CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 22-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2024 |
22-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0893 |
1.0841 |
-0.0053 |
-0.5% |
1.0964 |
| High |
1.0898 |
1.0864 |
-0.0034 |
-0.3% |
1.0965 |
| Low |
1.0836 |
1.0818 |
-0.0019 |
-0.2% |
1.0838 |
| Close |
1.0837 |
1.0825 |
-0.0012 |
-0.1% |
1.0892 |
| Range |
0.0062 |
0.0046 |
-0.0016 |
-25.2% |
0.0128 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
145,945 |
162,847 |
16,902 |
11.6% |
766,629 |
|
| Daily Pivots for day following 22-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0973 |
1.0945 |
1.0850 |
|
| R3 |
1.0927 |
1.0899 |
1.0838 |
|
| R2 |
1.0881 |
1.0881 |
1.0833 |
|
| R1 |
1.0853 |
1.0853 |
1.0829 |
1.0844 |
| PP |
1.0835 |
1.0835 |
1.0835 |
1.0831 |
| S1 |
1.0807 |
1.0807 |
1.0821 |
1.0798 |
| S2 |
1.0789 |
1.0789 |
1.0817 |
|
| S3 |
1.0743 |
1.0761 |
1.0812 |
|
| S4 |
1.0697 |
1.0715 |
1.0800 |
|
|
| 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 |
1.0929 |
1.0818 |
0.0112 |
1.0% |
0.0053 |
0.5% |
7% |
False |
True |
161,837 |
| 10 |
1.1013 |
1.0818 |
0.0195 |
1.8% |
0.0047 |
0.4% |
4% |
False |
True |
153,366 |
| 20 |
1.1250 |
1.0818 |
0.0432 |
4.0% |
0.0058 |
0.5% |
2% |
False |
True |
176,824 |
| 40 |
1.1250 |
1.0818 |
0.0432 |
4.0% |
0.0060 |
0.6% |
2% |
False |
True |
155,474 |
| 60 |
1.1257 |
1.0818 |
0.0439 |
4.1% |
0.0061 |
0.6% |
2% |
False |
True |
104,413 |
| 80 |
1.1257 |
1.0798 |
0.0459 |
4.2% |
0.0056 |
0.5% |
6% |
False |
False |
78,545 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.6% |
0.0056 |
0.5% |
13% |
False |
False |
62,971 |
| 120 |
1.1257 |
1.0760 |
0.0497 |
4.6% |
0.0052 |
0.5% |
13% |
False |
False |
52,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1059 |
|
2.618 |
1.0984 |
|
1.618 |
1.0938 |
|
1.000 |
1.0910 |
|
0.618 |
1.0892 |
|
HIGH |
1.0864 |
|
0.618 |
1.0846 |
|
0.500 |
1.0841 |
|
0.382 |
1.0835 |
|
LOW |
1.0818 |
|
0.618 |
1.0789 |
|
1.000 |
1.0772 |
|
1.618 |
1.0743 |
|
2.618 |
1.0697 |
|
4.250 |
1.0622 |
|
|
| Fisher Pivots for day following 22-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0841 |
1.0858 |
| PP |
1.0835 |
1.0847 |
| S1 |
1.0830 |
1.0836 |
|