CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 29-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2024 |
29-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0819 |
1.0835 |
0.0016 |
0.1% |
1.0893 |
| High |
1.0850 |
1.0848 |
-0.0002 |
0.0% |
1.0898 |
| Low |
1.0805 |
1.0791 |
-0.0014 |
-0.1% |
1.0786 |
| Close |
1.0834 |
1.0835 |
0.0002 |
0.0% |
1.0826 |
| Range |
0.0045 |
0.0058 |
0.0013 |
27.8% |
0.0112 |
| ATR |
0.0054 |
0.0055 |
0.0000 |
0.4% |
0.0000 |
| Volume |
142,651 |
220,104 |
77,453 |
54.3% |
845,549 |
|
| Daily Pivots for day following 29-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0997 |
1.0974 |
1.0867 |
|
| R3 |
1.0940 |
1.0916 |
1.0851 |
|
| R2 |
1.0882 |
1.0882 |
1.0846 |
|
| R1 |
1.0859 |
1.0859 |
1.0840 |
1.0870 |
| PP |
1.0825 |
1.0825 |
1.0825 |
1.0830 |
| S1 |
1.0801 |
1.0801 |
1.0830 |
1.0813 |
| S2 |
1.0767 |
1.0767 |
1.0824 |
|
| S3 |
1.0710 |
1.0744 |
1.0819 |
|
| S4 |
1.0652 |
1.0686 |
1.0803 |
|
|
| 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 |
1.0862 |
1.0786 |
0.0077 |
0.7% |
0.0051 |
0.5% |
65% |
False |
False |
179,902 |
| 10 |
1.0929 |
1.0786 |
0.0144 |
1.3% |
0.0052 |
0.5% |
34% |
False |
False |
170,870 |
| 20 |
1.1116 |
1.0786 |
0.0331 |
3.1% |
0.0049 |
0.5% |
15% |
False |
False |
164,400 |
| 40 |
1.1250 |
1.0786 |
0.0464 |
4.3% |
0.0059 |
0.5% |
11% |
False |
False |
176,623 |
| 60 |
1.1257 |
1.0786 |
0.0471 |
4.3% |
0.0058 |
0.5% |
11% |
False |
False |
119,233 |
| 80 |
1.1257 |
1.0786 |
0.0471 |
4.3% |
0.0056 |
0.5% |
11% |
False |
False |
89,728 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.6% |
0.0056 |
0.5% |
15% |
False |
False |
71,957 |
| 120 |
1.1257 |
1.0760 |
0.0497 |
4.6% |
0.0053 |
0.5% |
15% |
False |
False |
59,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1092 |
|
2.618 |
1.0999 |
|
1.618 |
1.0941 |
|
1.000 |
1.0906 |
|
0.618 |
1.0884 |
|
HIGH |
1.0848 |
|
0.618 |
1.0826 |
|
0.500 |
1.0819 |
|
0.382 |
1.0812 |
|
LOW |
1.0791 |
|
0.618 |
1.0755 |
|
1.000 |
1.0733 |
|
1.618 |
1.0697 |
|
2.618 |
1.0640 |
|
4.250 |
1.0546 |
|
|
| Fisher Pivots for day following 29-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0830 |
1.0832 |
| PP |
1.0825 |
1.0829 |
| S1 |
1.0819 |
1.0826 |
|