CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 23-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2024 |
23-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0841 |
1.0824 |
-0.0017 |
-0.2% |
1.0964 |
| High |
1.0864 |
1.0831 |
-0.0033 |
-0.3% |
1.0965 |
| Low |
1.0818 |
1.0786 |
-0.0032 |
-0.3% |
1.0838 |
| Close |
1.0825 |
1.0805 |
-0.0020 |
-0.2% |
1.0892 |
| Range |
0.0046 |
0.0046 |
-0.0001 |
-1.1% |
0.0128 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
162,847 |
175,534 |
12,687 |
7.8% |
766,629 |
|
| Daily Pivots for day following 23-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0944 |
1.0920 |
1.0830 |
|
| R3 |
1.0898 |
1.0874 |
1.0818 |
|
| R2 |
1.0853 |
1.0853 |
1.0813 |
|
| R1 |
1.0829 |
1.0829 |
1.0809 |
1.0818 |
| PP |
1.0807 |
1.0807 |
1.0807 |
1.0802 |
| S1 |
1.0783 |
1.0783 |
1.0801 |
1.0773 |
| S2 |
1.0762 |
1.0762 |
1.0797 |
|
| S3 |
1.0716 |
1.0738 |
1.0792 |
|
| S4 |
1.0671 |
1.0692 |
1.0780 |
|
|
| 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 |
1.0901 |
1.0786 |
0.0115 |
1.1% |
0.0052 |
0.5% |
17% |
False |
True |
167,902 |
| 10 |
1.0984 |
1.0786 |
0.0199 |
1.8% |
0.0047 |
0.4% |
10% |
False |
True |
158,417 |
| 20 |
1.1242 |
1.0786 |
0.0457 |
4.2% |
0.0055 |
0.5% |
4% |
False |
True |
174,453 |
| 40 |
1.1250 |
1.0786 |
0.0464 |
4.3% |
0.0060 |
0.6% |
4% |
False |
True |
159,828 |
| 60 |
1.1257 |
1.0786 |
0.0471 |
4.4% |
0.0061 |
0.6% |
4% |
False |
True |
107,323 |
| 80 |
1.1257 |
1.0786 |
0.0471 |
4.4% |
0.0056 |
0.5% |
4% |
False |
True |
80,731 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.6% |
0.0056 |
0.5% |
9% |
False |
False |
64,723 |
| 120 |
1.1257 |
1.0760 |
0.0497 |
4.6% |
0.0052 |
0.5% |
9% |
False |
False |
53,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1024 |
|
2.618 |
1.0950 |
|
1.618 |
1.0905 |
|
1.000 |
1.0877 |
|
0.618 |
1.0859 |
|
HIGH |
1.0831 |
|
0.618 |
1.0814 |
|
0.500 |
1.0808 |
|
0.382 |
1.0803 |
|
LOW |
1.0786 |
|
0.618 |
1.0757 |
|
1.000 |
1.0740 |
|
1.618 |
1.0712 |
|
2.618 |
1.0666 |
|
4.250 |
1.0592 |
|
|
| Fisher Pivots for day following 23-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0808 |
1.0842 |
| PP |
1.0807 |
1.0829 |
| S1 |
1.0806 |
1.0817 |
|