CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 08-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2024 |
08-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1003 |
1.1007 |
0.0004 |
0.0% |
1.1196 |
| High |
1.1019 |
1.1029 |
0.0010 |
0.1% |
1.1242 |
| Low |
1.0987 |
1.0992 |
0.0006 |
0.1% |
1.0983 |
| Close |
1.1002 |
1.1004 |
0.0003 |
0.0% |
1.1005 |
| Range |
0.0033 |
0.0037 |
0.0005 |
13.8% |
0.0259 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
150,585 |
123,220 |
-27,365 |
-18.2% |
1,069,990 |
|
| Daily Pivots for day following 08-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1119 |
1.1099 |
1.1024 |
|
| R3 |
1.1082 |
1.1062 |
1.1014 |
|
| R2 |
1.1045 |
1.1045 |
1.1011 |
|
| R1 |
1.1025 |
1.1025 |
1.1007 |
1.1017 |
| PP |
1.1008 |
1.1008 |
1.1008 |
1.1004 |
| S1 |
1.0988 |
1.0988 |
1.1001 |
1.0980 |
| S2 |
1.0971 |
1.0971 |
1.0997 |
|
| S3 |
1.0934 |
1.0951 |
1.0994 |
|
| S4 |
1.0897 |
1.0914 |
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 |
1.1116 |
1.0983 |
0.0133 |
1.2% |
0.0050 |
0.5% |
16% |
False |
False |
170,965 |
| 10 |
1.1250 |
1.0983 |
0.0267 |
2.4% |
0.0068 |
0.6% |
8% |
False |
False |
200,283 |
| 20 |
1.1250 |
1.0983 |
0.0267 |
2.4% |
0.0067 |
0.6% |
8% |
False |
False |
208,505 |
| 40 |
1.1257 |
1.0981 |
0.0276 |
2.5% |
0.0065 |
0.6% |
9% |
False |
False |
117,862 |
| 60 |
1.1257 |
1.0845 |
0.0412 |
3.7% |
0.0059 |
0.5% |
39% |
False |
False |
78,934 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0056 |
0.5% |
49% |
False |
False |
59,485 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0055 |
0.5% |
49% |
False |
False |
47,660 |
| 120 |
1.1257 |
1.0731 |
0.0526 |
4.8% |
0.0052 |
0.5% |
52% |
False |
False |
39,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1186 |
|
2.618 |
1.1126 |
|
1.618 |
1.1089 |
|
1.000 |
1.1066 |
|
0.618 |
1.1052 |
|
HIGH |
1.1029 |
|
0.618 |
1.1015 |
|
0.500 |
1.1011 |
|
0.382 |
1.1006 |
|
LOW |
1.0992 |
|
0.618 |
1.0969 |
|
1.000 |
1.0955 |
|
1.618 |
1.0932 |
|
2.618 |
1.0895 |
|
4.250 |
1.0835 |
|
|
| Fisher Pivots for day following 08-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1011 |
1.1027 |
| PP |
1.1008 |
1.1019 |
| S1 |
1.1006 |
1.1012 |
|