CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 04-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2024 |
04-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0504 |
1.0515 |
0.0012 |
0.1% |
1.0460 |
| High |
1.0541 |
1.0549 |
0.0009 |
0.1% |
1.0603 |
| Low |
1.0486 |
1.0477 |
-0.0009 |
-0.1% |
1.0433 |
| Close |
1.0510 |
1.0519 |
0.0009 |
0.1% |
1.0574 |
| Range |
0.0055 |
0.0072 |
0.0018 |
32.1% |
0.0170 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
203,141 |
242,263 |
39,122 |
19.3% |
1,056,191 |
|
| Daily Pivots for day following 04-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0731 |
1.0697 |
1.0559 |
|
| R3 |
1.0659 |
1.0625 |
1.0539 |
|
| R2 |
1.0587 |
1.0587 |
1.0532 |
|
| R1 |
1.0553 |
1.0553 |
1.0526 |
1.0570 |
| PP |
1.0515 |
1.0515 |
1.0515 |
1.0524 |
| S1 |
1.0481 |
1.0481 |
1.0512 |
1.0498 |
| S2 |
1.0443 |
1.0443 |
1.0506 |
|
| S3 |
1.0371 |
1.0409 |
1.0499 |
|
| S4 |
1.0299 |
1.0337 |
1.0479 |
|
|
| 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 |
1.0467 |
0.0137 |
1.3% |
0.0083 |
0.8% |
38% |
False |
False |
245,642 |
| 10 |
1.0621 |
1.0341 |
0.0280 |
2.7% |
0.0099 |
0.9% |
64% |
False |
False |
249,841 |
| 20 |
1.0955 |
1.0341 |
0.0614 |
5.8% |
0.0103 |
1.0% |
29% |
False |
False |
251,732 |
| 40 |
1.1013 |
1.0341 |
0.0672 |
6.4% |
0.0077 |
0.7% |
27% |
False |
False |
210,737 |
| 60 |
1.1250 |
1.0341 |
0.0909 |
8.6% |
0.0074 |
0.7% |
20% |
False |
False |
209,993 |
| 80 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0071 |
0.7% |
19% |
False |
False |
164,300 |
| 100 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0066 |
0.6% |
19% |
False |
False |
131,655 |
| 120 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0063 |
0.6% |
19% |
False |
False |
109,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0855 |
|
2.618 |
1.0737 |
|
1.618 |
1.0665 |
|
1.000 |
1.0621 |
|
0.618 |
1.0593 |
|
HIGH |
1.0549 |
|
0.618 |
1.0521 |
|
0.500 |
1.0513 |
|
0.382 |
1.0505 |
|
LOW |
1.0477 |
|
0.618 |
1.0433 |
|
1.000 |
1.0405 |
|
1.618 |
1.0361 |
|
2.618 |
1.0289 |
|
4.250 |
1.0171 |
|
|
| Fisher Pivots for day following 04-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0517 |
1.0521 |
| PP |
1.0515 |
1.0520 |
| S1 |
1.0513 |
1.0520 |
|