CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 20-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2024 |
20-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0612 |
1.0608 |
-0.0004 |
0.0% |
1.0725 |
| High |
1.0613 |
1.0621 |
0.0008 |
0.1% |
1.0743 |
| Low |
1.0535 |
1.0518 |
-0.0017 |
-0.2% |
1.0509 |
| Close |
1.0605 |
1.0551 |
-0.0055 |
-0.5% |
1.0550 |
| Range |
0.0078 |
0.0103 |
0.0025 |
32.1% |
0.0235 |
| ATR |
0.0080 |
0.0082 |
0.0002 |
2.1% |
0.0000 |
| Volume |
218,122 |
176,136 |
-41,986 |
-19.2% |
1,281,664 |
|
| Daily Pivots for day following 20-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0872 |
1.0814 |
1.0607 |
|
| R3 |
1.0769 |
1.0711 |
1.0579 |
|
| R2 |
1.0666 |
1.0666 |
1.0569 |
|
| R1 |
1.0608 |
1.0608 |
1.0560 |
1.0586 |
| PP |
1.0563 |
1.0563 |
1.0563 |
1.0552 |
| S1 |
1.0505 |
1.0505 |
1.0541 |
1.0483 |
| S2 |
1.0460 |
1.0460 |
1.0532 |
|
| S3 |
1.0357 |
1.0402 |
1.0522 |
|
| S4 |
1.0254 |
1.0299 |
1.0494 |
|
|
| 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 |
1.0621 |
1.0509 |
0.0112 |
1.1% |
0.0085 |
0.8% |
38% |
True |
False |
218,301 |
| 10 |
1.0840 |
1.0509 |
0.0332 |
3.1% |
0.0092 |
0.9% |
13% |
False |
False |
232,398 |
| 20 |
1.0955 |
1.0509 |
0.0447 |
4.2% |
0.0084 |
0.8% |
9% |
False |
False |
219,901 |
| 40 |
1.1242 |
1.0509 |
0.0734 |
7.0% |
0.0070 |
0.7% |
6% |
False |
False |
197,177 |
| 60 |
1.1250 |
1.0509 |
0.0741 |
7.0% |
0.0068 |
0.6% |
6% |
False |
False |
179,853 |
| 80 |
1.1257 |
1.0509 |
0.0748 |
7.1% |
0.0067 |
0.6% |
6% |
False |
False |
135,467 |
| 100 |
1.1257 |
1.0509 |
0.0748 |
7.1% |
0.0061 |
0.6% |
6% |
False |
False |
108,565 |
| 120 |
1.1257 |
1.0509 |
0.0748 |
7.1% |
0.0060 |
0.6% |
6% |
False |
False |
90,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1058 |
|
2.618 |
1.0890 |
|
1.618 |
1.0787 |
|
1.000 |
1.0724 |
|
0.618 |
1.0684 |
|
HIGH |
1.0621 |
|
0.618 |
1.0581 |
|
0.500 |
1.0569 |
|
0.382 |
1.0557 |
|
LOW |
1.0518 |
|
0.618 |
1.0454 |
|
1.000 |
1.0415 |
|
1.618 |
1.0351 |
|
2.618 |
1.0248 |
|
4.250 |
1.0080 |
|
|
| Fisher Pivots for day following 20-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0569 |
1.0569 |
| PP |
1.0563 |
1.0563 |
| S1 |
1.0557 |
1.0557 |
|