CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 03-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2024 |
03-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1104 |
1.1080 |
-0.0024 |
-0.2% |
1.1198 |
| High |
1.1116 |
1.1082 |
-0.0035 |
-0.3% |
1.1250 |
| Low |
1.1066 |
1.1039 |
-0.0028 |
-0.2% |
1.1118 |
| Close |
1.1072 |
1.1058 |
-0.0014 |
-0.1% |
1.1201 |
| Range |
0.0050 |
0.0043 |
-0.0007 |
-14.0% |
0.0132 |
| ATR |
0.0069 |
0.0068 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
156,767 |
172,621 |
15,854 |
10.1% |
1,067,797 |
|
| Daily Pivots for day following 03-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1188 |
1.1166 |
1.1081 |
|
| R3 |
1.1145 |
1.1123 |
1.1069 |
|
| R2 |
1.1102 |
1.1102 |
1.1065 |
|
| R1 |
1.1080 |
1.1080 |
1.1061 |
1.1070 |
| PP |
1.1059 |
1.1059 |
1.1059 |
1.1054 |
| S1 |
1.1037 |
1.1037 |
1.1054 |
1.1027 |
| S2 |
1.1016 |
1.1016 |
1.1050 |
|
| S3 |
1.0973 |
1.0994 |
1.1046 |
|
| S4 |
1.0930 |
1.0951 |
1.1034 |
|
|
| 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 |
1.1039 |
0.0204 |
1.8% |
0.0073 |
0.7% |
9% |
False |
True |
207,845 |
| 10 |
1.1250 |
1.1039 |
0.0211 |
1.9% |
0.0073 |
0.7% |
9% |
False |
True |
205,980 |
| 20 |
1.1250 |
1.1039 |
0.0211 |
1.9% |
0.0068 |
0.6% |
9% |
False |
True |
202,490 |
| 40 |
1.1257 |
1.0944 |
0.0313 |
2.8% |
0.0063 |
0.6% |
36% |
False |
False |
104,810 |
| 60 |
1.1257 |
1.0845 |
0.0412 |
3.7% |
0.0059 |
0.5% |
52% |
False |
False |
70,313 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0057 |
0.5% |
60% |
False |
False |
52,936 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0054 |
0.5% |
60% |
False |
False |
42,410 |
| 120 |
1.1257 |
1.0729 |
0.0528 |
4.8% |
0.0051 |
0.5% |
62% |
False |
False |
35,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1264 |
|
2.618 |
1.1194 |
|
1.618 |
1.1151 |
|
1.000 |
1.1125 |
|
0.618 |
1.1108 |
|
HIGH |
1.1082 |
|
0.618 |
1.1065 |
|
0.500 |
1.1060 |
|
0.382 |
1.1055 |
|
LOW |
1.1039 |
|
0.618 |
1.1012 |
|
1.000 |
1.0996 |
|
1.618 |
1.0969 |
|
2.618 |
1.0926 |
|
4.250 |
1.0856 |
|
|
| Fisher Pivots for day following 03-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1060 |
1.1108 |
| PP |
1.1059 |
1.1091 |
| S1 |
1.1058 |
1.1074 |
|