CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 30-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2024 |
30-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1211 |
1.1196 |
-0.0015 |
-0.1% |
1.1198 |
| High |
1.1237 |
1.1242 |
0.0006 |
0.0% |
1.1250 |
| Low |
1.1158 |
1.1148 |
-0.0011 |
-0.1% |
1.1118 |
| Close |
1.1201 |
1.1167 |
-0.0035 |
-0.3% |
1.1201 |
| Range |
0.0079 |
0.0095 |
0.0016 |
20.4% |
0.0132 |
| ATR |
0.0067 |
0.0069 |
0.0002 |
3.0% |
0.0000 |
| Volume |
220,872 |
232,434 |
11,562 |
5.2% |
1,067,797 |
|
| Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1469 |
1.1412 |
1.1218 |
|
| R3 |
1.1374 |
1.1318 |
1.1192 |
|
| R2 |
1.1280 |
1.1280 |
1.1184 |
|
| R1 |
1.1223 |
1.1223 |
1.1175 |
1.1204 |
| PP |
1.1185 |
1.1185 |
1.1185 |
1.1176 |
| S1 |
1.1129 |
1.1129 |
1.1158 |
1.1110 |
| S2 |
1.1091 |
1.1091 |
1.1149 |
|
| S3 |
1.0996 |
1.1034 |
1.1141 |
|
| S4 |
1.0902 |
1.0940 |
1.1115 |
|
|
| 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 |
1.1138 |
0.0112 |
1.0% |
0.0082 |
0.7% |
26% |
False |
False |
212,028 |
| 10 |
1.1250 |
1.1104 |
0.0146 |
1.3% |
0.0078 |
0.7% |
43% |
False |
False |
202,168 |
| 20 |
1.1250 |
1.1048 |
0.0202 |
1.8% |
0.0066 |
0.6% |
59% |
False |
False |
177,835 |
| 40 |
1.1257 |
1.0944 |
0.0313 |
2.8% |
0.0063 |
0.6% |
71% |
False |
False |
90,310 |
| 60 |
1.1257 |
1.0845 |
0.0412 |
3.7% |
0.0057 |
0.5% |
78% |
False |
False |
60,575 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0057 |
0.5% |
82% |
False |
False |
45,641 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0053 |
0.5% |
82% |
False |
False |
36,554 |
| 120 |
1.1257 |
1.0729 |
0.0528 |
4.7% |
0.0052 |
0.5% |
83% |
False |
False |
30,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1644 |
|
2.618 |
1.1489 |
|
1.618 |
1.1395 |
|
1.000 |
1.1337 |
|
0.618 |
1.1300 |
|
HIGH |
1.1242 |
|
0.618 |
1.1206 |
|
0.500 |
1.1195 |
|
0.382 |
1.1184 |
|
LOW |
1.1148 |
|
0.618 |
1.1089 |
|
1.000 |
1.1053 |
|
1.618 |
1.0995 |
|
2.618 |
1.0900 |
|
4.250 |
1.0746 |
|
|
| Fisher Pivots for day following 30-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1195 |
1.1195 |
| PP |
1.1185 |
1.1185 |
| S1 |
1.1176 |
1.1176 |
|