CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 13-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2024 |
13-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0671 |
1.0636 |
-0.0036 |
-0.3% |
1.0889 |
| High |
1.0678 |
1.0669 |
-0.0009 |
-0.1% |
1.0955 |
| Low |
1.0609 |
1.0570 |
-0.0040 |
-0.4% |
1.0699 |
| Close |
1.0627 |
1.0580 |
-0.0048 |
-0.4% |
1.0729 |
| Range |
0.0069 |
0.0100 |
0.0031 |
45.3% |
0.0256 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.9% |
0.0000 |
| Volume |
211,717 |
316,306 |
104,589 |
49.4% |
1,197,357 |
|
| Daily Pivots for day following 13-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0905 |
1.0842 |
1.0634 |
|
| R3 |
1.0805 |
1.0742 |
1.0607 |
|
| R2 |
1.0706 |
1.0706 |
1.0598 |
|
| R1 |
1.0643 |
1.0643 |
1.0589 |
1.0624 |
| PP |
1.0606 |
1.0606 |
1.0606 |
1.0597 |
| S1 |
1.0543 |
1.0543 |
1.0570 |
1.0525 |
| S2 |
1.0507 |
1.0507 |
1.0561 |
|
| S3 |
1.0407 |
1.0444 |
1.0552 |
|
| S4 |
1.0308 |
1.0344 |
1.0525 |
|
|
| 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 |
1.0840 |
1.0570 |
0.0271 |
2.6% |
0.0099 |
0.9% |
4% |
False |
True |
246,496 |
| 10 |
1.0955 |
1.0570 |
0.0386 |
3.6% |
0.0098 |
0.9% |
3% |
False |
True |
237,428 |
| 20 |
1.0955 |
1.0570 |
0.0386 |
3.6% |
0.0076 |
0.7% |
3% |
False |
True |
207,301 |
| 40 |
1.1250 |
1.0570 |
0.0680 |
6.4% |
0.0069 |
0.7% |
1% |
False |
True |
195,662 |
| 60 |
1.1257 |
1.0570 |
0.0687 |
6.5% |
0.0066 |
0.6% |
1% |
False |
True |
161,933 |
| 80 |
1.1257 |
1.0570 |
0.0687 |
6.5% |
0.0064 |
0.6% |
1% |
False |
True |
121,865 |
| 100 |
1.1257 |
1.0570 |
0.0687 |
6.5% |
0.0060 |
0.6% |
1% |
False |
True |
97,686 |
| 120 |
1.1257 |
1.0570 |
0.0687 |
6.5% |
0.0059 |
0.6% |
1% |
False |
True |
81,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1092 |
|
2.618 |
1.0929 |
|
1.618 |
1.0830 |
|
1.000 |
1.0769 |
|
0.618 |
1.0730 |
|
HIGH |
1.0669 |
|
0.618 |
1.0631 |
|
0.500 |
1.0619 |
|
0.382 |
1.0608 |
|
LOW |
1.0570 |
|
0.618 |
1.0508 |
|
1.000 |
1.0470 |
|
1.618 |
1.0409 |
|
2.618 |
1.0309 |
|
4.250 |
1.0147 |
|
|
| Fisher Pivots for day following 13-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0619 |
1.0656 |
| PP |
1.0606 |
1.0631 |
| S1 |
1.0593 |
1.0605 |
|