CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 25-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2024 |
25-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0807 |
1.0850 |
0.0043 |
0.4% |
1.0893 |
| High |
1.0853 |
1.0862 |
0.0009 |
0.1% |
1.0898 |
| Low |
1.0794 |
1.0816 |
0.0023 |
0.2% |
1.0786 |
| Close |
1.0846 |
1.0826 |
-0.0020 |
-0.2% |
1.0826 |
| Range |
0.0060 |
0.0046 |
-0.0014 |
-22.7% |
0.0112 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
198,512 |
162,711 |
-35,801 |
-18.0% |
845,549 |
|
| Daily Pivots for day following 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0973 |
1.0945 |
1.0851 |
|
| R3 |
1.0927 |
1.0899 |
1.0838 |
|
| R2 |
1.0881 |
1.0881 |
1.0834 |
|
| R1 |
1.0853 |
1.0853 |
1.0830 |
1.0844 |
| PP |
1.0835 |
1.0835 |
1.0835 |
1.0830 |
| S1 |
1.0807 |
1.0807 |
1.0821 |
1.0798 |
| S2 |
1.0789 |
1.0789 |
1.0817 |
|
| S3 |
1.0743 |
1.0761 |
1.0813 |
|
| S4 |
1.0697 |
1.0715 |
1.0800 |
|
|
| Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1172 |
1.1111 |
1.0887 |
|
| R3 |
1.1060 |
1.0999 |
1.0856 |
|
| R2 |
1.0948 |
1.0948 |
1.0846 |
|
| R1 |
1.0887 |
1.0887 |
1.0836 |
1.0862 |
| PP |
1.0836 |
1.0836 |
1.0836 |
1.0824 |
| S1 |
1.0775 |
1.0775 |
1.0815 |
1.0750 |
| S2 |
1.0724 |
1.0724 |
1.0805 |
|
| S3 |
1.0612 |
1.0663 |
1.0795 |
|
| S4 |
1.0500 |
1.0551 |
1.0764 |
|
|
| 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% |
0.0052 |
0.5% |
36% |
False |
False |
169,109 |
| 10 |
1.0965 |
1.0786 |
0.0180 |
1.7% |
0.0050 |
0.5% |
22% |
False |
False |
161,217 |
| 20 |
1.1242 |
1.0786 |
0.0457 |
4.2% |
0.0053 |
0.5% |
9% |
False |
False |
170,710 |
| 40 |
1.1250 |
1.0786 |
0.0464 |
4.3% |
0.0059 |
0.5% |
9% |
False |
False |
168,607 |
| 60 |
1.1257 |
1.0786 |
0.0471 |
4.4% |
0.0061 |
0.6% |
8% |
False |
False |
113,305 |
| 80 |
1.1257 |
1.0786 |
0.0471 |
4.4% |
0.0056 |
0.5% |
8% |
False |
False |
85,219 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.6% |
0.0056 |
0.5% |
13% |
False |
False |
68,332 |
| 120 |
1.1257 |
1.0760 |
0.0497 |
4.6% |
0.0053 |
0.5% |
13% |
False |
False |
56,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1058 |
|
2.618 |
1.0982 |
|
1.618 |
1.0936 |
|
1.000 |
1.0908 |
|
0.618 |
1.0890 |
|
HIGH |
1.0862 |
|
0.618 |
1.0844 |
|
0.500 |
1.0839 |
|
0.382 |
1.0834 |
|
LOW |
1.0816 |
|
0.618 |
1.0788 |
|
1.000 |
1.0770 |
|
1.618 |
1.0742 |
|
2.618 |
1.0696 |
|
4.250 |
1.0621 |
|
|
| Fisher Pivots for day following 25-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0839 |
1.0825 |
| PP |
1.0835 |
1.0824 |
| S1 |
1.0830 |
1.0824 |
|