CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 15-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2024 |
15-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0577 |
1.0543 |
-0.0034 |
-0.3% |
1.0725 |
| High |
1.0596 |
1.0606 |
0.0010 |
0.1% |
1.0743 |
| Low |
1.0509 |
1.0529 |
0.0020 |
0.2% |
1.0509 |
| Close |
1.0560 |
1.0550 |
-0.0011 |
-0.1% |
1.0550 |
| Range |
0.0087 |
0.0077 |
-0.0010 |
-11.5% |
0.0235 |
| ATR |
0.0081 |
0.0080 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
291,921 |
233,338 |
-58,583 |
-20.1% |
1,281,664 |
|
| Daily Pivots for day following 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0792 |
1.0748 |
1.0592 |
|
| R3 |
1.0715 |
1.0671 |
1.0571 |
|
| R2 |
1.0638 |
1.0638 |
1.0564 |
|
| R1 |
1.0594 |
1.0594 |
1.0557 |
1.0616 |
| PP |
1.0561 |
1.0561 |
1.0561 |
1.0572 |
| S1 |
1.0517 |
1.0517 |
1.0542 |
1.0539 |
| S2 |
1.0484 |
1.0484 |
1.0535 |
|
| S3 |
1.0407 |
1.0440 |
1.0528 |
|
| S4 |
1.0330 |
1.0363 |
1.0507 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1304 |
1.1161 |
1.0678 |
|
| R3 |
1.1069 |
1.0927 |
1.0614 |
|
| R2 |
1.0835 |
1.0835 |
1.0592 |
|
| R1 |
1.0692 |
1.0692 |
1.0571 |
1.0646 |
| PP |
1.0600 |
1.0600 |
1.0600 |
1.0577 |
| S1 |
1.0458 |
1.0458 |
1.0528 |
1.0412 |
| S2 |
1.0366 |
1.0366 |
1.0507 |
|
| S3 |
1.0131 |
1.0223 |
1.0485 |
|
| S4 |
0.9897 |
0.9989 |
1.0421 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0743 |
1.0509 |
0.0235 |
2.2% |
0.0086 |
0.8% |
17% |
False |
False |
256,332 |
| 10 |
1.0955 |
1.0509 |
0.0447 |
4.2% |
0.0103 |
1.0% |
9% |
False |
False |
247,902 |
| 20 |
1.0955 |
1.0509 |
0.0447 |
4.2% |
0.0079 |
0.7% |
9% |
False |
False |
215,805 |
| 40 |
1.1250 |
1.0509 |
0.0741 |
7.0% |
0.0069 |
0.7% |
6% |
False |
False |
198,814 |
| 60 |
1.1257 |
1.0509 |
0.0748 |
7.1% |
0.0067 |
0.6% |
5% |
False |
False |
170,580 |
| 80 |
1.1257 |
1.0509 |
0.0748 |
7.1% |
0.0065 |
0.6% |
5% |
False |
False |
128,411 |
| 100 |
1.1257 |
1.0509 |
0.0748 |
7.1% |
0.0060 |
0.6% |
5% |
False |
False |
102,926 |
| 120 |
1.1257 |
1.0509 |
0.0748 |
7.1% |
0.0060 |
0.6% |
5% |
False |
False |
85,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0933 |
|
2.618 |
1.0807 |
|
1.618 |
1.0730 |
|
1.000 |
1.0683 |
|
0.618 |
1.0653 |
|
HIGH |
1.0606 |
|
0.618 |
1.0576 |
|
0.500 |
1.0567 |
|
0.382 |
1.0558 |
|
LOW |
1.0529 |
|
0.618 |
1.0481 |
|
1.000 |
1.0452 |
|
1.618 |
1.0404 |
|
2.618 |
1.0327 |
|
4.250 |
1.0201 |
|
|
| Fisher Pivots for day following 15-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0567 |
1.0589 |
| PP |
1.0561 |
1.0576 |
| S1 |
1.0555 |
1.0563 |
|