CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 21-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2024 |
21-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0608 |
1.0554 |
-0.0055 |
-0.5% |
1.0725 |
| High |
1.0621 |
1.0565 |
-0.0056 |
-0.5% |
1.0743 |
| Low |
1.0518 |
1.0472 |
-0.0046 |
-0.4% |
1.0509 |
| Close |
1.0551 |
1.0494 |
-0.0057 |
-0.5% |
1.0550 |
| Range |
0.0103 |
0.0093 |
-0.0010 |
-9.7% |
0.0235 |
| ATR |
0.0082 |
0.0082 |
0.0001 |
1.0% |
0.0000 |
| Volume |
176,136 |
225,906 |
49,770 |
28.3% |
1,281,664 |
|
| Daily Pivots for day following 21-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0789 |
1.0735 |
1.0545 |
|
| R3 |
1.0696 |
1.0642 |
1.0520 |
|
| R2 |
1.0603 |
1.0603 |
1.0511 |
|
| R1 |
1.0549 |
1.0549 |
1.0503 |
1.0529 |
| PP |
1.0510 |
1.0510 |
1.0510 |
1.0500 |
| S1 |
1.0456 |
1.0456 |
1.0485 |
1.0436 |
| S2 |
1.0417 |
1.0417 |
1.0477 |
|
| S3 |
1.0324 |
1.0363 |
1.0468 |
|
| S4 |
1.0231 |
1.0270 |
1.0443 |
|
|
| 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 |
1.0472 |
0.0149 |
1.4% |
0.0086 |
0.8% |
15% |
False |
True |
205,098 |
| 10 |
1.0820 |
1.0472 |
0.0349 |
3.3% |
0.0090 |
0.9% |
6% |
False |
True |
229,699 |
| 20 |
1.0955 |
1.0472 |
0.0484 |
4.6% |
0.0086 |
0.8% |
5% |
False |
True |
221,271 |
| 40 |
1.1242 |
1.0472 |
0.0771 |
7.3% |
0.0070 |
0.7% |
3% |
False |
True |
197,444 |
| 60 |
1.1250 |
1.0472 |
0.0778 |
7.4% |
0.0068 |
0.7% |
3% |
False |
True |
183,515 |
| 80 |
1.1257 |
1.0472 |
0.0785 |
7.5% |
0.0067 |
0.6% |
3% |
False |
True |
138,281 |
| 100 |
1.1257 |
1.0472 |
0.0785 |
7.5% |
0.0062 |
0.6% |
3% |
False |
True |
110,818 |
| 120 |
1.1257 |
1.0472 |
0.0785 |
7.5% |
0.0061 |
0.6% |
3% |
False |
True |
92,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0960 |
|
2.618 |
1.0808 |
|
1.618 |
1.0715 |
|
1.000 |
1.0658 |
|
0.618 |
1.0622 |
|
HIGH |
1.0565 |
|
0.618 |
1.0529 |
|
0.500 |
1.0518 |
|
0.382 |
1.0507 |
|
LOW |
1.0472 |
|
0.618 |
1.0414 |
|
1.000 |
1.0379 |
|
1.618 |
1.0321 |
|
2.618 |
1.0228 |
|
4.250 |
1.0076 |
|
|
| Fisher Pivots for day following 21-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0518 |
1.0546 |
| PP |
1.0510 |
1.0529 |
| S1 |
1.0502 |
1.0511 |
|