CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 18-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2024 |
18-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0543 |
1.0550 |
0.0007 |
0.1% |
1.0725 |
| High |
1.0606 |
1.0619 |
0.0014 |
0.1% |
1.0743 |
| Low |
1.0529 |
1.0542 |
0.0013 |
0.1% |
1.0509 |
| Close |
1.0550 |
1.0602 |
0.0053 |
0.5% |
1.0550 |
| Range |
0.0077 |
0.0078 |
0.0001 |
0.6% |
0.0235 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
233,338 |
171,990 |
-61,348 |
-26.3% |
1,281,664 |
|
| Daily Pivots for day following 18-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0820 |
1.0789 |
1.0645 |
|
| R3 |
1.0743 |
1.0711 |
1.0623 |
|
| R2 |
1.0665 |
1.0665 |
1.0616 |
|
| R1 |
1.0634 |
1.0634 |
1.0609 |
1.0649 |
| PP |
1.0588 |
1.0588 |
1.0588 |
1.0595 |
| S1 |
1.0556 |
1.0556 |
1.0595 |
1.0572 |
| S2 |
1.0510 |
1.0510 |
1.0588 |
|
| S3 |
1.0433 |
1.0479 |
1.0581 |
|
| S4 |
1.0355 |
1.0401 |
1.0559 |
|
|
| 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 |
1.0678 |
1.0509 |
0.0169 |
1.6% |
0.0082 |
0.8% |
55% |
False |
False |
245,054 |
| 10 |
1.0955 |
1.0509 |
0.0447 |
4.2% |
0.0106 |
1.0% |
21% |
False |
False |
246,456 |
| 20 |
1.0955 |
1.0509 |
0.0447 |
4.2% |
0.0079 |
0.7% |
21% |
False |
False |
217,107 |
| 40 |
1.1250 |
1.0509 |
0.0741 |
7.0% |
0.0069 |
0.7% |
13% |
False |
False |
197,111 |
| 60 |
1.1253 |
1.0509 |
0.0745 |
7.0% |
0.0067 |
0.6% |
13% |
False |
False |
173,387 |
| 80 |
1.1257 |
1.0509 |
0.0748 |
7.1% |
0.0066 |
0.6% |
13% |
False |
False |
130,557 |
| 100 |
1.1257 |
1.0509 |
0.0748 |
7.1% |
0.0061 |
0.6% |
13% |
False |
False |
104,639 |
| 120 |
1.1257 |
1.0509 |
0.0748 |
7.1% |
0.0060 |
0.6% |
13% |
False |
False |
87,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0948 |
|
2.618 |
1.0822 |
|
1.618 |
1.0744 |
|
1.000 |
1.0697 |
|
0.618 |
1.0667 |
|
HIGH |
1.0619 |
|
0.618 |
1.0589 |
|
0.500 |
1.0580 |
|
0.382 |
1.0571 |
|
LOW |
1.0542 |
|
0.618 |
1.0494 |
|
1.000 |
1.0464 |
|
1.618 |
1.0416 |
|
2.618 |
1.0339 |
|
4.250 |
1.0212 |
|
|
| Fisher Pivots for day following 18-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0595 |
1.0589 |
| PP |
1.0588 |
1.0577 |
| S1 |
1.0580 |
1.0564 |
|