CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 26-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2024 |
26-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1215 |
1.1165 |
-0.0050 |
-0.4% |
1.1121 |
| High |
1.1250 |
1.1223 |
-0.0027 |
-0.2% |
1.1227 |
| Low |
1.1156 |
1.1159 |
0.0003 |
0.0% |
1.1104 |
| Close |
1.1169 |
1.1213 |
0.0045 |
0.4% |
1.1200 |
| Range |
0.0094 |
0.0064 |
-0.0030 |
-32.1% |
0.0123 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
222,959 |
215,205 |
-7,754 |
-3.5% |
871,365 |
|
| Daily Pivots for day following 26-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1389 |
1.1364 |
1.1248 |
|
| R3 |
1.1325 |
1.1301 |
1.1230 |
|
| R2 |
1.1262 |
1.1262 |
1.1225 |
|
| R1 |
1.1237 |
1.1237 |
1.1219 |
1.1250 |
| PP |
1.1198 |
1.1198 |
1.1198 |
1.1204 |
| S1 |
1.1174 |
1.1174 |
1.1207 |
1.1186 |
| S2 |
1.1135 |
1.1135 |
1.1201 |
|
| S3 |
1.1071 |
1.1110 |
1.1196 |
|
| S4 |
1.1008 |
1.1047 |
1.1178 |
|
|
| 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 |
1.1118 |
0.0132 |
1.2% |
0.0073 |
0.7% |
72% |
False |
False |
204,114 |
| 10 |
1.1250 |
1.1104 |
0.0146 |
1.3% |
0.0070 |
0.6% |
75% |
False |
False |
191,338 |
| 20 |
1.1250 |
1.1048 |
0.0202 |
1.8% |
0.0064 |
0.6% |
82% |
False |
False |
155,657 |
| 40 |
1.1257 |
1.0845 |
0.0412 |
3.7% |
0.0064 |
0.6% |
89% |
False |
False |
79,118 |
| 60 |
1.1257 |
1.0823 |
0.0434 |
3.9% |
0.0057 |
0.5% |
90% |
False |
False |
53,068 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.4% |
0.0056 |
0.5% |
91% |
False |
False |
39,979 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.4% |
0.0052 |
0.5% |
91% |
False |
False |
32,022 |
| 120 |
1.1257 |
1.0729 |
0.0528 |
4.7% |
0.0051 |
0.5% |
92% |
False |
False |
26,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1492 |
|
2.618 |
1.1389 |
|
1.618 |
1.1325 |
|
1.000 |
1.1286 |
|
0.618 |
1.1262 |
|
HIGH |
1.1223 |
|
0.618 |
1.1198 |
|
0.500 |
1.1191 |
|
0.382 |
1.1183 |
|
LOW |
1.1159 |
|
0.618 |
1.1120 |
|
1.000 |
1.1096 |
|
1.618 |
1.1056 |
|
2.618 |
1.0993 |
|
4.250 |
1.0889 |
|
|
| Fisher Pivots for day following 26-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1206 |
1.1207 |
| PP |
1.1198 |
1.1200 |
| S1 |
1.1191 |
1.1194 |
|