CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 15-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2024 |
15-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0964 |
1.0935 |
-0.0029 |
-0.3% |
1.1003 |
| High |
1.0965 |
1.0945 |
-0.0020 |
-0.2% |
1.1029 |
| Low |
1.0917 |
1.0910 |
-0.0007 |
-0.1% |
1.0930 |
| Close |
1.0926 |
1.0915 |
-0.0011 |
-0.1% |
1.0968 |
| Range |
0.0048 |
0.0035 |
-0.0013 |
-27.1% |
0.0100 |
| ATR |
0.0059 |
0.0058 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
120,862 |
145,370 |
24,508 |
20.3% |
732,048 |
|
| Daily Pivots for day following 15-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1028 |
1.1007 |
1.0934 |
|
| R3 |
1.0993 |
1.0972 |
1.0925 |
|
| R2 |
1.0958 |
1.0958 |
1.0921 |
|
| R1 |
1.0937 |
1.0937 |
1.0918 |
1.0930 |
| PP |
1.0923 |
1.0923 |
1.0923 |
1.0920 |
| S1 |
1.0902 |
1.0902 |
1.0912 |
1.0895 |
| S2 |
1.0888 |
1.0888 |
1.0909 |
|
| S3 |
1.0853 |
1.0867 |
1.0905 |
|
| S4 |
1.0818 |
1.0832 |
1.0896 |
|
|
| 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 |
1.1013 |
1.0910 |
0.0103 |
0.9% |
0.0042 |
0.4% |
5% |
False |
True |
144,895 |
| 10 |
1.1116 |
1.0910 |
0.0206 |
1.9% |
0.0046 |
0.4% |
2% |
False |
True |
157,930 |
| 20 |
1.1250 |
1.0910 |
0.0340 |
3.1% |
0.0065 |
0.6% |
1% |
False |
True |
186,142 |
| 40 |
1.1257 |
1.0910 |
0.0347 |
3.2% |
0.0062 |
0.6% |
1% |
False |
True |
135,665 |
| 60 |
1.1257 |
1.0845 |
0.0412 |
3.8% |
0.0060 |
0.5% |
17% |
False |
False |
90,973 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.6% |
0.0056 |
0.5% |
31% |
False |
False |
68,478 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.6% |
0.0056 |
0.5% |
31% |
False |
False |
54,887 |
| 120 |
1.1257 |
1.0760 |
0.0497 |
4.6% |
0.0052 |
0.5% |
31% |
False |
False |
45,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1094 |
|
2.618 |
1.1037 |
|
1.618 |
1.1002 |
|
1.000 |
1.0980 |
|
0.618 |
1.0967 |
|
HIGH |
1.0945 |
|
0.618 |
1.0932 |
|
0.500 |
1.0928 |
|
0.382 |
1.0923 |
|
LOW |
1.0910 |
|
0.618 |
1.0888 |
|
1.000 |
1.0875 |
|
1.618 |
1.0853 |
|
2.618 |
1.0818 |
|
4.250 |
1.0761 |
|
|
| Fisher Pivots for day following 15-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0928 |
1.0947 |
| PP |
1.0923 |
1.0936 |
| S1 |
1.0919 |
1.0926 |
|