CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 02-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2024 |
02-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1167 |
1.1104 |
-0.0063 |
-0.6% |
1.1198 |
| High |
1.1177 |
1.1116 |
-0.0061 |
-0.5% |
1.1250 |
| Low |
1.1079 |
1.1066 |
-0.0013 |
-0.1% |
1.1118 |
| Close |
1.1105 |
1.1072 |
-0.0034 |
-0.3% |
1.1201 |
| Range |
0.0098 |
0.0050 |
-0.0048 |
-49.0% |
0.0132 |
| ATR |
0.0071 |
0.0069 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
256,534 |
156,767 |
-99,767 |
-38.9% |
1,067,797 |
|
| Daily Pivots for day following 02-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1235 |
1.1203 |
1.1099 |
|
| R3 |
1.1185 |
1.1153 |
1.1085 |
|
| R2 |
1.1135 |
1.1135 |
1.1081 |
|
| R1 |
1.1103 |
1.1103 |
1.1076 |
1.1094 |
| PP |
1.1085 |
1.1085 |
1.1085 |
1.1080 |
| S1 |
1.1053 |
1.1053 |
1.1067 |
1.1044 |
| S2 |
1.1035 |
1.1035 |
1.1062 |
|
| S3 |
1.0985 |
1.1003 |
1.1058 |
|
| S4 |
1.0935 |
1.0953 |
1.1044 |
|
|
| 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 |
1.1242 |
1.1066 |
0.0176 |
1.6% |
0.0077 |
0.7% |
3% |
False |
True |
216,362 |
| 10 |
1.1250 |
1.1066 |
0.0184 |
1.7% |
0.0080 |
0.7% |
3% |
False |
True |
211,270 |
| 20 |
1.1250 |
1.1048 |
0.0202 |
1.8% |
0.0068 |
0.6% |
12% |
False |
False |
195,251 |
| 40 |
1.1257 |
1.0944 |
0.0313 |
2.8% |
0.0063 |
0.6% |
41% |
False |
False |
100,528 |
| 60 |
1.1257 |
1.0845 |
0.0412 |
3.7% |
0.0059 |
0.5% |
55% |
False |
False |
67,442 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0057 |
0.5% |
63% |
False |
False |
50,799 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0054 |
0.5% |
63% |
False |
False |
40,685 |
| 120 |
1.1257 |
1.0729 |
0.0528 |
4.8% |
0.0052 |
0.5% |
65% |
False |
False |
33,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1329 |
|
2.618 |
1.1247 |
|
1.618 |
1.1197 |
|
1.000 |
1.1166 |
|
0.618 |
1.1147 |
|
HIGH |
1.1116 |
|
0.618 |
1.1097 |
|
0.500 |
1.1091 |
|
0.382 |
1.1085 |
|
LOW |
1.1066 |
|
0.618 |
1.1035 |
|
1.000 |
1.1016 |
|
1.618 |
1.0985 |
|
2.618 |
1.0935 |
|
4.250 |
1.0854 |
|
|
| Fisher Pivots for day following 02-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1091 |
1.1154 |
| PP |
1.1085 |
1.1127 |
| S1 |
1.1078 |
1.1099 |
|