CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 18-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2024 |
18-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0889 |
1.0858 |
-0.0031 |
-0.3% |
1.0964 |
| High |
1.0901 |
1.0896 |
-0.0005 |
0.0% |
1.0965 |
| Low |
1.0838 |
1.0851 |
0.0014 |
0.1% |
1.0838 |
| Close |
1.0852 |
1.0892 |
0.0040 |
0.4% |
1.0892 |
| Range |
0.0063 |
0.0045 |
-0.0019 |
-29.4% |
0.0128 |
| ATR |
0.0057 |
0.0057 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
212,112 |
143,076 |
-69,036 |
-32.5% |
766,629 |
|
| Daily Pivots for day following 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1013 |
1.0997 |
1.0916 |
|
| R3 |
1.0968 |
1.0952 |
1.0904 |
|
| R2 |
1.0924 |
1.0924 |
1.0900 |
|
| R1 |
1.0908 |
1.0908 |
1.0896 |
1.0916 |
| PP |
1.0879 |
1.0879 |
1.0879 |
1.0883 |
| S1 |
1.0863 |
1.0863 |
1.0887 |
1.0871 |
| S2 |
1.0835 |
1.0835 |
1.0883 |
|
| S3 |
1.0790 |
1.0819 |
1.0879 |
|
| S4 |
1.0746 |
1.0774 |
1.0867 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1281 |
1.1214 |
1.0962 |
|
| R3 |
1.1153 |
1.1086 |
1.0927 |
|
| R2 |
1.1026 |
1.1026 |
1.0915 |
|
| R1 |
1.0959 |
1.0959 |
1.0903 |
1.0928 |
| PP |
1.0898 |
1.0898 |
1.0898 |
1.0883 |
| S1 |
1.0831 |
1.0831 |
1.0880 |
1.0801 |
| S2 |
1.0771 |
1.0771 |
1.0868 |
|
| S3 |
1.0643 |
1.0704 |
1.0856 |
|
| S4 |
1.0516 |
1.0576 |
1.0821 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0965 |
1.0838 |
0.0128 |
1.2% |
0.0048 |
0.4% |
42% |
False |
False |
153,325 |
| 10 |
1.1029 |
1.0838 |
0.0192 |
1.8% |
0.0044 |
0.4% |
28% |
False |
False |
149,867 |
| 20 |
1.1250 |
1.0838 |
0.0412 |
3.8% |
0.0060 |
0.6% |
13% |
False |
False |
181,823 |
| 40 |
1.1257 |
1.0838 |
0.0419 |
3.8% |
0.0061 |
0.6% |
13% |
False |
False |
147,968 |
| 60 |
1.1257 |
1.0838 |
0.0419 |
3.8% |
0.0060 |
0.6% |
13% |
False |
False |
99,280 |
| 80 |
1.1257 |
1.0767 |
0.0490 |
4.5% |
0.0056 |
0.5% |
26% |
False |
False |
74,707 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.6% |
0.0056 |
0.5% |
27% |
False |
False |
59,886 |
| 120 |
1.1257 |
1.0760 |
0.0497 |
4.6% |
0.0052 |
0.5% |
27% |
False |
False |
49,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1085 |
|
2.618 |
1.1012 |
|
1.618 |
1.0968 |
|
1.000 |
1.0940 |
|
0.618 |
1.0923 |
|
HIGH |
1.0896 |
|
0.618 |
1.0879 |
|
0.500 |
1.0873 |
|
0.382 |
1.0868 |
|
LOW |
1.0851 |
|
0.618 |
1.0823 |
|
1.000 |
1.0807 |
|
1.618 |
1.0779 |
|
2.618 |
1.0734 |
|
4.250 |
1.0662 |
|
|
| Fisher Pivots for day following 18-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0885 |
1.0889 |
| PP |
1.0879 |
1.0886 |
| S1 |
1.0873 |
1.0883 |
|