CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 01-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2024 |
01-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1196 |
1.1167 |
-0.0030 |
-0.3% |
1.1198 |
| High |
1.1242 |
1.1177 |
-0.0065 |
-0.6% |
1.1250 |
| Low |
1.1148 |
1.1079 |
-0.0069 |
-0.6% |
1.1118 |
| Close |
1.1167 |
1.1105 |
-0.0062 |
-0.6% |
1.1201 |
| Range |
0.0095 |
0.0098 |
0.0004 |
3.7% |
0.0132 |
| ATR |
0.0069 |
0.0071 |
0.0002 |
3.0% |
0.0000 |
| Volume |
232,434 |
256,534 |
24,100 |
10.4% |
1,067,797 |
|
| Daily Pivots for day following 01-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1414 |
1.1358 |
1.1159 |
|
| R3 |
1.1316 |
1.1260 |
1.1132 |
|
| R2 |
1.1218 |
1.1218 |
1.1123 |
|
| R1 |
1.1162 |
1.1162 |
1.1114 |
1.1141 |
| PP |
1.1120 |
1.1120 |
1.1120 |
1.1110 |
| S1 |
1.1064 |
1.1064 |
1.1096 |
1.1043 |
| S2 |
1.1022 |
1.1022 |
1.1087 |
|
| S3 |
1.0924 |
1.0966 |
1.1078 |
|
| S4 |
1.0826 |
1.0868 |
1.1051 |
|
|
| 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 |
1.1079 |
0.0171 |
1.5% |
0.0086 |
0.8% |
15% |
False |
True |
229,600 |
| 10 |
1.1250 |
1.1079 |
0.0171 |
1.5% |
0.0084 |
0.8% |
15% |
False |
True |
214,355 |
| 20 |
1.1250 |
1.1048 |
0.0202 |
1.8% |
0.0069 |
0.6% |
28% |
False |
False |
188,845 |
| 40 |
1.1257 |
1.0944 |
0.0313 |
2.8% |
0.0063 |
0.6% |
52% |
False |
False |
96,649 |
| 60 |
1.1257 |
1.0845 |
0.0412 |
3.7% |
0.0058 |
0.5% |
63% |
False |
False |
64,837 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0058 |
0.5% |
70% |
False |
False |
48,847 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0054 |
0.5% |
70% |
False |
False |
39,118 |
| 120 |
1.1257 |
1.0729 |
0.0528 |
4.8% |
0.0051 |
0.5% |
71% |
False |
False |
32,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1594 |
|
2.618 |
1.1434 |
|
1.618 |
1.1336 |
|
1.000 |
1.1275 |
|
0.618 |
1.1238 |
|
HIGH |
1.1177 |
|
0.618 |
1.1140 |
|
0.500 |
1.1128 |
|
0.382 |
1.1116 |
|
LOW |
1.1079 |
|
0.618 |
1.1018 |
|
1.000 |
1.0981 |
|
1.618 |
1.0920 |
|
2.618 |
1.0822 |
|
4.250 |
1.0663 |
|
|
| Fisher Pivots for day following 01-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1128 |
1.1161 |
| PP |
1.1120 |
1.1142 |
| S1 |
1.1113 |
1.1124 |
|