CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 21-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2024 |
21-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0858 |
1.0893 |
0.0036 |
0.3% |
1.0964 |
| High |
1.0896 |
1.0898 |
0.0002 |
0.0% |
1.0965 |
| Low |
1.0851 |
1.0836 |
-0.0015 |
-0.1% |
1.0838 |
| Close |
1.0892 |
1.0837 |
-0.0055 |
-0.5% |
1.0892 |
| Range |
0.0045 |
0.0062 |
0.0017 |
38.2% |
0.0128 |
| ATR |
0.0057 |
0.0057 |
0.0000 |
0.6% |
0.0000 |
| Volume |
143,076 |
145,945 |
2,869 |
2.0% |
766,629 |
|
| Daily Pivots for day following 21-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1041 |
1.1001 |
1.0871 |
|
| R3 |
1.0980 |
1.0939 |
1.0854 |
|
| R2 |
1.0918 |
1.0918 |
1.0848 |
|
| R1 |
1.0878 |
1.0878 |
1.0843 |
1.0867 |
| PP |
1.0857 |
1.0857 |
1.0857 |
1.0852 |
| S1 |
1.0816 |
1.0816 |
1.0831 |
1.0806 |
| S2 |
1.0795 |
1.0795 |
1.0826 |
|
| S3 |
1.0734 |
1.0755 |
1.0820 |
|
| S4 |
1.0672 |
1.0693 |
1.0803 |
|
|
| 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 |
1.0945 |
1.0836 |
0.0109 |
1.0% |
0.0051 |
0.5% |
1% |
False |
True |
158,342 |
| 10 |
1.1029 |
1.0836 |
0.0193 |
1.8% |
0.0047 |
0.4% |
1% |
False |
True |
149,403 |
| 20 |
1.1250 |
1.0836 |
0.0414 |
3.8% |
0.0059 |
0.5% |
0% |
False |
True |
177,116 |
| 40 |
1.1253 |
1.0836 |
0.0417 |
3.8% |
0.0060 |
0.6% |
0% |
False |
True |
151,526 |
| 60 |
1.1257 |
1.0836 |
0.0421 |
3.9% |
0.0061 |
0.6% |
0% |
False |
True |
101,707 |
| 80 |
1.1257 |
1.0774 |
0.0483 |
4.5% |
0.0056 |
0.5% |
13% |
False |
False |
76,521 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.6% |
0.0056 |
0.5% |
16% |
False |
False |
61,344 |
| 120 |
1.1257 |
1.0760 |
0.0497 |
4.6% |
0.0052 |
0.5% |
16% |
False |
False |
51,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1159 |
|
2.618 |
1.1059 |
|
1.618 |
1.0997 |
|
1.000 |
1.0959 |
|
0.618 |
1.0936 |
|
HIGH |
1.0898 |
|
0.618 |
1.0874 |
|
0.500 |
1.0867 |
|
0.382 |
1.0859 |
|
LOW |
1.0836 |
|
0.618 |
1.0798 |
|
1.000 |
1.0775 |
|
1.618 |
1.0736 |
|
2.618 |
1.0675 |
|
4.250 |
1.0575 |
|
|
| Fisher Pivots for day following 21-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0867 |
1.0868 |
| PP |
1.0857 |
1.0858 |
| S1 |
1.0847 |
1.0847 |
|