CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 03-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2024 |
03-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0575 |
1.0504 |
-0.0072 |
-0.7% |
1.0460 |
| High |
1.0575 |
1.0541 |
-0.0035 |
-0.3% |
1.0603 |
| Low |
1.0467 |
1.0486 |
0.0020 |
0.2% |
1.0433 |
| Close |
1.0496 |
1.0510 |
0.0015 |
0.1% |
1.0574 |
| Range |
0.0109 |
0.0055 |
-0.0054 |
-49.8% |
0.0170 |
| ATR |
0.0094 |
0.0091 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
271,419 |
203,141 |
-68,278 |
-25.2% |
1,056,191 |
|
| Daily Pivots for day following 03-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0676 |
1.0647 |
1.0540 |
|
| R3 |
1.0621 |
1.0593 |
1.0525 |
|
| R2 |
1.0567 |
1.0567 |
1.0520 |
|
| R1 |
1.0538 |
1.0538 |
1.0515 |
1.0553 |
| PP |
1.0512 |
1.0512 |
1.0512 |
1.0519 |
| S1 |
1.0484 |
1.0484 |
1.0505 |
1.0498 |
| S2 |
1.0458 |
1.0458 |
1.0500 |
|
| S3 |
1.0403 |
1.0429 |
1.0495 |
|
| S4 |
1.0349 |
1.0375 |
1.0480 |
|
|
| 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% |
0.0093 |
0.9% |
45% |
False |
False |
252,657 |
| 10 |
1.0621 |
1.0341 |
0.0280 |
2.7% |
0.0100 |
0.9% |
61% |
False |
False |
247,427 |
| 20 |
1.0955 |
1.0341 |
0.0615 |
5.8% |
0.0103 |
1.0% |
28% |
False |
False |
246,941 |
| 40 |
1.1029 |
1.0341 |
0.0689 |
6.6% |
0.0076 |
0.7% |
25% |
False |
False |
207,761 |
| 60 |
1.1250 |
1.0341 |
0.0909 |
8.6% |
0.0073 |
0.7% |
19% |
False |
False |
210,374 |
| 80 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0070 |
0.7% |
19% |
False |
False |
161,283 |
| 100 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0066 |
0.6% |
19% |
False |
False |
129,260 |
| 120 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0063 |
0.6% |
19% |
False |
False |
107,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0772 |
|
2.618 |
1.0683 |
|
1.618 |
1.0629 |
|
1.000 |
1.0595 |
|
0.618 |
1.0574 |
|
HIGH |
1.0541 |
|
0.618 |
1.0520 |
|
0.500 |
1.0513 |
|
0.382 |
1.0507 |
|
LOW |
1.0486 |
|
0.618 |
1.0452 |
|
1.000 |
1.0432 |
|
1.618 |
1.0398 |
|
2.618 |
1.0343 |
|
4.250 |
1.0254 |
|
|
| Fisher Pivots for day following 03-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0513 |
1.0535 |
| PP |
1.0512 |
1.0527 |
| S1 |
1.0511 |
1.0518 |
|