CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 10-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2024 |
10-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1012 |
1.0970 |
-0.0042 |
-0.4% |
1.1196 |
| High |
1.1013 |
1.0984 |
-0.0029 |
-0.3% |
1.1242 |
| Low |
1.0967 |
1.0930 |
-0.0038 |
-0.3% |
1.0983 |
| Close |
1.0968 |
1.0951 |
-0.0017 |
-0.2% |
1.1005 |
| Range |
0.0046 |
0.0055 |
0.0009 |
19.8% |
0.0259 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
125,026 |
181,423 |
56,397 |
45.1% |
1,069,990 |
|
| Daily Pivots for day following 10-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1118 |
1.1089 |
1.0981 |
|
| R3 |
1.1064 |
1.1035 |
1.0966 |
|
| R2 |
1.1009 |
1.1009 |
1.0961 |
|
| R1 |
1.0980 |
1.0980 |
1.0956 |
1.0968 |
| PP |
1.0955 |
1.0955 |
1.0955 |
1.0949 |
| S1 |
1.0926 |
1.0926 |
1.0946 |
1.0913 |
| S2 |
1.0900 |
1.0900 |
1.0941 |
|
| S3 |
1.0846 |
1.0871 |
1.0936 |
|
| S4 |
1.0791 |
1.0817 |
1.0921 |
|
|
| 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 |
1.1071 |
1.0930 |
0.0141 |
1.3% |
0.0051 |
0.5% |
15% |
False |
True |
166,377 |
| 10 |
1.1242 |
1.0930 |
0.0313 |
2.9% |
0.0062 |
0.6% |
7% |
False |
True |
187,111 |
| 20 |
1.1250 |
1.0930 |
0.0320 |
2.9% |
0.0066 |
0.6% |
7% |
False |
True |
189,225 |
| 40 |
1.1257 |
1.0930 |
0.0327 |
3.0% |
0.0064 |
0.6% |
7% |
False |
True |
125,435 |
| 60 |
1.1257 |
1.0845 |
0.0412 |
3.8% |
0.0060 |
0.5% |
26% |
False |
False |
84,020 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0056 |
0.5% |
39% |
False |
False |
63,294 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0055 |
0.5% |
39% |
False |
False |
50,713 |
| 120 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0052 |
0.5% |
39% |
False |
False |
42,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1216 |
|
2.618 |
1.1127 |
|
1.618 |
1.1072 |
|
1.000 |
1.1039 |
|
0.618 |
1.1018 |
|
HIGH |
1.0984 |
|
0.618 |
1.0963 |
|
0.500 |
1.0957 |
|
0.382 |
1.0950 |
|
LOW |
1.0930 |
|
0.618 |
1.0896 |
|
1.000 |
1.0875 |
|
1.618 |
1.0841 |
|
2.618 |
1.0787 |
|
4.250 |
1.0698 |
|
|
| Fisher Pivots for day following 10-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0957 |
1.0979 |
| PP |
1.0955 |
1.0970 |
| S1 |
1.0953 |
1.0960 |
|