CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 27-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2024 |
27-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1165 |
1.1211 |
0.0046 |
0.4% |
1.1198 |
| High |
1.1223 |
1.1237 |
0.0014 |
0.1% |
1.1250 |
| Low |
1.1159 |
1.1158 |
-0.0001 |
0.0% |
1.1118 |
| Close |
1.1213 |
1.1201 |
-0.0012 |
-0.1% |
1.1201 |
| Range |
0.0064 |
0.0079 |
0.0015 |
23.6% |
0.0132 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.4% |
0.0000 |
| Volume |
215,205 |
220,872 |
5,667 |
2.6% |
1,067,797 |
|
| Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1434 |
1.1396 |
1.1244 |
|
| R3 |
1.1356 |
1.1318 |
1.1223 |
|
| R2 |
1.1277 |
1.1277 |
1.1215 |
|
| R1 |
1.1239 |
1.1239 |
1.1208 |
1.1219 |
| PP |
1.1199 |
1.1199 |
1.1199 |
1.1188 |
| S1 |
1.1161 |
1.1161 |
1.1194 |
1.1140 |
| S2 |
1.1120 |
1.1120 |
1.1187 |
|
| S3 |
1.1042 |
1.1082 |
1.1179 |
|
| S4 |
1.0963 |
1.1004 |
1.1158 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1584 |
1.1524 |
1.1273 |
|
| R3 |
1.1453 |
1.1393 |
1.1237 |
|
| R2 |
1.1321 |
1.1321 |
1.1225 |
|
| R1 |
1.1261 |
1.1261 |
1.1213 |
1.1291 |
| PP |
1.1190 |
1.1190 |
1.1190 |
1.1205 |
| S1 |
1.1130 |
1.1130 |
1.1189 |
1.1160 |
| S2 |
1.1058 |
1.1058 |
1.1177 |
|
| S3 |
1.0927 |
1.0998 |
1.1165 |
|
| S4 |
1.0795 |
1.0867 |
1.1129 |
|
|
| 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% |
0.0080 |
0.7% |
63% |
False |
False |
213,559 |
| 10 |
1.1250 |
1.1104 |
0.0146 |
1.3% |
0.0074 |
0.7% |
67% |
False |
False |
193,916 |
| 20 |
1.1250 |
1.1048 |
0.0202 |
1.8% |
0.0064 |
0.6% |
76% |
False |
False |
166,504 |
| 40 |
1.1257 |
1.0848 |
0.0409 |
3.7% |
0.0065 |
0.6% |
86% |
False |
False |
84,603 |
| 60 |
1.1257 |
1.0845 |
0.0412 |
3.7% |
0.0057 |
0.5% |
87% |
False |
False |
56,722 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.4% |
0.0056 |
0.5% |
89% |
False |
False |
42,738 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.4% |
0.0052 |
0.5% |
89% |
False |
False |
34,231 |
| 120 |
1.1257 |
1.0729 |
0.0528 |
4.7% |
0.0051 |
0.5% |
89% |
False |
False |
28,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1570 |
|
2.618 |
1.1442 |
|
1.618 |
1.1364 |
|
1.000 |
1.1315 |
|
0.618 |
1.1285 |
|
HIGH |
1.1237 |
|
0.618 |
1.1207 |
|
0.500 |
1.1197 |
|
0.382 |
1.1188 |
|
LOW |
1.1158 |
|
0.618 |
1.1109 |
|
1.000 |
1.1080 |
|
1.618 |
1.1031 |
|
2.618 |
1.0952 |
|
4.250 |
1.0824 |
|
|
| Fisher Pivots for day following 27-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1200 |
1.1203 |
| PP |
1.1199 |
1.1202 |
| S1 |
1.1197 |
1.1202 |
|