CME Euro FX (E) Future December 2024
Trading Metrics calculated at close of trading on 29-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2024 |
29-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
1.0497 |
1.0574 |
0.0077 |
0.7% |
1.0460 |
High |
1.0596 |
1.0603 |
0.0007 |
0.1% |
1.0603 |
Low |
1.0483 |
1.0535 |
0.0052 |
0.5% |
1.0433 |
Close |
1.0571 |
1.0574 |
0.0003 |
0.0% |
1.0574 |
Range |
0.0114 |
0.0069 |
-0.0045 |
-39.6% |
0.0170 |
ATR |
0.0094 |
0.0093 |
-0.0002 |
-2.0% |
0.0000 |
Volume |
266,738 |
244,649 |
-22,089 |
-8.3% |
1,056,191 |
|
Daily Pivots for day following 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0776 |
1.0743 |
1.0611 |
|
R3 |
1.0707 |
1.0675 |
1.0592 |
|
R2 |
1.0639 |
1.0639 |
1.0586 |
|
R1 |
1.0606 |
1.0606 |
1.0580 |
1.0588 |
PP |
1.0570 |
1.0570 |
1.0570 |
1.0561 |
S1 |
1.0538 |
1.0538 |
1.0567 |
1.0520 |
S2 |
1.0502 |
1.0502 |
1.0561 |
|
S3 |
1.0433 |
1.0469 |
1.0555 |
|
S4 |
1.0365 |
1.0401 |
1.0536 |
|
|
Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1047 |
1.0980 |
1.0667 |
|
R3 |
1.0877 |
1.0810 |
1.0620 |
|
R2 |
1.0707 |
1.0707 |
1.0605 |
|
R1 |
1.0640 |
1.0640 |
1.0589 |
1.0673 |
PP |
1.0537 |
1.0537 |
1.0537 |
1.0553 |
S1 |
1.0470 |
1.0470 |
1.0558 |
1.0503 |
S2 |
1.0367 |
1.0367 |
1.0542 |
|
S3 |
1.0197 |
1.0300 |
1.0527 |
|
S4 |
1.0027 |
1.0130 |
1.0480 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0603 |
1.0341 |
0.0263 |
2.5% |
0.0112 |
1.1% |
89% |
True |
False |
275,909 |
10 |
1.0621 |
1.0341 |
0.0280 |
2.6% |
0.0099 |
0.9% |
83% |
False |
False |
240,504 |
20 |
1.0955 |
1.0341 |
0.0615 |
5.8% |
0.0101 |
1.0% |
38% |
False |
False |
242,176 |
40 |
1.1071 |
1.0341 |
0.0730 |
6.9% |
0.0075 |
0.7% |
32% |
False |
False |
205,952 |
60 |
1.1250 |
1.0341 |
0.0909 |
8.6% |
0.0073 |
0.7% |
26% |
False |
False |
204,798 |
80 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0069 |
0.7% |
25% |
False |
False |
155,381 |
100 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0066 |
0.6% |
25% |
False |
False |
124,569 |
120 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0063 |
0.6% |
25% |
False |
False |
103,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0894 |
2.618 |
1.0782 |
1.618 |
1.0714 |
1.000 |
1.0672 |
0.618 |
1.0645 |
HIGH |
1.0603 |
0.618 |
1.0577 |
0.500 |
1.0569 |
0.382 |
1.0561 |
LOW |
1.0535 |
0.618 |
1.0492 |
1.000 |
1.0466 |
1.618 |
1.0424 |
2.618 |
1.0355 |
4.250 |
1.0243 |
|
|
Fisher Pivots for day following 29-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
1.0572 |
1.0555 |
PP |
1.0570 |
1.0537 |
S1 |
1.0569 |
1.0518 |
|