5% |
79% |
False |
False |
25,959 |
| 120 |
1.1257 |
1.0729 |
0.0528 |
4.7% |
0.0050 |
0.4% |
80% |
False |
False |
21,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1556 |
|
2.618 |
1.1420 |
|
1.618 |
1.1337 |
|
1.000 |
1.1285 |
|
0.618 |
1.1253 |
|
HIGH |
1.1202 |
|
0.618 |
1.1170 |
|
0.500 |
1.1160 |
|
0.382 |
1.1150 |
|
LOW |
1.1118 |
|
0.618 |
1.1066 |
|
1.000 |
1.1035 |
|
1.618 |
1.0983 |
|
2.618 |
1.0899 |
|
4.250 |
1.0763 |
|
|
| Fisher Pivots for day following 23-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1160 |
1.1161 |
| PP |
1.1157 |
1.1158 |
| S1 |
1.1154 |
1.1155 |
|