CME Euro FX (E) Future December 2024
Trading Metrics calculated at close of trading on 25-Sep-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2024 |
25-Sep-2024 |
Change |
Change % |
Previous Week |
Open |
1.1146 |
1.1215 |
0.0069 |
0.6% |
1.1121 |
High |
1.1217 |
1.1250 |
0.0033 |
0.3% |
1.1227 |
Low |
1.1138 |
1.1156 |
0.0018 |
0.2% |
1.1104 |
Close |
1.1202 |
1.1169 |
-0.0034 |
-0.3% |
1.1200 |
Range |
0.0079 |
0.0094 |
0.0015 |
19.1% |
0.0123 |
ATR |
0.0064 |
0.0066 |
0.0002 |
3.3% |
0.0000 |
Volume |
168,674 |
222,959 |
54,285 |
32.2% |
871,365 |
|
Daily Pivots for day following 25-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1472 |
1.1414 |
1.1220 |
|
R3 |
1.1378 |
1.1320 |
1.1194 |
|
R2 |
1.1285 |
1.1285 |
1.1186 |
|
R1 |
1.1227 |
1.1227 |
1.1177 |
1.1209 |
PP |
1.1191 |
1.1191 |
1.1191 |
1.1183 |
S1 |
1.1133 |
1.1133 |
1.1160 |
1.1116 |
S2 |
1.1098 |
1.1098 |
1.1151 |
|
S3 |
1.1004 |
1.1040 |
1.1143 |
|
S4 |
1.0911 |
1.0946 |
1.1117 |
|
|
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 |
1.1250 |
1.1104 |
0.0146 |
1.3% |
0.0083 |
0.7% |
44% |
True |
False |
206,179 |
10 |
1.1250 |
1.1051 |
0.0199 |
1.8% |
0.0070 |
0.6% |
59% |
True |
False |
198,368 |
20 |
1.1250 |
1.1048 |
0.0202 |
1.8% |
0.0065 |
0.6% |
60% |
True |
False |
145,204 |
40 |
1.1257 |
1.0845 |
0.0412 |
3.7% |
0.0064 |
0.6% |
79% |
False |
False |
73,758 |
60 |
1.1257 |
1.0798 |
0.0459 |
4.1% |
0.0056 |
0.5% |
81% |
False |
False |
49,490 |
80 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0056 |
0.5% |
82% |
False |
False |
37,290 |
100 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0052 |
0.5% |
82% |
False |
False |
29,874 |
120 |
1.1257 |
1.0729 |
0.0528 |
4.7% |
0.0050 |
0.5% |
83% |
False |
False |
24,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1647 |
2.618 |
1.1494 |
1.618 |
1.1401 |
1.000 |
1.1343 |
0.618 |
1.1307 |
HIGH |
1.1250 |
0.618 |
1.1214 |
0.500 |
1.1203 |
0.382 |
1.1192 |
LOW |
1.1156 |
0.618 |
1.1098 |
1.000 |
1.1063 |
1.618 |
1.1005 |
2.618 |
1.0911 |
4.250 |
1.0759 |
|
|
Fisher Pivots for day following 25-Sep-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1203 |
1.1184 |
PP |
1.1191 |
1.1179 |
S1 |
1.1180 |
1.1174 |
|