CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 06-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2024 |
06-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0897 |
1.0946 |
0.0049 |
0.4% |
1.0819 |
| High |
1.0955 |
1.0955 |
-0.0001 |
0.0% |
1.0925 |
| Low |
1.0891 |
1.0699 |
-0.0192 |
-1.8% |
1.0791 |
| Close |
1.0950 |
1.0752 |
-0.0198 |
-1.8% |
1.0858 |
| Range |
0.0065 |
0.0256 |
0.0191 |
296.1% |
0.0134 |
| ATR |
0.0058 |
0.0072 |
0.0014 |
24.4% |
0.0000 |
| Volume |
146,449 |
388,385 |
241,936 |
165.2% |
991,534 |
|
| Daily Pivots for day following 06-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1568 |
1.1416 |
1.0893 |
|
| R3 |
1.1313 |
1.1160 |
1.0822 |
|
| R2 |
1.1057 |
1.1057 |
1.0799 |
|
| R1 |
1.0905 |
1.0905 |
1.0775 |
1.0853 |
| PP |
1.0802 |
1.0802 |
1.0802 |
1.0776 |
| S1 |
1.0649 |
1.0649 |
1.0729 |
1.0598 |
| S2 |
1.0546 |
1.0546 |
1.0705 |
|
| S3 |
1.0291 |
1.0394 |
1.0682 |
|
| S4 |
1.0035 |
1.0138 |
1.0611 |
|
|
| 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 |
1.0699 |
0.0256 |
2.4% |
0.0097 |
0.9% |
21% |
False |
True |
228,360 |
| 10 |
1.0955 |
1.0699 |
0.0256 |
2.4% |
0.0076 |
0.7% |
21% |
False |
True |
207,403 |
| 20 |
1.0984 |
1.0699 |
0.0285 |
2.7% |
0.0062 |
0.6% |
19% |
False |
True |
182,910 |
| 40 |
1.1250 |
1.0699 |
0.0551 |
5.1% |
0.0064 |
0.6% |
10% |
False |
True |
188,669 |
| 60 |
1.1257 |
1.0699 |
0.0558 |
5.2% |
0.0063 |
0.6% |
10% |
False |
True |
141,611 |
| 80 |
1.1257 |
1.0699 |
0.0558 |
5.2% |
0.0060 |
0.6% |
10% |
False |
True |
106,484 |
| 100 |
1.1257 |
1.0699 |
0.0558 |
5.2% |
0.0057 |
0.5% |
10% |
False |
True |
85,412 |
| 120 |
1.1257 |
1.0699 |
0.0558 |
5.2% |
0.0056 |
0.5% |
10% |
False |
True |
71,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2040 |
|
2.618 |
1.1623 |
|
1.618 |
1.1368 |
|
1.000 |
1.1210 |
|
0.618 |
1.1112 |
|
HIGH |
1.0955 |
|
0.618 |
1.0857 |
|
0.500 |
1.0827 |
|
0.382 |
1.0797 |
|
LOW |
1.0699 |
|
0.618 |
1.0541 |
|
1.000 |
1.0444 |
|
1.618 |
1.0286 |
|
2.618 |
1.0030 |
|
4.250 |
0.9613 |
|
|
| Fisher Pivots for day following 06-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0827 |
1.0827 |
| PP |
1.0802 |
1.0802 |
| S1 |
1.0777 |
1.0777 |
|