CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 10-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2024 |
10-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0566 |
1.0559 |
-0.0007 |
-0.1% |
1.0575 |
| High |
1.0598 |
1.0571 |
-0.0027 |
-0.3% |
1.0634 |
| Low |
1.0535 |
1.0501 |
-0.0034 |
-0.3% |
1.0467 |
| Close |
1.0558 |
1.0529 |
-0.0029 |
-0.3% |
1.0558 |
| Range |
0.0063 |
0.0070 |
0.0007 |
11.2% |
0.0167 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
263,171 |
404,294 |
141,123 |
53.6% |
1,205,160 |
|
| Daily Pivots for day following 10-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0742 |
1.0705 |
1.0567 |
|
| R3 |
1.0673 |
1.0636 |
1.0548 |
|
| R2 |
1.0603 |
1.0603 |
1.0542 |
|
| R1 |
1.0566 |
1.0566 |
1.0535 |
1.0550 |
| PP |
1.0534 |
1.0534 |
1.0534 |
1.0525 |
| S1 |
1.0497 |
1.0497 |
1.0523 |
1.0480 |
| S2 |
1.0464 |
1.0464 |
1.0516 |
|
| S3 |
1.0395 |
1.0427 |
1.0510 |
|
| S4 |
1.0325 |
1.0358 |
1.0491 |
|
|
| 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% |
0.0075 |
0.7% |
33% |
False |
False |
279,613 |
| 10 |
1.0634 |
1.0433 |
0.0201 |
1.9% |
0.0084 |
0.8% |
48% |
False |
False |
266,135 |
| 20 |
1.0678 |
1.0341 |
0.0337 |
3.2% |
0.0089 |
0.8% |
56% |
False |
False |
254,880 |
| 40 |
1.0955 |
1.0341 |
0.0615 |
5.8% |
0.0080 |
0.8% |
31% |
False |
False |
225,154 |
| 60 |
1.1250 |
1.0341 |
0.0909 |
8.6% |
0.0075 |
0.7% |
21% |
False |
False |
211,972 |
| 80 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0071 |
0.7% |
21% |
False |
False |
178,620 |
| 100 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0068 |
0.6% |
21% |
False |
False |
143,193 |
| 120 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0064 |
0.6% |
21% |
False |
False |
119,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0866 |
|
2.618 |
1.0752 |
|
1.618 |
1.0683 |
|
1.000 |
1.0640 |
|
0.618 |
1.0613 |
|
HIGH |
1.0571 |
|
0.618 |
1.0544 |
|
0.500 |
1.0536 |
|
0.382 |
1.0528 |
|
LOW |
1.0501 |
|
0.618 |
1.0458 |
|
1.000 |
1.0432 |
|
1.618 |
1.0389 |
|
2.618 |
1.0319 |
|
4.250 |
1.0206 |
|
|
| Fisher Pivots for day following 10-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0536 |
1.0567 |
| PP |
1.0534 |
1.0555 |
| S1 |
1.0531 |
1.0542 |
|