CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 14-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2024 |
14-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0636 |
1.0577 |
-0.0059 |
-0.6% |
1.0889 |
| High |
1.0669 |
1.0596 |
-0.0074 |
-0.7% |
1.0955 |
| Low |
1.0570 |
1.0509 |
-0.0061 |
-0.6% |
1.0699 |
| Close |
1.0580 |
1.0560 |
-0.0020 |
-0.2% |
1.0729 |
| Range |
0.0100 |
0.0087 |
-0.0013 |
-12.6% |
0.0256 |
| ATR |
0.0080 |
0.0081 |
0.0000 |
0.6% |
0.0000 |
| Volume |
316,306 |
291,921 |
-24,385 |
-7.7% |
1,197,357 |
|
| Daily Pivots for day following 14-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0816 |
1.0775 |
1.0608 |
|
| R3 |
1.0729 |
1.0688 |
1.0584 |
|
| R2 |
1.0642 |
1.0642 |
1.0576 |
|
| R1 |
1.0601 |
1.0601 |
1.0568 |
1.0578 |
| PP |
1.0555 |
1.0555 |
1.0555 |
1.0543 |
| S1 |
1.0514 |
1.0514 |
1.0552 |
1.0491 |
| S2 |
1.0468 |
1.0468 |
1.0544 |
|
| S3 |
1.0381 |
1.0427 |
1.0536 |
|
| S4 |
1.0294 |
1.0340 |
1.0512 |
|
|
| 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 |
1.0820 |
1.0509 |
0.0312 |
2.9% |
0.0095 |
0.9% |
17% |
False |
True |
254,300 |
| 10 |
1.0955 |
1.0509 |
0.0447 |
4.2% |
0.0102 |
1.0% |
12% |
False |
True |
243,848 |
| 20 |
1.0955 |
1.0509 |
0.0447 |
4.2% |
0.0077 |
0.7% |
12% |
False |
True |
211,292 |
| 40 |
1.1250 |
1.0509 |
0.0741 |
7.0% |
0.0069 |
0.7% |
7% |
False |
True |
197,321 |
| 60 |
1.1257 |
1.0509 |
0.0748 |
7.1% |
0.0067 |
0.6% |
7% |
False |
True |
166,722 |
| 80 |
1.1257 |
1.0509 |
0.0748 |
7.1% |
0.0065 |
0.6% |
7% |
False |
True |
125,504 |
| 100 |
1.1257 |
1.0509 |
0.0748 |
7.1% |
0.0060 |
0.6% |
7% |
False |
True |
100,600 |
| 120 |
1.1257 |
1.0509 |
0.0748 |
7.1% |
0.0059 |
0.6% |
7% |
False |
True |
83,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0965 |
|
2.618 |
1.0823 |
|
1.618 |
1.0736 |
|
1.000 |
1.0683 |
|
0.618 |
1.0649 |
|
HIGH |
1.0596 |
|
0.618 |
1.0562 |
|
0.500 |
1.0552 |
|
0.382 |
1.0542 |
|
LOW |
1.0509 |
|
0.618 |
1.0455 |
|
1.000 |
1.0422 |
|
1.618 |
1.0368 |
|
2.618 |
1.0281 |
|
4.250 |
1.0139 |
|
|
| Fisher Pivots for day following 14-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0557 |
1.0593 |
| PP |
1.0555 |
1.0582 |
| S1 |
1.0552 |
1.0571 |
|