CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 11-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2024 |
11-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0818 |
1.0725 |
-0.0094 |
-0.9% |
1.0889 |
| High |
1.0820 |
1.0743 |
-0.0077 |
-0.7% |
1.0955 |
| Low |
1.0702 |
1.0644 |
-0.0059 |
-0.5% |
1.0699 |
| Close |
1.0729 |
1.0666 |
-0.0064 |
-0.6% |
1.0729 |
| Range |
0.0118 |
0.0100 |
-0.0019 |
-15.7% |
0.0256 |
| ATR |
0.0078 |
0.0079 |
0.0002 |
2.0% |
0.0000 |
| Volume |
223,175 |
228,382 |
5,207 |
2.3% |
1,197,357 |
|
| Daily Pivots for day following 11-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0983 |
1.0924 |
1.0720 |
|
| R3 |
1.0883 |
1.0824 |
1.0693 |
|
| R2 |
1.0784 |
1.0784 |
1.0684 |
|
| R1 |
1.0725 |
1.0725 |
1.0675 |
1.0704 |
| PP |
1.0684 |
1.0684 |
1.0684 |
1.0674 |
| S1 |
1.0625 |
1.0625 |
1.0656 |
1.0605 |
| S2 |
1.0585 |
1.0585 |
1.0647 |
|
| S3 |
1.0485 |
1.0526 |
1.0638 |
|
| S4 |
1.0386 |
1.0426 |
1.0611 |
|
|
| 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 |
1.0644 |
0.0312 |
2.9% |
0.0130 |
1.2% |
7% |
False |
True |
247,858 |
| 10 |
1.0955 |
1.0644 |
0.0312 |
2.9% |
0.0094 |
0.9% |
7% |
False |
True |
227,462 |
| 20 |
1.0955 |
1.0644 |
0.0312 |
2.9% |
0.0072 |
0.7% |
7% |
False |
True |
195,429 |
| 40 |
1.1250 |
1.0644 |
0.0606 |
5.7% |
0.0068 |
0.6% |
4% |
False |
True |
190,518 |
| 60 |
1.1257 |
1.0644 |
0.0613 |
5.7% |
0.0066 |
0.6% |
4% |
False |
True |
153,200 |
| 80 |
1.1257 |
1.0644 |
0.0613 |
5.7% |
0.0063 |
0.6% |
4% |
False |
True |
115,272 |
| 100 |
1.1257 |
1.0644 |
0.0613 |
5.7% |
0.0059 |
0.6% |
4% |
False |
True |
92,433 |
| 120 |
1.1257 |
1.0644 |
0.0613 |
5.7% |
0.0058 |
0.5% |
4% |
False |
True |
77,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1166 |
|
2.618 |
1.1003 |
|
1.618 |
1.0904 |
|
1.000 |
1.0843 |
|
0.618 |
1.0804 |
|
HIGH |
1.0743 |
|
0.618 |
1.0705 |
|
0.500 |
1.0693 |
|
0.382 |
1.0682 |
|
LOW |
1.0644 |
|
0.618 |
1.0582 |
|
1.000 |
1.0544 |
|
1.618 |
1.0483 |
|
2.618 |
1.0383 |
|
4.250 |
1.0221 |
|
|
| Fisher Pivots for day following 11-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0693 |
1.0742 |
| PP |
1.0684 |
1.0716 |
| S1 |
1.0675 |
1.0691 |
|