CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 05-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2024 |
05-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0515 |
1.0515 |
-0.0001 |
0.0% |
1.0460 |
| High |
1.0549 |
1.0594 |
0.0045 |
0.4% |
1.0603 |
| Low |
1.0477 |
1.0512 |
0.0035 |
0.3% |
1.0433 |
| Close |
1.0519 |
1.0592 |
0.0073 |
0.7% |
1.0574 |
| Range |
0.0072 |
0.0082 |
0.0010 |
13.9% |
0.0170 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
242,263 |
218,391 |
-23,872 |
-9.9% |
1,056,191 |
|
| Daily Pivots for day following 05-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0812 |
1.0784 |
1.0637 |
|
| R3 |
1.0730 |
1.0702 |
1.0614 |
|
| R2 |
1.0648 |
1.0648 |
1.0607 |
|
| R1 |
1.0620 |
1.0620 |
1.0599 |
1.0634 |
| PP |
1.0566 |
1.0566 |
1.0566 |
1.0573 |
| S1 |
1.0538 |
1.0538 |
1.0584 |
1.0552 |
| S2 |
1.0484 |
1.0484 |
1.0576 |
|
| S3 |
1.0402 |
1.0456 |
1.0569 |
|
| S4 |
1.0320 |
1.0374 |
1.0546 |
|
|
| 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% |
0.0077 |
0.7% |
92% |
False |
False |
235,972 |
| 10 |
1.0603 |
1.0341 |
0.0263 |
2.5% |
0.0097 |
0.9% |
96% |
False |
False |
254,066 |
| 20 |
1.0840 |
1.0341 |
0.0500 |
4.7% |
0.0094 |
0.9% |
50% |
False |
False |
243,232 |
| 40 |
1.0984 |
1.0341 |
0.0644 |
6.1% |
0.0078 |
0.7% |
39% |
False |
False |
213,071 |
| 60 |
1.1250 |
1.0341 |
0.0909 |
8.6% |
0.0074 |
0.7% |
28% |
False |
False |
206,857 |
| 80 |
1.1257 |
1.0341 |
0.0916 |
8.6% |
0.0071 |
0.7% |
27% |
False |
False |
167,017 |
| 100 |
1.1257 |
1.0341 |
0.0916 |
8.6% |
0.0067 |
0.6% |
27% |
False |
False |
133,834 |
| 120 |
1.1257 |
1.0341 |
0.0916 |
8.6% |
0.0063 |
0.6% |
27% |
False |
False |
111,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0942 |
|
2.618 |
1.0808 |
|
1.618 |
1.0726 |
|
1.000 |
1.0676 |
|
0.618 |
1.0644 |
|
HIGH |
1.0594 |
|
0.618 |
1.0562 |
|
0.500 |
1.0553 |
|
0.382 |
1.0543 |
|
LOW |
1.0512 |
|
0.618 |
1.0461 |
|
1.000 |
1.0430 |
|
1.618 |
1.0379 |
|
2.618 |
1.0297 |
|
4.250 |
1.0163 |
|
|
| Fisher Pivots for day following 05-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0579 |
1.0573 |
| PP |
1.0566 |
1.0554 |
| S1 |
1.0553 |
1.0535 |
|