CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 06-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2024 |
06-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0515 |
1.0590 |
0.0076 |
0.7% |
1.0575 |
| High |
1.0594 |
1.0634 |
0.0040 |
0.4% |
1.0634 |
| Low |
1.0512 |
1.0546 |
0.0034 |
0.3% |
1.0467 |
| Close |
1.0592 |
1.0558 |
-0.0034 |
-0.3% |
1.0558 |
| Range |
0.0082 |
0.0088 |
0.0006 |
7.3% |
0.0167 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
218,391 |
269,946 |
51,555 |
23.6% |
1,205,160 |
|
| Daily Pivots for day following 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0843 |
1.0788 |
1.0606 |
|
| R3 |
1.0755 |
1.0700 |
1.0582 |
|
| R2 |
1.0667 |
1.0667 |
1.0574 |
|
| R1 |
1.0612 |
1.0612 |
1.0566 |
1.0596 |
| PP |
1.0579 |
1.0579 |
1.0579 |
1.0571 |
| S1 |
1.0524 |
1.0524 |
1.0549 |
1.0508 |
| S2 |
1.0491 |
1.0491 |
1.0541 |
|
| S3 |
1.0403 |
1.0436 |
1.0533 |
|
| S4 |
1.0315 |
1.0348 |
1.0509 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1054 |
1.0973 |
1.0649 |
|
| R3 |
1.0887 |
1.0806 |
1.0603 |
|
| R2 |
1.0720 |
1.0720 |
1.0588 |
|
| R1 |
1.0639 |
1.0639 |
1.0573 |
1.0596 |
| PP |
1.0553 |
1.0553 |
1.0553 |
1.0531 |
| S1 |
1.0472 |
1.0472 |
1.0542 |
1.0429 |
| S2 |
1.0386 |
1.0386 |
1.0527 |
|
| S3 |
1.0219 |
1.0305 |
1.0512 |
|
| S4 |
1.0052 |
1.0138 |
1.0466 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0634 |
1.0467 |
0.0167 |
1.6% |
0.0081 |
0.8% |
54% |
True |
False |
241,032 |
| 10 |
1.0634 |
1.0341 |
0.0293 |
2.8% |
0.0096 |
0.9% |
74% |
True |
False |
258,470 |
| 20 |
1.0820 |
1.0341 |
0.0480 |
4.5% |
0.0093 |
0.9% |
45% |
False |
False |
244,085 |
| 40 |
1.0983 |
1.0341 |
0.0643 |
6.1% |
0.0079 |
0.7% |
34% |
False |
False |
215,284 |
| 60 |
1.1250 |
1.0341 |
0.0909 |
8.6% |
0.0075 |
0.7% |
24% |
False |
False |
206,598 |
| 80 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0071 |
0.7% |
24% |
False |
False |
170,359 |
| 100 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0067 |
0.6% |
24% |
False |
False |
136,526 |
| 120 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0064 |
0.6% |
24% |
False |
False |
113,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1008 |
|
2.618 |
1.0864 |
|
1.618 |
1.0776 |
|
1.000 |
1.0722 |
|
0.618 |
1.0688 |
|
HIGH |
1.0634 |
|
0.618 |
1.0600 |
|
0.500 |
1.0590 |
|
0.382 |
1.0579 |
|
LOW |
1.0546 |
|
0.618 |
1.0491 |
|
1.000 |
1.0458 |
|
1.618 |
1.0403 |
|
2.618 |
1.0315 |
|
4.250 |
1.0172 |
|
|
| Fisher Pivots for day following 06-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0590 |
1.0557 |
| PP |
1.0579 |
1.0556 |
| S1 |
1.0568 |
1.0555 |
|