CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 02-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2024 |
02-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0574 |
1.0575 |
0.0001 |
0.0% |
1.0460 |
| High |
1.0603 |
1.0575 |
-0.0028 |
-0.3% |
1.0603 |
| Low |
1.0535 |
1.0467 |
-0.0068 |
-0.6% |
1.0433 |
| Close |
1.0574 |
1.0496 |
-0.0078 |
-0.7% |
1.0574 |
| Range |
0.0069 |
0.0109 |
0.0040 |
58.4% |
0.0170 |
| ATR |
0.0093 |
0.0094 |
0.0001 |
1.2% |
0.0000 |
| Volume |
244,649 |
271,419 |
26,770 |
10.9% |
1,056,191 |
|
| Daily Pivots for day following 02-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0838 |
1.0775 |
1.0555 |
|
| R3 |
1.0729 |
1.0667 |
1.0525 |
|
| R2 |
1.0621 |
1.0621 |
1.0515 |
|
| R1 |
1.0558 |
1.0558 |
1.0505 |
1.0535 |
| PP |
1.0512 |
1.0512 |
1.0512 |
1.0501 |
| S1 |
1.0450 |
1.0450 |
1.0486 |
1.0427 |
| S2 |
1.0404 |
1.0404 |
1.0476 |
|
| S3 |
1.0295 |
1.0341 |
1.0466 |
|
| S4 |
1.0187 |
1.0233 |
1.0436 |
|
|
| 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 |
1.0433 |
0.0170 |
1.6% |
0.0100 |
0.9% |
37% |
False |
False |
265,522 |
| 10 |
1.0621 |
1.0341 |
0.0280 |
2.7% |
0.0102 |
1.0% |
55% |
False |
False |
244,312 |
| 20 |
1.0955 |
1.0341 |
0.0615 |
5.9% |
0.0102 |
1.0% |
25% |
False |
False |
246,107 |
| 40 |
1.1029 |
1.0341 |
0.0689 |
6.6% |
0.0076 |
0.7% |
23% |
False |
False |
206,447 |
| 60 |
1.1250 |
1.0341 |
0.0909 |
8.7% |
0.0073 |
0.7% |
17% |
False |
False |
208,176 |
| 80 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0070 |
0.7% |
17% |
False |
False |
158,750 |
| 100 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0066 |
0.6% |
17% |
False |
False |
127,242 |
| 120 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0064 |
0.6% |
17% |
False |
False |
106,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1036 |
|
2.618 |
1.0859 |
|
1.618 |
1.0751 |
|
1.000 |
1.0684 |
|
0.618 |
1.0642 |
|
HIGH |
1.0575 |
|
0.618 |
1.0534 |
|
0.500 |
1.0521 |
|
0.382 |
1.0508 |
|
LOW |
1.0467 |
|
0.618 |
1.0399 |
|
1.000 |
1.0358 |
|
1.618 |
1.0291 |
|
2.618 |
1.0182 |
|
4.250 |
1.0005 |
|
|
| Fisher Pivots for day following 02-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0521 |
1.0535 |
| PP |
1.0512 |
1.0522 |
| S1 |
1.0504 |
1.0509 |
|