CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 24-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2024 |
24-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0824 |
1.0807 |
-0.0017 |
-0.2% |
1.0964 |
| High |
1.0831 |
1.0853 |
0.0022 |
0.2% |
1.0965 |
| Low |
1.0786 |
1.0794 |
0.0008 |
0.1% |
1.0838 |
| Close |
1.0805 |
1.0846 |
0.0041 |
0.4% |
1.0892 |
| Range |
0.0046 |
0.0060 |
0.0014 |
30.8% |
0.0128 |
| ATR |
0.0055 |
0.0056 |
0.0000 |
0.5% |
0.0000 |
| Volume |
175,534 |
198,512 |
22,978 |
13.1% |
766,629 |
|
| Daily Pivots for day following 24-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1009 |
1.0987 |
1.0878 |
|
| R3 |
1.0950 |
1.0927 |
1.0862 |
|
| R2 |
1.0890 |
1.0890 |
1.0856 |
|
| R1 |
1.0868 |
1.0868 |
1.0851 |
1.0879 |
| PP |
1.0831 |
1.0831 |
1.0831 |
1.0836 |
| S1 |
1.0808 |
1.0808 |
1.0840 |
1.0820 |
| S2 |
1.0771 |
1.0771 |
1.0835 |
|
| S3 |
1.0712 |
1.0749 |
1.0829 |
|
| S4 |
1.0652 |
1.0689 |
1.0813 |
|
|
| 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 |
1.0898 |
1.0786 |
0.0112 |
1.0% |
0.0051 |
0.5% |
54% |
False |
False |
165,182 |
| 10 |
1.0983 |
1.0786 |
0.0198 |
1.8% |
0.0048 |
0.4% |
30% |
False |
False |
160,126 |
| 20 |
1.1242 |
1.0786 |
0.0457 |
4.2% |
0.0055 |
0.5% |
13% |
False |
False |
173,618 |
| 40 |
1.1250 |
1.0786 |
0.0464 |
4.3% |
0.0060 |
0.5% |
13% |
False |
False |
164,638 |
| 60 |
1.1257 |
1.0786 |
0.0471 |
4.3% |
0.0061 |
0.6% |
13% |
False |
False |
110,618 |
| 80 |
1.1257 |
1.0786 |
0.0471 |
4.3% |
0.0056 |
0.5% |
13% |
False |
False |
83,205 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.6% |
0.0056 |
0.5% |
17% |
False |
False |
66,707 |
| 120 |
1.1257 |
1.0760 |
0.0497 |
4.6% |
0.0052 |
0.5% |
17% |
False |
False |
55,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1106 |
|
2.618 |
1.1009 |
|
1.618 |
1.0949 |
|
1.000 |
1.0913 |
|
0.618 |
1.0890 |
|
HIGH |
1.0853 |
|
0.618 |
1.0830 |
|
0.500 |
1.0823 |
|
0.382 |
1.0816 |
|
LOW |
1.0794 |
|
0.618 |
1.0757 |
|
1.000 |
1.0734 |
|
1.618 |
1.0697 |
|
2.618 |
1.0638 |
|
4.250 |
1.0541 |
|
|
| Fisher Pivots for day following 24-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0838 |
1.0839 |
| PP |
1.0831 |
1.0832 |
| S1 |
1.0823 |
1.0825 |
|