CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 07-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2024 |
07-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0946 |
1.0748 |
-0.0199 |
-1.8% |
1.0819 |
| High |
1.0955 |
1.0840 |
-0.0115 |
-1.0% |
1.0925 |
| Low |
1.0699 |
1.0729 |
0.0030 |
0.3% |
1.0791 |
| Close |
1.0752 |
1.0799 |
0.0047 |
0.4% |
1.0858 |
| Range |
0.0256 |
0.0112 |
-0.0144 |
-56.4% |
0.0134 |
| ATR |
0.0072 |
0.0075 |
0.0003 |
3.9% |
0.0000 |
| Volume |
388,385 |
252,902 |
-135,483 |
-34.9% |
991,534 |
|
| Daily Pivots for day following 07-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1124 |
1.1073 |
1.0860 |
|
| R3 |
1.1012 |
1.0961 |
1.0830 |
|
| R2 |
1.0901 |
1.0901 |
1.0819 |
|
| R1 |
1.0850 |
1.0850 |
1.0809 |
1.0875 |
| PP |
1.0789 |
1.0789 |
1.0789 |
1.0802 |
| S1 |
1.0738 |
1.0738 |
1.0789 |
1.0764 |
| S2 |
1.0678 |
1.0678 |
1.0779 |
|
| S3 |
1.0566 |
1.0627 |
1.0768 |
|
| S4 |
1.0455 |
1.0515 |
1.0738 |
|
|
| 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% |
0.0110 |
1.0% |
39% |
False |
False |
233,396 |
| 10 |
1.0955 |
1.0699 |
0.0256 |
2.4% |
0.0081 |
0.8% |
39% |
False |
False |
212,842 |
| 20 |
1.0983 |
1.0699 |
0.0284 |
2.6% |
0.0064 |
0.6% |
35% |
False |
False |
186,484 |
| 40 |
1.1250 |
1.0699 |
0.0551 |
5.1% |
0.0065 |
0.6% |
18% |
False |
False |
187,854 |
| 60 |
1.1257 |
1.0699 |
0.0558 |
5.2% |
0.0064 |
0.6% |
18% |
False |
False |
145,784 |
| 80 |
1.1257 |
1.0699 |
0.0558 |
5.2% |
0.0061 |
0.6% |
18% |
False |
False |
109,636 |
| 100 |
1.1257 |
1.0699 |
0.0558 |
5.2% |
0.0058 |
0.5% |
18% |
False |
False |
87,932 |
| 120 |
1.1257 |
1.0699 |
0.0558 |
5.2% |
0.0057 |
0.5% |
18% |
False |
False |
73,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1314 |
|
2.618 |
1.1132 |
|
1.618 |
1.1020 |
|
1.000 |
1.0952 |
|
0.618 |
1.0909 |
|
HIGH |
1.0840 |
|
0.618 |
1.0797 |
|
0.500 |
1.0784 |
|
0.382 |
1.0771 |
|
LOW |
1.0729 |
|
0.618 |
1.0660 |
|
1.000 |
1.0617 |
|
1.618 |
1.0548 |
|
2.618 |
1.0437 |
|
4.250 |
1.0255 |
|
|
| Fisher Pivots for day following 07-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0794 |
1.0827 |
| PP |
1.0789 |
1.0818 |
| S1 |
1.0784 |
1.0808 |
|