CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 11-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2024 |
11-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0559 |
1.0529 |
-0.0030 |
-0.3% |
1.0575 |
| High |
1.0571 |
1.0542 |
-0.0029 |
-0.3% |
1.0634 |
| Low |
1.0501 |
1.0482 |
-0.0019 |
-0.2% |
1.0467 |
| Close |
1.0529 |
1.0494 |
-0.0036 |
-0.3% |
1.0558 |
| Range |
0.0070 |
0.0060 |
-0.0010 |
-14.4% |
0.0167 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
404,294 |
447,931 |
43,637 |
10.8% |
1,205,160 |
|
| Daily Pivots for day following 11-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0684 |
1.0648 |
1.0526 |
|
| R3 |
1.0625 |
1.0589 |
1.0510 |
|
| R2 |
1.0565 |
1.0565 |
1.0504 |
|
| R1 |
1.0529 |
1.0529 |
1.0499 |
1.0518 |
| PP |
1.0506 |
1.0506 |
1.0506 |
1.0500 |
| S1 |
1.0470 |
1.0470 |
1.0488 |
1.0458 |
| S2 |
1.0446 |
1.0446 |
1.0483 |
|
| S3 |
1.0387 |
1.0410 |
1.0477 |
|
| S4 |
1.0327 |
1.0351 |
1.0461 |
|
|
| 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 |
1.0482 |
0.0152 |
1.4% |
0.0072 |
0.7% |
8% |
False |
True |
320,746 |
| 10 |
1.0634 |
1.0467 |
0.0167 |
1.6% |
0.0078 |
0.7% |
16% |
False |
False |
283,194 |
| 20 |
1.0669 |
1.0341 |
0.0329 |
3.1% |
0.0088 |
0.8% |
47% |
False |
False |
266,691 |
| 40 |
1.0955 |
1.0341 |
0.0615 |
5.9% |
0.0081 |
0.8% |
25% |
False |
False |
232,719 |
| 60 |
1.1250 |
1.0341 |
0.0909 |
8.7% |
0.0076 |
0.7% |
17% |
False |
False |
217,193 |
| 80 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0071 |
0.7% |
17% |
False |
False |
184,192 |
| 100 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0068 |
0.7% |
17% |
False |
False |
147,671 |
| 120 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0064 |
0.6% |
17% |
False |
False |
123,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0794 |
|
2.618 |
1.0697 |
|
1.618 |
1.0638 |
|
1.000 |
1.0601 |
|
0.618 |
1.0578 |
|
HIGH |
1.0542 |
|
0.618 |
1.0519 |
|
0.500 |
1.0512 |
|
0.382 |
1.0505 |
|
LOW |
1.0482 |
|
0.618 |
1.0445 |
|
1.000 |
1.0423 |
|
1.618 |
1.0386 |
|
2.618 |
1.0326 |
|
4.250 |
1.0229 |
|
|
| Fisher Pivots for day following 11-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0512 |
1.0540 |
| PP |
1.0506 |
1.0524 |
| S1 |
1.0500 |
1.0509 |
|