CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 24-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2024 |
24-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1198 |
1.1146 |
-0.0052 |
-0.5% |
1.1121 |
| High |
1.1202 |
1.1217 |
0.0015 |
0.1% |
1.1227 |
| Low |
1.1118 |
1.1138 |
0.0020 |
0.2% |
1.1104 |
| Close |
1.1152 |
1.1202 |
0.0051 |
0.5% |
1.1200 |
| Range |
0.0084 |
0.0079 |
-0.0005 |
-6.0% |
0.0123 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.8% |
0.0000 |
| Volume |
240,087 |
168,674 |
-71,413 |
-29.7% |
871,365 |
|
| Daily Pivots for day following 24-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1421 |
1.1390 |
1.1245 |
|
| R3 |
1.1343 |
1.1312 |
1.1224 |
|
| R2 |
1.1264 |
1.1264 |
1.1216 |
|
| R1 |
1.1233 |
1.1233 |
1.1209 |
1.1249 |
| PP |
1.1186 |
1.1186 |
1.1186 |
1.1193 |
| S1 |
1.1155 |
1.1155 |
1.1195 |
1.1170 |
| S2 |
1.1107 |
1.1107 |
1.1188 |
|
| S3 |
1.1029 |
1.1076 |
1.1180 |
|
| S4 |
1.0950 |
1.0998 |
1.1159 |
|
|
| 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% |
0.0082 |
0.7% |
80% |
False |
False |
199,109 |
| 10 |
1.1227 |
1.1048 |
0.0179 |
1.6% |
0.0066 |
0.6% |
86% |
False |
False |
216,728 |
| 20 |
1.1246 |
1.1048 |
0.0198 |
1.8% |
0.0062 |
0.6% |
78% |
False |
False |
134,125 |
| 40 |
1.1257 |
1.0845 |
0.0412 |
3.7% |
0.0062 |
0.6% |
87% |
False |
False |
68,208 |
| 60 |
1.1257 |
1.0798 |
0.0459 |
4.1% |
0.0055 |
0.5% |
88% |
False |
False |
45,786 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.4% |
0.0056 |
0.5% |
89% |
False |
False |
34,508 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.4% |
0.0051 |
0.5% |
89% |
False |
False |
27,645 |
| 120 |
1.1257 |
1.0729 |
0.0528 |
4.7% |
0.0050 |
0.4% |
90% |
False |
False |
23,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1550 |
|
2.618 |
1.1422 |
|
1.618 |
1.1344 |
|
1.000 |
1.1295 |
|
0.618 |
1.1265 |
|
HIGH |
1.1217 |
|
0.618 |
1.1187 |
|
0.500 |
1.1177 |
|
0.382 |
1.1168 |
|
LOW |
1.1138 |
|
0.618 |
1.1089 |
|
1.000 |
1.1060 |
|
1.618 |
1.1011 |
|
2.618 |
1.0932 |
|
4.250 |
1.0804 |
|
|
| Fisher Pivots for day following 24-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1194 |
1.1191 |
| PP |
1.1186 |
1.1179 |
| S1 |
1.1177 |
1.1168 |
|