CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 05-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2024 |
05-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0889 |
1.0897 |
0.0008 |
0.1% |
1.0819 |
| High |
1.0934 |
1.0955 |
0.0022 |
0.2% |
1.0925 |
| Low |
1.0888 |
1.0891 |
0.0003 |
0.0% |
1.0791 |
| Close |
1.0897 |
1.0950 |
0.0053 |
0.5% |
1.0858 |
| Range |
0.0046 |
0.0065 |
0.0019 |
41.8% |
0.0134 |
| ATR |
0.0057 |
0.0058 |
0.0001 |
0.9% |
0.0000 |
| Volume |
186,446 |
146,449 |
-39,997 |
-21.5% |
991,534 |
|
| Daily Pivots for day following 05-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1125 |
1.1102 |
1.0985 |
|
| R3 |
1.1061 |
1.1037 |
1.0967 |
|
| R2 |
1.0996 |
1.0996 |
1.0961 |
|
| R1 |
1.0973 |
1.0973 |
1.0955 |
1.0985 |
| PP |
1.0932 |
1.0932 |
1.0932 |
1.0938 |
| S1 |
1.0908 |
1.0908 |
1.0944 |
1.0920 |
| S2 |
1.0867 |
1.0867 |
1.0938 |
|
| S3 |
1.0803 |
1.0844 |
1.0932 |
|
| S4 |
1.0738 |
1.0779 |
1.0914 |
|
|
| 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 |
1.0955 |
1.0826 |
0.0129 |
1.2% |
0.0059 |
0.5% |
96% |
True |
False |
192,334 |
| 10 |
1.0955 |
1.0786 |
0.0170 |
1.5% |
0.0055 |
0.5% |
97% |
True |
False |
186,118 |
| 20 |
1.1013 |
1.0786 |
0.0227 |
2.1% |
0.0051 |
0.5% |
72% |
False |
False |
169,742 |
| 40 |
1.1250 |
1.0786 |
0.0464 |
4.2% |
0.0059 |
0.5% |
35% |
False |
False |
189,124 |
| 60 |
1.1257 |
1.0786 |
0.0471 |
4.3% |
0.0060 |
0.5% |
35% |
False |
False |
135,155 |
| 80 |
1.1257 |
1.0786 |
0.0471 |
4.3% |
0.0057 |
0.5% |
35% |
False |
False |
101,636 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0055 |
0.5% |
38% |
False |
False |
81,536 |
| 120 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0054 |
0.5% |
38% |
False |
False |
68,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1229 |
|
2.618 |
1.1124 |
|
1.618 |
1.1059 |
|
1.000 |
1.1020 |
|
0.618 |
1.0995 |
|
HIGH |
1.0955 |
|
0.618 |
1.0930 |
|
0.500 |
1.0923 |
|
0.382 |
1.0915 |
|
LOW |
1.0891 |
|
0.618 |
1.0851 |
|
1.000 |
1.0826 |
|
1.618 |
1.0786 |
|
2.618 |
1.0722 |
|
4.250 |
1.0616 |
|
|
| Fisher Pivots for day following 05-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0941 |
1.0934 |
| PP |
1.0932 |
1.0918 |
| S1 |
1.0923 |
1.0903 |
|