CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 16-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2024 |
16-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0935 |
1.0919 |
-0.0017 |
-0.2% |
1.1003 |
| High |
1.0945 |
1.0929 |
-0.0016 |
-0.1% |
1.1029 |
| Low |
1.0910 |
1.0881 |
-0.0030 |
-0.3% |
1.0930 |
| Close |
1.0915 |
1.0883 |
-0.0032 |
-0.3% |
1.0968 |
| Range |
0.0035 |
0.0049 |
0.0014 |
38.6% |
0.0100 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
145,370 |
145,209 |
-161 |
-0.1% |
732,048 |
|
| Daily Pivots for day following 16-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1043 |
1.1012 |
1.0910 |
|
| R3 |
1.0995 |
1.0963 |
1.0896 |
|
| R2 |
1.0946 |
1.0946 |
1.0892 |
|
| R1 |
1.0915 |
1.0915 |
1.0887 |
1.0906 |
| PP |
1.0898 |
1.0898 |
1.0898 |
1.0893 |
| S1 |
1.0866 |
1.0866 |
1.0879 |
1.0858 |
| S2 |
1.0849 |
1.0849 |
1.0874 |
|
| S3 |
1.0801 |
1.0818 |
1.0870 |
|
| S4 |
1.0752 |
1.0769 |
1.0856 |
|
|
| 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 |
1.0984 |
1.0881 |
0.0104 |
1.0% |
0.0043 |
0.4% |
2% |
False |
True |
148,931 |
| 10 |
1.1082 |
1.0881 |
0.0201 |
1.8% |
0.0046 |
0.4% |
1% |
False |
True |
156,774 |
| 20 |
1.1250 |
1.0881 |
0.0369 |
3.4% |
0.0063 |
0.6% |
1% |
False |
True |
184,022 |
| 40 |
1.1257 |
1.0881 |
0.0376 |
3.5% |
0.0062 |
0.6% |
1% |
False |
True |
139,249 |
| 60 |
1.1257 |
1.0845 |
0.0412 |
3.8% |
0.0060 |
0.6% |
9% |
False |
False |
93,386 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.6% |
0.0056 |
0.5% |
25% |
False |
False |
70,282 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.6% |
0.0056 |
0.5% |
25% |
False |
False |
56,336 |
| 120 |
1.1257 |
1.0760 |
0.0497 |
4.6% |
0.0052 |
0.5% |
25% |
False |
False |
46,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1135 |
|
2.618 |
1.1056 |
|
1.618 |
1.1007 |
|
1.000 |
1.0978 |
|
0.618 |
1.0959 |
|
HIGH |
1.0929 |
|
0.618 |
1.0910 |
|
0.500 |
1.0905 |
|
0.382 |
1.0899 |
|
LOW |
1.0881 |
|
0.618 |
1.0851 |
|
1.000 |
1.0832 |
|
1.618 |
1.0802 |
|
2.618 |
1.0754 |
|
4.250 |
1.0674 |
|
|
| Fisher Pivots for day following 16-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0905 |
1.0923 |
| PP |
1.0898 |
1.0910 |
| S1 |
1.0890 |
1.0896 |
|