CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 09-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2024 |
09-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0590 |
1.0566 |
-0.0025 |
-0.2% |
1.0575 |
| High |
1.0634 |
1.0598 |
-0.0036 |
-0.3% |
1.0634 |
| Low |
1.0546 |
1.0535 |
-0.0011 |
-0.1% |
1.0467 |
| Close |
1.0558 |
1.0558 |
0.0000 |
0.0% |
1.0558 |
| Range |
0.0088 |
0.0063 |
-0.0026 |
-29.0% |
0.0167 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
269,946 |
263,171 |
-6,775 |
-2.5% |
1,205,160 |
|
| Daily Pivots for day following 09-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0751 |
1.0717 |
1.0592 |
|
| R3 |
1.0688 |
1.0654 |
1.0575 |
|
| R2 |
1.0626 |
1.0626 |
1.0569 |
|
| R1 |
1.0592 |
1.0592 |
1.0563 |
1.0578 |
| PP |
1.0563 |
1.0563 |
1.0563 |
1.0556 |
| S1 |
1.0529 |
1.0529 |
1.0552 |
1.0515 |
| S2 |
1.0501 |
1.0501 |
1.0546 |
|
| S3 |
1.0438 |
1.0467 |
1.0540 |
|
| S4 |
1.0376 |
1.0404 |
1.0523 |
|
|
| 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 |
1.0477 |
0.0157 |
1.5% |
0.0072 |
0.7% |
51% |
False |
False |
239,382 |
| 10 |
1.0634 |
1.0433 |
0.0201 |
1.9% |
0.0086 |
0.8% |
62% |
False |
False |
252,452 |
| 20 |
1.0743 |
1.0341 |
0.0403 |
3.8% |
0.0090 |
0.9% |
54% |
False |
False |
246,084 |
| 40 |
1.0965 |
1.0341 |
0.0625 |
5.9% |
0.0080 |
0.8% |
35% |
False |
False |
218,069 |
| 60 |
1.1250 |
1.0341 |
0.0909 |
8.6% |
0.0075 |
0.7% |
24% |
False |
False |
207,732 |
| 80 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0071 |
0.7% |
24% |
False |
False |
173,587 |
| 100 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0068 |
0.6% |
24% |
False |
False |
139,154 |
| 120 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0064 |
0.6% |
24% |
False |
False |
116,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0863 |
|
2.618 |
1.0761 |
|
1.618 |
1.0699 |
|
1.000 |
1.0660 |
|
0.618 |
1.0636 |
|
HIGH |
1.0598 |
|
0.618 |
1.0574 |
|
0.500 |
1.0566 |
|
0.382 |
1.0559 |
|
LOW |
1.0535 |
|
0.618 |
1.0496 |
|
1.000 |
1.0473 |
|
1.618 |
1.0434 |
|
2.618 |
1.0371 |
|
4.250 |
1.0269 |
|
|
| Fisher Pivots for day following 09-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0566 |
1.0573 |
| PP |
1.0563 |
1.0568 |
| S1 |
1.0560 |
1.0563 |
|