CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 09-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2024 |
09-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1007 |
1.1012 |
0.0005 |
0.0% |
1.1196 |
| High |
1.1029 |
1.1013 |
-0.0017 |
-0.1% |
1.1242 |
| Low |
1.0992 |
1.0967 |
-0.0025 |
-0.2% |
1.0983 |
| Close |
1.1004 |
1.0968 |
-0.0036 |
-0.3% |
1.1005 |
| Range |
0.0037 |
0.0046 |
0.0009 |
23.0% |
0.0259 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
123,220 |
125,026 |
1,806 |
1.5% |
1,069,990 |
|
| Daily Pivots for day following 09-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1119 |
1.1089 |
1.0993 |
|
| R3 |
1.1074 |
1.1044 |
1.0981 |
|
| R2 |
1.1028 |
1.1028 |
1.0976 |
|
| R1 |
1.0998 |
1.0998 |
1.0972 |
1.0990 |
| PP |
1.0983 |
1.0983 |
1.0983 |
1.0979 |
| S1 |
1.0953 |
1.0953 |
1.0964 |
1.0945 |
| S2 |
1.0937 |
1.0937 |
1.0960 |
|
| S3 |
1.0892 |
1.0907 |
1.0955 |
|
| S4 |
1.0846 |
1.0862 |
1.0943 |
|
|
| 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 |
1.1082 |
1.0967 |
0.0115 |
1.0% |
0.0049 |
0.4% |
1% |
False |
True |
164,617 |
| 10 |
1.1242 |
1.0967 |
0.0275 |
2.5% |
0.0063 |
0.6% |
0% |
False |
True |
190,489 |
| 20 |
1.1250 |
1.0967 |
0.0283 |
2.6% |
0.0067 |
0.6% |
0% |
False |
True |
194,429 |
| 40 |
1.1257 |
1.0967 |
0.0290 |
2.6% |
0.0064 |
0.6% |
0% |
False |
True |
120,962 |
| 60 |
1.1257 |
1.0845 |
0.0412 |
3.8% |
0.0060 |
0.5% |
30% |
False |
False |
81,009 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0056 |
0.5% |
42% |
False |
False |
61,038 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0055 |
0.5% |
42% |
False |
False |
48,899 |
| 120 |
1.1257 |
1.0731 |
0.0526 |
4.8% |
0.0052 |
0.5% |
45% |
False |
False |
40,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1206 |
|
2.618 |
1.1132 |
|
1.618 |
1.1086 |
|
1.000 |
1.1058 |
|
0.618 |
1.1041 |
|
HIGH |
1.1013 |
|
0.618 |
1.0995 |
|
0.500 |
1.0990 |
|
0.382 |
1.0984 |
|
LOW |
1.0967 |
|
0.618 |
1.0939 |
|
1.000 |
1.0922 |
|
1.618 |
1.0893 |
|
2.618 |
1.0848 |
|
4.250 |
1.0774 |
|
|
| Fisher Pivots for day following 09-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0990 |
1.0998 |
| PP |
1.0983 |
1.0988 |
| S1 |
1.0975 |
1.0978 |
|