CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 14-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2024 |
14-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0966 |
1.0964 |
-0.0003 |
0.0% |
1.1003 |
| High |
1.0983 |
1.0965 |
-0.0018 |
-0.2% |
1.1029 |
| Low |
1.0956 |
1.0917 |
-0.0039 |
-0.4% |
1.0930 |
| Close |
1.0968 |
1.0926 |
-0.0043 |
-0.4% |
1.0968 |
| Range |
0.0028 |
0.0048 |
0.0021 |
74.5% |
0.0100 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
151,794 |
120,862 |
-30,932 |
-20.4% |
732,048 |
|
| Daily Pivots for day following 14-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1080 |
1.1051 |
1.0952 |
|
| R3 |
1.1032 |
1.1003 |
1.0939 |
|
| R2 |
1.0984 |
1.0984 |
1.0934 |
|
| R1 |
1.0955 |
1.0955 |
1.0930 |
1.0945 |
| PP |
1.0936 |
1.0936 |
1.0936 |
1.0931 |
| S1 |
1.0907 |
1.0907 |
1.0921 |
1.0897 |
| S2 |
1.0888 |
1.0888 |
1.0917 |
|
| S3 |
1.0840 |
1.0859 |
1.0912 |
|
| S4 |
1.0792 |
1.0811 |
1.0899 |
|
|
| 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 |
1.0917 |
0.0112 |
1.0% |
0.0043 |
0.4% |
8% |
False |
True |
140,465 |
| 10 |
1.1177 |
1.0917 |
0.0260 |
2.4% |
0.0052 |
0.5% |
3% |
False |
True |
169,046 |
| 20 |
1.1250 |
1.0917 |
0.0333 |
3.0% |
0.0065 |
0.6% |
3% |
False |
True |
185,607 |
| 40 |
1.1257 |
1.0917 |
0.0340 |
3.1% |
0.0063 |
0.6% |
3% |
False |
True |
132,085 |
| 60 |
1.1257 |
1.0845 |
0.0412 |
3.8% |
0.0060 |
0.5% |
20% |
False |
False |
88,553 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0056 |
0.5% |
33% |
False |
False |
66,684 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0055 |
0.5% |
33% |
False |
False |
53,434 |
| 120 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0052 |
0.5% |
33% |
False |
False |
44,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1169 |
|
2.618 |
1.1091 |
|
1.618 |
1.1043 |
|
1.000 |
1.1013 |
|
0.618 |
1.0995 |
|
HIGH |
1.0965 |
|
0.618 |
1.0947 |
|
0.500 |
1.0941 |
|
0.382 |
1.0935 |
|
LOW |
1.0917 |
|
0.618 |
1.0887 |
|
1.000 |
1.0869 |
|
1.618 |
1.0839 |
|
2.618 |
1.0791 |
|
4.250 |
1.0713 |
|
|
| Fisher Pivots for day following 14-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0941 |
1.0951 |
| PP |
1.0936 |
1.0942 |
| S1 |
1.0931 |
1.0934 |
|