CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 12-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2024 |
12-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0529 |
1.0499 |
-0.0030 |
-0.3% |
1.0575 |
| High |
1.0542 |
1.0532 |
-0.0010 |
-0.1% |
1.0634 |
| Low |
1.0482 |
1.0465 |
-0.0018 |
-0.2% |
1.0467 |
| Close |
1.0494 |
1.0474 |
-0.0020 |
-0.2% |
1.0558 |
| Range |
0.0060 |
0.0067 |
0.0008 |
12.6% |
0.0167 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
447,931 |
376,701 |
-71,230 |
-15.9% |
1,205,160 |
|
| Daily Pivots for day following 12-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0691 |
1.0649 |
1.0510 |
|
| R3 |
1.0624 |
1.0582 |
1.0492 |
|
| R2 |
1.0557 |
1.0557 |
1.0486 |
|
| R1 |
1.0515 |
1.0515 |
1.0480 |
1.0503 |
| PP |
1.0490 |
1.0490 |
1.0490 |
1.0484 |
| S1 |
1.0448 |
1.0448 |
1.0467 |
1.0436 |
| S2 |
1.0423 |
1.0423 |
1.0461 |
|
| S3 |
1.0356 |
1.0381 |
1.0455 |
|
| S4 |
1.0289 |
1.0314 |
1.0437 |
|
|
| 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 |
1.0465 |
0.0169 |
1.6% |
0.0069 |
0.7% |
5% |
False |
True |
352,408 |
| 10 |
1.0634 |
1.0465 |
0.0169 |
1.6% |
0.0073 |
0.7% |
5% |
False |
True |
294,190 |
| 20 |
1.0634 |
1.0341 |
0.0293 |
2.8% |
0.0087 |
0.8% |
45% |
False |
False |
269,710 |
| 40 |
1.0955 |
1.0341 |
0.0615 |
5.9% |
0.0081 |
0.8% |
22% |
False |
False |
238,506 |
| 60 |
1.1250 |
1.0341 |
0.0909 |
8.7% |
0.0075 |
0.7% |
15% |
False |
False |
220,345 |
| 80 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0072 |
0.7% |
15% |
False |
False |
188,878 |
| 100 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0069 |
0.7% |
15% |
False |
False |
151,434 |
| 120 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0064 |
0.6% |
15% |
False |
False |
126,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0816 |
|
2.618 |
1.0707 |
|
1.618 |
1.0640 |
|
1.000 |
1.0599 |
|
0.618 |
1.0573 |
|
HIGH |
1.0532 |
|
0.618 |
1.0506 |
|
0.500 |
1.0498 |
|
0.382 |
1.0490 |
|
LOW |
1.0465 |
|
0.618 |
1.0423 |
|
1.000 |
1.0398 |
|
1.618 |
1.0356 |
|
2.618 |
1.0289 |
|
4.250 |
1.0180 |
|
|
| Fisher Pivots for day following 12-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0498 |
1.0518 |
| PP |
1.0490 |
1.0503 |
| S1 |
1.0482 |
1.0488 |
|