CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 11-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2024 |
11-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0970 |
1.0966 |
-0.0004 |
0.0% |
1.1003 |
| High |
1.0984 |
1.0983 |
-0.0001 |
0.0% |
1.1029 |
| Low |
1.0930 |
1.0956 |
0.0026 |
0.2% |
1.0930 |
| Close |
1.0951 |
1.0968 |
0.0017 |
0.2% |
1.0968 |
| Range |
0.0055 |
0.0028 |
-0.0027 |
-49.5% |
0.0100 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
181,423 |
151,794 |
-29,629 |
-16.3% |
732,048 |
|
| Daily Pivots for day following 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1051 |
1.1037 |
1.0983 |
|
| R3 |
1.1024 |
1.1010 |
1.0976 |
|
| R2 |
1.0996 |
1.0996 |
1.0973 |
|
| R1 |
1.0982 |
1.0982 |
1.0971 |
1.0989 |
| PP |
1.0969 |
1.0969 |
1.0969 |
1.0972 |
| S1 |
1.0955 |
1.0955 |
1.0965 |
1.0962 |
| S2 |
1.0941 |
1.0941 |
1.0963 |
|
| S3 |
1.0914 |
1.0927 |
1.0960 |
|
| S4 |
1.0886 |
1.0900 |
1.0953 |
|
|
| Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1274 |
1.1221 |
1.1023 |
|
| R3 |
1.1175 |
1.1121 |
1.0995 |
|
| R2 |
1.1075 |
1.1075 |
1.0986 |
|
| R1 |
1.1022 |
1.1022 |
1.0977 |
1.0999 |
| PP |
1.0976 |
1.0976 |
1.0976 |
1.0964 |
| S1 |
1.0922 |
1.0922 |
1.0959 |
1.0899 |
| S2 |
1.0876 |
1.0876 |
1.0950 |
|
| S3 |
1.0777 |
1.0823 |
1.0941 |
|
| S4 |
1.0677 |
1.0723 |
1.0913 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1029 |
1.0930 |
0.0100 |
0.9% |
0.0039 |
0.4% |
39% |
False |
False |
146,409 |
| 10 |
1.1242 |
1.0930 |
0.0313 |
2.8% |
0.0057 |
0.5% |
12% |
False |
False |
180,203 |
| 20 |
1.1250 |
1.0930 |
0.0320 |
2.9% |
0.0066 |
0.6% |
12% |
False |
False |
187,060 |
| 40 |
1.1257 |
1.0930 |
0.0327 |
3.0% |
0.0063 |
0.6% |
12% |
False |
False |
129,104 |
| 60 |
1.1257 |
1.0845 |
0.0412 |
3.8% |
0.0059 |
0.5% |
30% |
False |
False |
86,544 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0056 |
0.5% |
42% |
False |
False |
65,184 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0055 |
0.5% |
42% |
False |
False |
52,229 |
| 120 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0052 |
0.5% |
42% |
False |
False |
43,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1100 |
|
2.618 |
1.1055 |
|
1.618 |
1.1027 |
|
1.000 |
1.1011 |
|
0.618 |
1.1000 |
|
HIGH |
1.0983 |
|
0.618 |
1.0972 |
|
0.500 |
1.0969 |
|
0.382 |
1.0966 |
|
LOW |
1.0956 |
|
0.618 |
1.0939 |
|
1.000 |
1.0928 |
|
1.618 |
1.0911 |
|
2.618 |
1.0884 |
|
4.250 |
1.0839 |
|
|
| Fisher Pivots for day following 11-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0969 |
1.0971 |
| PP |
1.0969 |
1.0970 |
| S1 |
1.0968 |
1.0969 |
|