CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 25-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2024 |
25-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0484 |
1.0460 |
-0.0024 |
-0.2% |
1.0550 |
| High |
1.0509 |
1.0540 |
0.0031 |
0.3% |
1.0621 |
| Low |
1.0341 |
1.0451 |
0.0111 |
1.1% |
1.0341 |
| Close |
1.0420 |
1.0514 |
0.0094 |
0.9% |
1.0420 |
| Range |
0.0168 |
0.0089 |
-0.0080 |
-47.3% |
0.0280 |
| ATR |
0.0089 |
0.0091 |
0.0002 |
2.5% |
0.0000 |
| Volume |
323,358 |
267,465 |
-55,893 |
-17.3% |
1,115,512 |
|
| Daily Pivots for day following 25-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0767 |
1.0729 |
1.0563 |
|
| R3 |
1.0679 |
1.0641 |
1.0538 |
|
| R2 |
1.0590 |
1.0590 |
1.0530 |
|
| R1 |
1.0552 |
1.0552 |
1.0522 |
1.0571 |
| PP |
1.0502 |
1.0502 |
1.0502 |
1.0511 |
| S1 |
1.0464 |
1.0464 |
1.0506 |
1.0483 |
| S2 |
1.0413 |
1.0413 |
1.0498 |
|
| S3 |
1.0325 |
1.0375 |
1.0490 |
|
| S4 |
1.0236 |
1.0287 |
1.0465 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1300 |
1.1140 |
1.0574 |
|
| R3 |
1.1020 |
1.0860 |
1.0497 |
|
| R2 |
1.0740 |
1.0740 |
1.0471 |
|
| R1 |
1.0580 |
1.0580 |
1.0446 |
1.0520 |
| PP |
1.0460 |
1.0460 |
1.0460 |
1.0430 |
| S1 |
1.0300 |
1.0300 |
1.0394 |
1.0240 |
| S2 |
1.0180 |
1.0180 |
1.0369 |
|
| S3 |
0.9900 |
1.0020 |
1.0343 |
|
| S4 |
0.9620 |
0.9740 |
1.0266 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0621 |
1.0341 |
0.0280 |
2.7% |
0.0106 |
1.0% |
62% |
False |
False |
242,197 |
| 10 |
1.0678 |
1.0341 |
0.0337 |
3.2% |
0.0094 |
0.9% |
51% |
False |
False |
243,625 |
| 20 |
1.0955 |
1.0341 |
0.0615 |
5.8% |
0.0094 |
0.9% |
28% |
False |
False |
235,544 |
| 40 |
1.1177 |
1.0341 |
0.0837 |
8.0% |
0.0072 |
0.7% |
21% |
False |
False |
200,882 |
| 60 |
1.1250 |
1.0341 |
0.0909 |
8.6% |
0.0070 |
0.7% |
19% |
False |
False |
193,200 |
| 80 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0068 |
0.6% |
19% |
False |
False |
145,596 |
| 100 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0063 |
0.6% |
19% |
False |
False |
116,698 |
| 120 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0062 |
0.6% |
19% |
False |
False |
97,388 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0916 |
|
2.618 |
1.0771 |
|
1.618 |
1.0683 |
|
1.000 |
1.0628 |
|
0.618 |
1.0594 |
|
HIGH |
1.0540 |
|
0.618 |
1.0506 |
|
0.500 |
1.0495 |
|
0.382 |
1.0485 |
|
LOW |
1.0451 |
|
0.618 |
1.0396 |
|
1.000 |
1.0363 |
|
1.618 |
1.0308 |
|
2.618 |
1.0219 |
|
4.250 |
1.0075 |
|
|
| Fisher Pivots for day following 25-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0508 |
1.0494 |
| PP |
1.0502 |
1.0473 |
| S1 |
1.0495 |
1.0453 |
|