CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 08-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2024 |
08-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0748 |
1.0818 |
0.0071 |
0.7% |
1.0889 |
| High |
1.0840 |
1.0820 |
-0.0020 |
-0.2% |
1.0955 |
| Low |
1.0729 |
1.0702 |
-0.0027 |
-0.2% |
1.0699 |
| Close |
1.0799 |
1.0729 |
-0.0070 |
-0.6% |
1.0729 |
| Range |
0.0112 |
0.0118 |
0.0007 |
5.8% |
0.0256 |
| ATR |
0.0075 |
0.0078 |
0.0003 |
4.1% |
0.0000 |
| Volume |
252,902 |
223,175 |
-29,727 |
-11.8% |
1,197,357 |
|
| Daily Pivots for day following 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1104 |
1.1035 |
1.0794 |
|
| R3 |
1.0986 |
1.0917 |
1.0761 |
|
| R2 |
1.0868 |
1.0868 |
1.0751 |
|
| R1 |
1.0799 |
1.0799 |
1.0740 |
1.0775 |
| PP |
1.0750 |
1.0750 |
1.0750 |
1.0738 |
| S1 |
1.0681 |
1.0681 |
1.0718 |
1.0657 |
| S2 |
1.0632 |
1.0632 |
1.0707 |
|
| S3 |
1.0514 |
1.0563 |
1.0697 |
|
| S4 |
1.0396 |
1.0445 |
1.0664 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1562 |
1.1402 |
1.0870 |
|
| R3 |
1.1306 |
1.1146 |
1.0799 |
|
| R2 |
1.1050 |
1.1050 |
1.0776 |
|
| R1 |
1.0890 |
1.0890 |
1.0752 |
1.0842 |
| PP |
1.0794 |
1.0794 |
1.0794 |
1.0771 |
| S1 |
1.0634 |
1.0634 |
1.0706 |
1.0586 |
| S2 |
1.0538 |
1.0538 |
1.0682 |
|
| S3 |
1.0282 |
1.0378 |
1.0659 |
|
| S4 |
1.0026 |
1.0122 |
1.0588 |
|
|
| 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% |
0.0119 |
1.1% |
12% |
False |
False |
239,471 |
| 10 |
1.0955 |
1.0699 |
0.0256 |
2.4% |
0.0088 |
0.8% |
12% |
False |
False |
218,889 |
| 20 |
1.0965 |
1.0699 |
0.0266 |
2.5% |
0.0069 |
0.6% |
11% |
False |
False |
190,053 |
| 40 |
1.1250 |
1.0699 |
0.0551 |
5.1% |
0.0067 |
0.6% |
5% |
False |
False |
188,556 |
| 60 |
1.1257 |
1.0699 |
0.0558 |
5.2% |
0.0065 |
0.6% |
5% |
False |
False |
149,421 |
| 80 |
1.1257 |
1.0699 |
0.0558 |
5.2% |
0.0062 |
0.6% |
5% |
False |
False |
112,421 |
| 100 |
1.1257 |
1.0699 |
0.0558 |
5.2% |
0.0058 |
0.5% |
5% |
False |
False |
90,158 |
| 120 |
1.1257 |
1.0699 |
0.0558 |
5.2% |
0.0057 |
0.5% |
5% |
False |
False |
75,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1322 |
|
2.618 |
1.1129 |
|
1.618 |
1.1011 |
|
1.000 |
1.0938 |
|
0.618 |
1.0893 |
|
HIGH |
1.0820 |
|
0.618 |
1.0775 |
|
0.500 |
1.0761 |
|
0.382 |
1.0747 |
|
LOW |
1.0702 |
|
0.618 |
1.0629 |
|
1.000 |
1.0584 |
|
1.618 |
1.0511 |
|
2.618 |
1.0393 |
|
4.250 |
1.0201 |
|
|
| Fisher Pivots for day following 08-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0761 |
1.0827 |
| PP |
1.0750 |
1.0794 |
| S1 |
1.0740 |
1.0762 |
|