CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 19-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2024 |
19-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0550 |
1.0612 |
0.0062 |
0.6% |
1.0725 |
| High |
1.0619 |
1.0613 |
-0.0007 |
-0.1% |
1.0743 |
| Low |
1.0542 |
1.0535 |
-0.0007 |
-0.1% |
1.0509 |
| Close |
1.0602 |
1.0605 |
0.0003 |
0.0% |
1.0550 |
| Range |
0.0078 |
0.0078 |
0.0001 |
0.6% |
0.0235 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
171,990 |
218,122 |
46,132 |
26.8% |
1,281,664 |
|
| Daily Pivots for day following 19-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0818 |
1.0790 |
1.0648 |
|
| R3 |
1.0740 |
1.0712 |
1.0626 |
|
| R2 |
1.0662 |
1.0662 |
1.0619 |
|
| R1 |
1.0634 |
1.0634 |
1.0612 |
1.0609 |
| PP |
1.0584 |
1.0584 |
1.0584 |
1.0572 |
| S1 |
1.0556 |
1.0556 |
1.0598 |
1.0531 |
| S2 |
1.0506 |
1.0506 |
1.0591 |
|
| S3 |
1.0428 |
1.0478 |
1.0584 |
|
| S4 |
1.0350 |
1.0400 |
1.0562 |
|
|
| 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 |
1.0669 |
1.0509 |
0.0161 |
1.5% |
0.0084 |
0.8% |
60% |
False |
False |
246,335 |
| 10 |
1.0955 |
1.0509 |
0.0446 |
4.2% |
0.0107 |
1.0% |
22% |
False |
False |
253,623 |
| 20 |
1.0955 |
1.0509 |
0.0447 |
4.2% |
0.0081 |
0.8% |
22% |
False |
False |
219,871 |
| 40 |
1.1250 |
1.0509 |
0.0741 |
7.0% |
0.0069 |
0.7% |
13% |
False |
False |
198,347 |
| 60 |
1.1250 |
1.0509 |
0.0741 |
7.0% |
0.0067 |
0.6% |
13% |
False |
False |
176,940 |
| 80 |
1.1257 |
1.0509 |
0.0748 |
7.1% |
0.0066 |
0.6% |
13% |
False |
False |
133,278 |
| 100 |
1.1257 |
1.0509 |
0.0748 |
7.1% |
0.0061 |
0.6% |
13% |
False |
False |
106,810 |
| 120 |
1.1257 |
1.0509 |
0.0748 |
7.1% |
0.0060 |
0.6% |
13% |
False |
False |
89,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0944 |
|
2.618 |
1.0817 |
|
1.618 |
1.0739 |
|
1.000 |
1.0691 |
|
0.618 |
1.0661 |
|
HIGH |
1.0613 |
|
0.618 |
1.0583 |
|
0.500 |
1.0574 |
|
0.382 |
1.0564 |
|
LOW |
1.0535 |
|
0.618 |
1.0486 |
|
1.000 |
1.0457 |
|
1.618 |
1.0408 |
|
2.618 |
1.0330 |
|
4.250 |
1.0203 |
|
|
| Fisher Pivots for day following 19-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0595 |
1.0595 |
| PP |
1.0584 |
1.0584 |
| S1 |
1.0574 |
1.0574 |
|