CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 22-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2024 |
22-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0554 |
1.0484 |
-0.0070 |
-0.7% |
1.0550 |
| High |
1.0565 |
1.0509 |
-0.0056 |
-0.5% |
1.0621 |
| Low |
1.0472 |
1.0341 |
-0.0131 |
-1.3% |
1.0341 |
| Close |
1.0494 |
1.0420 |
-0.0074 |
-0.7% |
1.0420 |
| Range |
0.0093 |
0.0168 |
0.0075 |
80.6% |
0.0280 |
| ATR |
0.0082 |
0.0089 |
0.0006 |
7.4% |
0.0000 |
| Volume |
225,906 |
321,696 |
95,790 |
42.4% |
1,113,850 |
|
| Daily Pivots for day following 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0927 |
1.0842 |
1.0512 |
|
| R3 |
1.0759 |
1.0674 |
1.0466 |
|
| R2 |
1.0591 |
1.0591 |
1.0451 |
|
| R1 |
1.0506 |
1.0506 |
1.0435 |
1.0464 |
| PP |
1.0423 |
1.0423 |
1.0423 |
1.0402 |
| S1 |
1.0338 |
1.0338 |
1.0405 |
1.0296 |
| S2 |
1.0255 |
1.0255 |
1.0389 |
|
| S3 |
1.0087 |
1.0170 |
1.0374 |
|
| S4 |
0.9919 |
1.0002 |
1.0328 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1300 |
1.1140 |
1.0574 |
|
| R3 |
1.1020 |
1.0860 |
1.0497 |
|
| R2 |
1.0740 |
1.0740 |
1.0471 |
|
| R1 |
1.0580 |
1.0580 |
1.0446 |
1.0520 |
| PP |
1.0460 |
1.0460 |
1.0460 |
1.0430 |
| S1 |
1.0300 |
1.0300 |
1.0394 |
1.0240 |
| S2 |
1.0180 |
1.0180 |
1.0369 |
|
| S3 |
0.9900 |
1.0020 |
1.0343 |
|
| S4 |
0.9620 |
0.9740 |
1.0266 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0621 |
1.0341 |
0.0280 |
2.7% |
0.0104 |
1.0% |
28% |
False |
True |
222,770 |
| 10 |
1.0743 |
1.0341 |
0.0403 |
3.9% |
0.0095 |
0.9% |
20% |
False |
True |
239,551 |
| 20 |
1.0955 |
1.0341 |
0.0615 |
5.9% |
0.0092 |
0.9% |
13% |
False |
True |
229,220 |
| 40 |
1.1242 |
1.0341 |
0.0902 |
8.7% |
0.0073 |
0.7% |
9% |
False |
True |
199,965 |
| 60 |
1.1250 |
1.0341 |
0.0909 |
8.7% |
0.0070 |
0.7% |
9% |
False |
True |
188,811 |
| 80 |
1.1257 |
1.0341 |
0.0916 |
8.8% |
0.0069 |
0.7% |
9% |
False |
True |
142,284 |
| 100 |
1.1257 |
1.0341 |
0.0916 |
8.8% |
0.0063 |
0.6% |
9% |
False |
True |
114,019 |
| 120 |
1.1257 |
1.0341 |
0.0916 |
8.8% |
0.0062 |
0.6% |
9% |
False |
True |
95,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1223 |
|
2.618 |
1.0948 |
|
1.618 |
1.0780 |
|
1.000 |
1.0677 |
|
0.618 |
1.0612 |
|
HIGH |
1.0509 |
|
0.618 |
1.0444 |
|
0.500 |
1.0425 |
|
0.382 |
1.0405 |
|
LOW |
1.0341 |
|
0.618 |
1.0237 |
|
1.000 |
1.0173 |
|
1.618 |
1.0069 |
|
2.618 |
0.9901 |
|
4.250 |
0.9627 |
|
|
| Fisher Pivots for day following 22-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0425 |
1.0481 |
| PP |
1.0423 |
1.0460 |
| S1 |
1.0422 |
1.0440 |
|