CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 30-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2024 |
30-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0835 |
1.0838 |
0.0004 |
0.0% |
1.0893 |
| High |
1.0848 |
1.0893 |
0.0045 |
0.4% |
1.0898 |
| Low |
1.0791 |
1.0826 |
0.0036 |
0.3% |
1.0786 |
| Close |
1.0835 |
1.0891 |
0.0056 |
0.5% |
1.0826 |
| Range |
0.0058 |
0.0067 |
0.0009 |
15.7% |
0.0112 |
| ATR |
0.0055 |
0.0055 |
0.0001 |
1.6% |
0.0000 |
| Volume |
220,104 |
208,258 |
-11,846 |
-5.4% |
845,549 |
|
| Daily Pivots for day following 30-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1069 |
1.1046 |
1.0927 |
|
| R3 |
1.1003 |
1.0980 |
1.0909 |
|
| R2 |
1.0936 |
1.0936 |
1.0903 |
|
| R1 |
1.0913 |
1.0913 |
1.0897 |
1.0925 |
| PP |
1.0870 |
1.0870 |
1.0870 |
1.0875 |
| S1 |
1.0847 |
1.0847 |
1.0884 |
1.0858 |
| S2 |
1.0803 |
1.0803 |
1.0878 |
|
| S3 |
1.0737 |
1.0780 |
1.0872 |
|
| S4 |
1.0670 |
1.0714 |
1.0854 |
|
|
| 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 |
1.0893 |
1.0791 |
0.0102 |
0.9% |
0.0055 |
0.5% |
98% |
True |
False |
186,447 |
| 10 |
1.0901 |
1.0786 |
0.0115 |
1.1% |
0.0054 |
0.5% |
91% |
False |
False |
177,175 |
| 20 |
1.1082 |
1.0786 |
0.0296 |
2.7% |
0.0050 |
0.5% |
35% |
False |
False |
166,974 |
| 40 |
1.1250 |
1.0786 |
0.0464 |
4.3% |
0.0059 |
0.5% |
23% |
False |
False |
181,112 |
| 60 |
1.1257 |
1.0786 |
0.0471 |
4.3% |
0.0059 |
0.5% |
22% |
False |
False |
122,677 |
| 80 |
1.1257 |
1.0786 |
0.0471 |
4.3% |
0.0057 |
0.5% |
22% |
False |
False |
92,325 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.6% |
0.0056 |
0.5% |
26% |
False |
False |
74,034 |
| 120 |
1.1257 |
1.0760 |
0.0497 |
4.6% |
0.0053 |
0.5% |
26% |
False |
False |
61,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1175 |
|
2.618 |
1.1067 |
|
1.618 |
1.1000 |
|
1.000 |
1.0959 |
|
0.618 |
1.0934 |
|
HIGH |
1.0893 |
|
0.618 |
1.0867 |
|
0.500 |
1.0859 |
|
0.382 |
1.0851 |
|
LOW |
1.0826 |
|
0.618 |
1.0785 |
|
1.000 |
1.0760 |
|
1.618 |
1.0718 |
|
2.618 |
1.0652 |
|
4.250 |
1.0543 |
|
|
| Fisher Pivots for day following 30-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0880 |
1.0874 |
| PP |
1.0870 |
1.0858 |
| S1 |
1.0859 |
1.0842 |
|