CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 27-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2024 |
27-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0503 |
1.0497 |
-0.0006 |
-0.1% |
1.0550 |
| High |
1.0553 |
1.0596 |
0.0044 |
0.4% |
1.0621 |
| Low |
1.0433 |
1.0483 |
0.0050 |
0.5% |
1.0341 |
| Close |
1.0482 |
1.0571 |
0.0089 |
0.8% |
1.0420 |
| Range |
0.0120 |
0.0114 |
-0.0006 |
-5.0% |
0.0280 |
| ATR |
0.0093 |
0.0094 |
0.0002 |
1.7% |
0.0000 |
| Volume |
277,339 |
266,738 |
-10,601 |
-3.8% |
1,115,512 |
|
| Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0890 |
1.0844 |
1.0633 |
|
| R3 |
1.0777 |
1.0730 |
1.0602 |
|
| R2 |
1.0663 |
1.0663 |
1.0591 |
|
| R1 |
1.0617 |
1.0617 |
1.0581 |
1.0640 |
| PP |
1.0550 |
1.0550 |
1.0550 |
1.0561 |
| S1 |
1.0503 |
1.0503 |
1.0560 |
1.0527 |
| S2 |
1.0436 |
1.0436 |
1.0550 |
|
| S3 |
1.0323 |
1.0390 |
1.0539 |
|
| S4 |
1.0209 |
1.0276 |
1.0508 |
|
|
| 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 |
1.0596 |
1.0341 |
0.0256 |
2.4% |
0.0117 |
1.1% |
90% |
True |
False |
272,161 |
| 10 |
1.0621 |
1.0341 |
0.0280 |
2.6% |
0.0101 |
1.0% |
82% |
False |
False |
245,231 |
| 20 |
1.0955 |
1.0341 |
0.0615 |
5.8% |
0.0099 |
0.9% |
37% |
False |
False |
241,329 |
| 40 |
1.1082 |
1.0341 |
0.0741 |
7.0% |
0.0074 |
0.7% |
31% |
False |
False |
204,152 |
| 60 |
1.1250 |
1.0341 |
0.0909 |
8.6% |
0.0072 |
0.7% |
25% |
False |
False |
201,185 |
| 80 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0069 |
0.7% |
25% |
False |
False |
152,340 |
| 100 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0065 |
0.6% |
25% |
False |
False |
122,126 |
| 120 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0063 |
0.6% |
25% |
False |
False |
101,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1078 |
|
2.618 |
1.0893 |
|
1.618 |
1.0780 |
|
1.000 |
1.0710 |
|
0.618 |
1.0666 |
|
HIGH |
1.0596 |
|
0.618 |
1.0553 |
|
0.500 |
1.0539 |
|
0.382 |
1.0526 |
|
LOW |
1.0483 |
|
0.618 |
1.0412 |
|
1.000 |
1.0369 |
|
1.618 |
1.0299 |
|
2.618 |
1.0185 |
|
4.250 |
1.0000 |
|
|
| Fisher Pivots for day following 27-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0560 |
1.0552 |
| PP |
1.0550 |
1.0533 |
| S1 |
1.0539 |
1.0515 |
|