CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 12-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2024 |
12-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0725 |
1.0671 |
-0.0054 |
-0.5% |
1.0889 |
| High |
1.0743 |
1.0678 |
-0.0066 |
-0.6% |
1.0955 |
| Low |
1.0644 |
1.0609 |
-0.0035 |
-0.3% |
1.0699 |
| Close |
1.0666 |
1.0627 |
-0.0039 |
-0.4% |
1.0729 |
| Range |
0.0100 |
0.0069 |
-0.0031 |
-31.2% |
0.0256 |
| ATR |
0.0079 |
0.0079 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
228,382 |
211,717 |
-16,665 |
-7.3% |
1,197,357 |
|
| Daily Pivots for day following 12-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0843 |
1.0804 |
1.0665 |
|
| R3 |
1.0775 |
1.0735 |
1.0646 |
|
| R2 |
1.0706 |
1.0706 |
1.0640 |
|
| R1 |
1.0667 |
1.0667 |
1.0633 |
1.0652 |
| PP |
1.0638 |
1.0638 |
1.0638 |
1.0631 |
| S1 |
1.0598 |
1.0598 |
1.0621 |
1.0584 |
| S2 |
1.0569 |
1.0569 |
1.0614 |
|
| S3 |
1.0501 |
1.0530 |
1.0608 |
|
| S4 |
1.0432 |
1.0461 |
1.0589 |
|
|
| 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 |
1.0609 |
0.0346 |
3.3% |
0.0131 |
1.2% |
5% |
False |
True |
260,912 |
| 10 |
1.0955 |
1.0609 |
0.0346 |
3.3% |
0.0095 |
0.9% |
5% |
False |
True |
226,623 |
| 20 |
1.0955 |
1.0609 |
0.0346 |
3.3% |
0.0073 |
0.7% |
5% |
False |
True |
198,746 |
| 40 |
1.1250 |
1.0609 |
0.0641 |
6.0% |
0.0069 |
0.7% |
3% |
False |
True |
192,444 |
| 60 |
1.1257 |
1.0609 |
0.0648 |
6.1% |
0.0066 |
0.6% |
3% |
False |
True |
156,692 |
| 80 |
1.1257 |
1.0609 |
0.0648 |
6.1% |
0.0063 |
0.6% |
3% |
False |
True |
117,916 |
| 100 |
1.1257 |
1.0609 |
0.0648 |
6.1% |
0.0059 |
0.6% |
3% |
False |
True |
94,532 |
| 120 |
1.1257 |
1.0609 |
0.0648 |
6.1% |
0.0059 |
0.6% |
3% |
False |
True |
78,863 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0969 |
|
2.618 |
1.0857 |
|
1.618 |
1.0788 |
|
1.000 |
1.0746 |
|
0.618 |
1.0720 |
|
HIGH |
1.0678 |
|
0.618 |
1.0651 |
|
0.500 |
1.0643 |
|
0.382 |
1.0635 |
|
LOW |
1.0609 |
|
0.618 |
1.0567 |
|
1.000 |
1.0541 |
|
1.618 |
1.0498 |
|
2.618 |
1.0430 |
|
4.250 |
1.0318 |
|
|
| Fisher Pivots for day following 12-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0643 |
1.0715 |
| PP |
1.0638 |
1.0685 |
| S1 |
1.0632 |
1.0656 |
|