CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 17-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2024 |
17-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0919 |
1.0889 |
-0.0030 |
-0.3% |
1.1003 |
| High |
1.0929 |
1.0901 |
-0.0029 |
-0.3% |
1.1029 |
| Low |
1.0881 |
1.0838 |
-0.0043 |
-0.4% |
1.0930 |
| Close |
1.0883 |
1.0852 |
-0.0032 |
-0.3% |
1.0968 |
| Range |
0.0049 |
0.0063 |
0.0015 |
29.9% |
0.0100 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.7% |
0.0000 |
| Volume |
145,209 |
212,112 |
66,903 |
46.1% |
732,048 |
|
| Daily Pivots for day following 17-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1052 |
1.1015 |
1.0886 |
|
| R3 |
1.0989 |
1.0952 |
1.0869 |
|
| R2 |
1.0926 |
1.0926 |
1.0863 |
|
| R1 |
1.0889 |
1.0889 |
1.0857 |
1.0876 |
| PP |
1.0863 |
1.0863 |
1.0863 |
1.0857 |
| S1 |
1.0826 |
1.0826 |
1.0846 |
1.0813 |
| S2 |
1.0800 |
1.0800 |
1.0840 |
|
| S3 |
1.0737 |
1.0763 |
1.0834 |
|
| S4 |
1.0674 |
1.0700 |
1.0817 |
|
|
| 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 |
1.0983 |
1.0838 |
0.0146 |
1.3% |
0.0044 |
0.4% |
10% |
False |
True |
155,069 |
| 10 |
1.1071 |
1.0838 |
0.0233 |
2.1% |
0.0048 |
0.4% |
6% |
False |
True |
160,723 |
| 20 |
1.1250 |
1.0838 |
0.0412 |
3.8% |
0.0060 |
0.6% |
3% |
False |
True |
183,351 |
| 40 |
1.1257 |
1.0838 |
0.0419 |
3.9% |
0.0062 |
0.6% |
3% |
False |
True |
144,438 |
| 60 |
1.1257 |
1.0838 |
0.0419 |
3.9% |
0.0060 |
0.6% |
3% |
False |
True |
96,908 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.6% |
0.0056 |
0.5% |
19% |
False |
False |
72,927 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.6% |
0.0056 |
0.5% |
19% |
False |
False |
58,456 |
| 120 |
1.1257 |
1.0760 |
0.0497 |
4.6% |
0.0052 |
0.5% |
19% |
False |
False |
48,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1168 |
|
2.618 |
1.1065 |
|
1.618 |
1.1002 |
|
1.000 |
1.0964 |
|
0.618 |
1.0939 |
|
HIGH |
1.0901 |
|
0.618 |
1.0876 |
|
0.500 |
1.0869 |
|
0.382 |
1.0862 |
|
LOW |
1.0838 |
|
0.618 |
1.0799 |
|
1.000 |
1.0775 |
|
1.618 |
1.0736 |
|
2.618 |
1.0673 |
|
4.250 |
1.0570 |
|
|
| Fisher Pivots for day following 17-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0869 |
1.0891 |
| PP |
1.0863 |
1.0878 |
| S1 |
1.0857 |
1.0865 |
|