CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 31-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2024 |
31-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0838 |
1.0879 |
0.0041 |
0.4% |
1.0893 |
| High |
1.0893 |
1.0908 |
0.0016 |
0.1% |
1.0898 |
| Low |
1.0826 |
1.0864 |
0.0038 |
0.4% |
1.0786 |
| Close |
1.0891 |
1.0890 |
-0.0001 |
0.0% |
1.0826 |
| Range |
0.0067 |
0.0044 |
-0.0023 |
-33.8% |
0.0112 |
| ATR |
0.0055 |
0.0055 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
208,258 |
227,720 |
19,462 |
9.3% |
845,549 |
|
| Daily Pivots for day following 31-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1019 |
1.0999 |
1.0914 |
|
| R3 |
1.0975 |
1.0955 |
1.0902 |
|
| R2 |
1.0931 |
1.0931 |
1.0898 |
|
| R1 |
1.0911 |
1.0911 |
1.0894 |
1.0921 |
| PP |
1.0887 |
1.0887 |
1.0887 |
1.0893 |
| S1 |
1.0867 |
1.0867 |
1.0886 |
1.0877 |
| S2 |
1.0843 |
1.0843 |
1.0882 |
|
| S3 |
1.0799 |
1.0823 |
1.0878 |
|
| S4 |
1.0755 |
1.0779 |
1.0866 |
|
|
| 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 |
1.0908 |
1.0791 |
0.0118 |
1.1% |
0.0052 |
0.5% |
85% |
True |
False |
192,288 |
| 10 |
1.0908 |
1.0786 |
0.0123 |
1.1% |
0.0052 |
0.5% |
85% |
True |
False |
178,735 |
| 20 |
1.1071 |
1.0786 |
0.0285 |
2.6% |
0.0050 |
0.5% |
37% |
False |
False |
169,729 |
| 40 |
1.1250 |
1.0786 |
0.0464 |
4.3% |
0.0059 |
0.5% |
23% |
False |
False |
186,109 |
| 60 |
1.1257 |
1.0786 |
0.0471 |
4.3% |
0.0059 |
0.5% |
22% |
False |
False |
126,450 |
| 80 |
1.1257 |
1.0786 |
0.0471 |
4.3% |
0.0057 |
0.5% |
22% |
False |
False |
95,167 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.6% |
0.0056 |
0.5% |
26% |
False |
False |
76,295 |
| 120 |
1.1257 |
1.0760 |
0.0497 |
4.6% |
0.0053 |
0.5% |
26% |
False |
False |
63,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1095 |
|
2.618 |
1.1023 |
|
1.618 |
1.0979 |
|
1.000 |
1.0952 |
|
0.618 |
1.0935 |
|
HIGH |
1.0908 |
|
0.618 |
1.0891 |
|
0.500 |
1.0886 |
|
0.382 |
1.0881 |
|
LOW |
1.0864 |
|
0.618 |
1.0837 |
|
1.000 |
1.0820 |
|
1.618 |
1.0793 |
|
2.618 |
1.0749 |
|
4.250 |
1.0677 |
|
|
| Fisher Pivots for day following 31-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0889 |
1.0876 |
| PP |
1.0887 |
1.0863 |
| S1 |
1.0886 |
1.0849 |
|