CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 26-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2024 |
26-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0460 |
1.0503 |
0.0043 |
0.4% |
1.0550 |
| High |
1.0540 |
1.0553 |
0.0013 |
0.1% |
1.0621 |
| Low |
1.0451 |
1.0433 |
-0.0018 |
-0.2% |
1.0341 |
| Close |
1.0514 |
1.0482 |
-0.0033 |
-0.3% |
1.0420 |
| Range |
0.0089 |
0.0120 |
0.0031 |
35.0% |
0.0280 |
| ATR |
0.0091 |
0.0093 |
0.0002 |
2.3% |
0.0000 |
| Volume |
267,465 |
277,339 |
9,874 |
3.7% |
1,115,512 |
|
| Daily Pivots for day following 26-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0848 |
1.0784 |
1.0547 |
|
| R3 |
1.0728 |
1.0665 |
1.0514 |
|
| R2 |
1.0609 |
1.0609 |
1.0503 |
|
| R1 |
1.0545 |
1.0545 |
1.0492 |
1.0517 |
| PP |
1.0489 |
1.0489 |
1.0489 |
1.0475 |
| S1 |
1.0426 |
1.0426 |
1.0471 |
1.0398 |
| S2 |
1.0370 |
1.0370 |
1.0460 |
|
| S3 |
1.0250 |
1.0306 |
1.0449 |
|
| S4 |
1.0131 |
1.0187 |
1.0416 |
|
|
| 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% |
0.0114 |
1.1% |
50% |
False |
False |
254,040 |
| 10 |
1.0669 |
1.0341 |
0.0329 |
3.1% |
0.0099 |
0.9% |
43% |
False |
False |
250,188 |
| 20 |
1.0955 |
1.0341 |
0.0615 |
5.9% |
0.0097 |
0.9% |
23% |
False |
False |
238,405 |
| 40 |
1.1116 |
1.0341 |
0.0776 |
7.4% |
0.0073 |
0.7% |
18% |
False |
False |
201,402 |
| 60 |
1.1250 |
1.0341 |
0.0909 |
8.7% |
0.0071 |
0.7% |
16% |
False |
False |
197,217 |
| 80 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0068 |
0.6% |
15% |
False |
False |
149,026 |
| 100 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0064 |
0.6% |
15% |
False |
False |
119,463 |
| 120 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0063 |
0.6% |
15% |
False |
False |
99,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1060 |
|
2.618 |
1.0865 |
|
1.618 |
1.0746 |
|
1.000 |
1.0672 |
|
0.618 |
1.0626 |
|
HIGH |
1.0553 |
|
0.618 |
1.0507 |
|
0.500 |
1.0493 |
|
0.382 |
1.0479 |
|
LOW |
1.0433 |
|
0.618 |
1.0359 |
|
1.000 |
1.0314 |
|
1.618 |
1.0240 |
|
2.618 |
1.0120 |
|
4.250 |
0.9925 |
|
|
| Fisher Pivots for day following 26-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0493 |
1.0470 |
| PP |
1.0489 |
1.0458 |
| S1 |
1.0485 |
1.0447 |
|