CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 07-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2024 |
07-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1062 |
1.1003 |
-0.0059 |
-0.5% |
1.1196 |
| High |
1.1071 |
1.1019 |
-0.0052 |
-0.5% |
1.1242 |
| Low |
1.0983 |
1.0987 |
0.0004 |
0.0% |
1.0983 |
| Close |
1.1005 |
1.1002 |
-0.0003 |
0.0% |
1.1005 |
| Range |
0.0088 |
0.0033 |
-0.0055 |
-62.9% |
0.0259 |
| ATR |
0.0069 |
0.0066 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
251,634 |
150,585 |
-101,049 |
-40.2% |
1,069,990 |
|
| Daily Pivots for day following 07-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1100 |
1.1083 |
1.1019 |
|
| R3 |
1.1067 |
1.1051 |
1.1010 |
|
| R2 |
1.1035 |
1.1035 |
1.1007 |
|
| R1 |
1.1018 |
1.1018 |
1.1004 |
1.1010 |
| PP |
1.1002 |
1.1002 |
1.1002 |
1.0998 |
| S1 |
1.0986 |
1.0986 |
1.0999 |
1.0978 |
| S2 |
1.0970 |
1.0970 |
1.0996 |
|
| S3 |
1.0937 |
1.0953 |
1.0993 |
|
| S4 |
1.0905 |
1.0921 |
1.0984 |
|
|
| Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1854 |
1.1688 |
1.1147 |
|
| R3 |
1.1595 |
1.1429 |
1.1076 |
|
| R2 |
1.1336 |
1.1336 |
1.1052 |
|
| R1 |
1.1170 |
1.1170 |
1.1028 |
1.1123 |
| PP |
1.1077 |
1.1077 |
1.1077 |
1.1053 |
| S1 |
1.0911 |
1.0911 |
1.0981 |
1.0864 |
| S2 |
1.0818 |
1.0818 |
1.0957 |
|
| S3 |
1.0559 |
1.0652 |
1.0933 |
|
| S4 |
1.0300 |
1.0393 |
1.0862 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1177 |
1.0983 |
0.0194 |
1.8% |
0.0062 |
0.6% |
10% |
False |
False |
197,628 |
| 10 |
1.1250 |
1.0983 |
0.0267 |
2.4% |
0.0072 |
0.7% |
7% |
False |
False |
204,828 |
| 20 |
1.1250 |
1.0983 |
0.0267 |
2.4% |
0.0067 |
0.6% |
7% |
False |
False |
215,599 |
| 40 |
1.1257 |
1.0973 |
0.0284 |
2.6% |
0.0064 |
0.6% |
10% |
False |
False |
114,805 |
| 60 |
1.1257 |
1.0845 |
0.0412 |
3.7% |
0.0059 |
0.5% |
38% |
False |
False |
76,926 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0057 |
0.5% |
49% |
False |
False |
57,952 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0055 |
0.5% |
49% |
False |
False |
46,431 |
| 120 |
1.1257 |
1.0731 |
0.0526 |
4.8% |
0.0052 |
0.5% |
51% |
False |
False |
38,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1157 |
|
2.618 |
1.1104 |
|
1.618 |
1.1072 |
|
1.000 |
1.1052 |
|
0.618 |
1.1039 |
|
HIGH |
1.1019 |
|
0.618 |
1.1007 |
|
0.500 |
1.1003 |
|
0.382 |
1.0999 |
|
LOW |
1.0987 |
|
0.618 |
1.0966 |
|
1.000 |
1.0954 |
|
1.618 |
1.0934 |
|
2.618 |
1.0901 |
|
4.250 |
1.0848 |
|
|
| Fisher Pivots for day following 07-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1003 |
1.1032 |
| PP |
1.1002 |
1.1022 |
| S1 |
1.1002 |
1.1012 |
|