CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 04-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2024 |
04-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0901 |
1.0889 |
-0.0012 |
-0.1% |
1.0819 |
| High |
1.0925 |
1.0934 |
0.0009 |
0.1% |
1.0925 |
| Low |
1.0851 |
1.0888 |
0.0038 |
0.3% |
1.0791 |
| Close |
1.0858 |
1.0897 |
0.0040 |
0.4% |
1.0858 |
| Range |
0.0074 |
0.0046 |
-0.0029 |
-38.5% |
0.0134 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
2.6% |
0.0000 |
| Volume |
192,801 |
186,446 |
-6,355 |
-3.3% |
991,534 |
|
| Daily Pivots for day following 04-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1043 |
1.1015 |
1.0922 |
|
| R3 |
1.0997 |
1.0970 |
1.0910 |
|
| R2 |
1.0952 |
1.0952 |
1.0905 |
|
| R1 |
1.0924 |
1.0924 |
1.0901 |
1.0938 |
| PP |
1.0906 |
1.0906 |
1.0906 |
1.0913 |
| S1 |
1.0879 |
1.0879 |
1.0893 |
1.0893 |
| S2 |
1.0861 |
1.0861 |
1.0889 |
|
| S3 |
1.0815 |
1.0833 |
1.0884 |
|
| S4 |
1.0770 |
1.0788 |
1.0872 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1260 |
1.1193 |
1.0931 |
|
| R3 |
1.1126 |
1.1059 |
1.0894 |
|
| R2 |
1.0992 |
1.0992 |
1.0882 |
|
| R1 |
1.0925 |
1.0925 |
1.0870 |
1.0958 |
| PP |
1.0858 |
1.0858 |
1.0858 |
1.0874 |
| S1 |
1.0791 |
1.0791 |
1.0845 |
1.0824 |
| S2 |
1.0724 |
1.0724 |
1.0833 |
|
| S3 |
1.0590 |
1.0657 |
1.0821 |
|
| S4 |
1.0456 |
1.0523 |
1.0784 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0934 |
1.0791 |
0.0143 |
1.3% |
0.0058 |
0.5% |
74% |
True |
False |
207,065 |
| 10 |
1.0934 |
1.0786 |
0.0148 |
1.4% |
0.0053 |
0.5% |
75% |
True |
False |
187,758 |
| 20 |
1.1029 |
1.0786 |
0.0244 |
2.2% |
0.0050 |
0.5% |
46% |
False |
False |
168,581 |
| 40 |
1.1250 |
1.0786 |
0.0464 |
4.3% |
0.0058 |
0.5% |
24% |
False |
False |
192,090 |
| 60 |
1.1257 |
1.0786 |
0.0471 |
4.3% |
0.0060 |
0.5% |
24% |
False |
False |
132,730 |
| 80 |
1.1257 |
1.0786 |
0.0471 |
4.3% |
0.0057 |
0.5% |
24% |
False |
False |
99,840 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.6% |
0.0055 |
0.5% |
28% |
False |
False |
80,078 |
| 120 |
1.1257 |
1.0760 |
0.0497 |
4.6% |
0.0054 |
0.5% |
28% |
False |
False |
66,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1127 |
|
2.618 |
1.1053 |
|
1.618 |
1.1007 |
|
1.000 |
1.0979 |
|
0.618 |
1.0962 |
|
HIGH |
1.0934 |
|
0.618 |
1.0916 |
|
0.500 |
1.0911 |
|
0.382 |
1.0905 |
|
LOW |
1.0888 |
|
0.618 |
1.0860 |
|
1.000 |
1.0843 |
|
1.618 |
1.0814 |
|
2.618 |
1.0769 |
|
4.250 |
1.0695 |
|
|
| Fisher Pivots for day following 04-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0911 |
1.0895 |
| PP |
1.0906 |
1.0894 |
| S1 |
1.0902 |
1.0892 |
|