CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 28-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2024 |
28-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0850 |
1.0819 |
-0.0031 |
-0.3% |
1.0893 |
| High |
1.0862 |
1.0850 |
-0.0013 |
-0.1% |
1.0898 |
| Low |
1.0816 |
1.0805 |
-0.0012 |
-0.1% |
1.0786 |
| Close |
1.0826 |
1.0834 |
0.0008 |
0.1% |
1.0826 |
| Range |
0.0046 |
0.0045 |
-0.0001 |
-2.2% |
0.0112 |
| ATR |
0.0055 |
0.0054 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
162,711 |
142,651 |
-20,060 |
-12.3% |
845,549 |
|
| Daily Pivots for day following 28-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0964 |
1.0944 |
1.0858 |
|
| R3 |
1.0919 |
1.0899 |
1.0846 |
|
| R2 |
1.0874 |
1.0874 |
1.0842 |
|
| R1 |
1.0854 |
1.0854 |
1.0838 |
1.0864 |
| PP |
1.0829 |
1.0829 |
1.0829 |
1.0834 |
| S1 |
1.0809 |
1.0809 |
1.0829 |
1.0819 |
| S2 |
1.0784 |
1.0784 |
1.0825 |
|
| S3 |
1.0739 |
1.0764 |
1.0821 |
|
| S4 |
1.0694 |
1.0719 |
1.0809 |
|
|
| 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 |
1.0864 |
1.0786 |
0.0078 |
0.7% |
0.0048 |
0.4% |
62% |
False |
False |
168,451 |
| 10 |
1.0945 |
1.0786 |
0.0160 |
1.5% |
0.0049 |
0.5% |
30% |
False |
False |
163,396 |
| 20 |
1.1177 |
1.0786 |
0.0392 |
3.6% |
0.0051 |
0.5% |
12% |
False |
False |
166,221 |
| 40 |
1.1250 |
1.0786 |
0.0464 |
4.3% |
0.0059 |
0.5% |
10% |
False |
False |
172,028 |
| 60 |
1.1257 |
1.0786 |
0.0471 |
4.3% |
0.0059 |
0.5% |
10% |
False |
False |
115,614 |
| 80 |
1.1257 |
1.0786 |
0.0471 |
4.3% |
0.0056 |
0.5% |
10% |
False |
False |
86,986 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.6% |
0.0056 |
0.5% |
15% |
False |
False |
69,757 |
| 120 |
1.1257 |
1.0760 |
0.0497 |
4.6% |
0.0053 |
0.5% |
15% |
False |
False |
58,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1041 |
|
2.618 |
1.0967 |
|
1.618 |
1.0922 |
|
1.000 |
1.0895 |
|
0.618 |
1.0877 |
|
HIGH |
1.0850 |
|
0.618 |
1.0832 |
|
0.500 |
1.0827 |
|
0.382 |
1.0822 |
|
LOW |
1.0805 |
|
0.618 |
1.0777 |
|
1.000 |
1.0760 |
|
1.618 |
1.0732 |
|
2.618 |
1.0687 |
|
4.250 |
1.0613 |
|
|
| Fisher Pivots for day following 28-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0831 |
1.0832 |
| PP |
1.0829 |
1.0830 |
| S1 |
1.0827 |
1.0828 |
|