CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 16-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2024 |
16-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0468 |
1.0496 |
0.0029 |
0.3% |
1.0566 |
| High |
1.0525 |
1.0525 |
0.0000 |
0.0% |
1.0598 |
| Low |
1.0454 |
1.0475 |
0.0022 |
0.2% |
1.0454 |
| Close |
1.0495 |
1.0492 |
-0.0003 |
0.0% |
1.0495 |
| Range |
0.0071 |
0.0050 |
-0.0022 |
-30.3% |
0.0144 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
88,340 |
5,158 |
-83,182 |
-94.2% |
1,580,437 |
|
| Daily Pivots for day following 16-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0646 |
1.0618 |
1.0519 |
|
| R3 |
1.0596 |
1.0569 |
1.0505 |
|
| R2 |
1.0547 |
1.0547 |
1.0501 |
|
| R1 |
1.0519 |
1.0519 |
1.0496 |
1.0508 |
| PP |
1.0497 |
1.0497 |
1.0497 |
1.0492 |
| S1 |
1.0470 |
1.0470 |
1.0487 |
1.0459 |
| S2 |
1.0448 |
1.0448 |
1.0482 |
|
| S3 |
1.0398 |
1.0420 |
1.0478 |
|
| S4 |
1.0349 |
1.0371 |
1.0464 |
|
|
| Weekly Pivots for week ending 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0947 |
1.0865 |
1.0574 |
|
| R3 |
1.0803 |
1.0721 |
1.0534 |
|
| R2 |
1.0659 |
1.0659 |
1.0521 |
|
| R1 |
1.0577 |
1.0577 |
1.0508 |
1.0546 |
| PP |
1.0515 |
1.0515 |
1.0515 |
1.0500 |
| S1 |
1.0433 |
1.0433 |
1.0481 |
1.0402 |
| S2 |
1.0371 |
1.0371 |
1.0468 |
|
| S3 |
1.0227 |
1.0289 |
1.0455 |
|
| S4 |
1.0083 |
1.0145 |
1.0415 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0571 |
1.0454 |
0.0117 |
1.1% |
0.0063 |
0.6% |
32% |
False |
False |
264,484 |
| 10 |
1.0634 |
1.0454 |
0.0180 |
1.7% |
0.0068 |
0.6% |
21% |
False |
False |
251,933 |
| 20 |
1.0634 |
1.0341 |
0.0293 |
2.8% |
0.0085 |
0.8% |
52% |
False |
False |
248,122 |
| 40 |
1.0955 |
1.0341 |
0.0615 |
5.9% |
0.0082 |
0.8% |
25% |
False |
False |
231,964 |
| 60 |
1.1250 |
1.0341 |
0.0909 |
8.7% |
0.0075 |
0.7% |
17% |
False |
False |
215,250 |
| 80 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0071 |
0.7% |
16% |
False |
False |
189,966 |
| 100 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0069 |
0.7% |
16% |
False |
False |
152,353 |
| 120 |
1.1257 |
1.0341 |
0.0916 |
8.7% |
0.0064 |
0.6% |
16% |
False |
False |
127,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0735 |
|
2.618 |
1.0654 |
|
1.618 |
1.0605 |
|
1.000 |
1.0574 |
|
0.618 |
1.0555 |
|
HIGH |
1.0525 |
|
0.618 |
1.0506 |
|
0.500 |
1.0500 |
|
0.382 |
1.0494 |
|
LOW |
1.0475 |
|
0.618 |
1.0444 |
|
1.000 |
1.0426 |
|
1.618 |
1.0395 |
|
2.618 |
1.0345 |
|
4.250 |
1.0265 |
|
|
| Fisher Pivots for day following 16-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0500 |
1.0493 |
| PP |
1.0497 |
1.0492 |
| S1 |
1.0494 |
1.0492 |
|