CME Euro FX (E) Future December 2024
| Trading Metrics calculated at close of trading on 04-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2024 |
04-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1080 |
1.1062 |
-0.0019 |
-0.2% |
1.1196 |
| High |
1.1082 |
1.1071 |
-0.0011 |
-0.1% |
1.1242 |
| Low |
1.1039 |
1.0983 |
-0.0056 |
-0.5% |
1.0983 |
| Close |
1.1058 |
1.1005 |
-0.0053 |
-0.5% |
1.1005 |
| Range |
0.0043 |
0.0088 |
0.0045 |
103.5% |
0.0259 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
2.1% |
0.0000 |
| Volume |
172,621 |
244,934 |
72,313 |
41.9% |
1,063,290 |
|
| Daily Pivots for day following 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1282 |
1.1231 |
1.1053 |
|
| R3 |
1.1194 |
1.1143 |
1.1029 |
|
| R2 |
1.1107 |
1.1107 |
1.1021 |
|
| R1 |
1.1056 |
1.1056 |
1.1013 |
1.1038 |
| PP |
1.1019 |
1.1019 |
1.1019 |
1.1010 |
| S1 |
1.0968 |
1.0968 |
1.0996 |
1.0950 |
| S2 |
1.0932 |
1.0932 |
1.0988 |
|
| S3 |
1.0844 |
1.0881 |
1.0980 |
|
| S4 |
1.0757 |
1.0793 |
1.0956 |
|
|
| Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1854 |
1.1688 |
1.1147 |
|
| R3 |
1.1595 |
1.1429 |
1.1076 |
|
| R2 |
1.1336 |
1.1336 |
1.1052 |
|
| R1 |
1.1170 |
1.1170 |
1.1028 |
1.1123 |
| PP |
1.1077 |
1.1077 |
1.1077 |
1.1053 |
| S1 |
1.0911 |
1.0911 |
1.0981 |
1.0864 |
| S2 |
1.0818 |
1.0818 |
1.0957 |
|
| S3 |
1.0559 |
1.0652 |
1.0933 |
|
| S4 |
1.0300 |
1.0393 |
1.0862 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1242 |
1.0983 |
0.0259 |
2.4% |
0.0075 |
0.7% |
8% |
False |
True |
212,658 |
| 10 |
1.1250 |
1.0983 |
0.0267 |
2.4% |
0.0077 |
0.7% |
8% |
False |
True |
213,108 |
| 20 |
1.1250 |
1.0983 |
0.0267 |
2.4% |
0.0068 |
0.6% |
8% |
False |
True |
211,300 |
| 40 |
1.1257 |
1.0971 |
0.0286 |
2.6% |
0.0064 |
0.6% |
12% |
False |
False |
110,885 |
| 60 |
1.1257 |
1.0845 |
0.0412 |
3.7% |
0.0060 |
0.5% |
39% |
False |
False |
74,327 |
| 80 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0058 |
0.5% |
49% |
False |
False |
55,990 |
| 100 |
1.1257 |
1.0760 |
0.0497 |
4.5% |
0.0055 |
0.5% |
49% |
False |
False |
44,859 |
| 120 |
1.1257 |
1.0729 |
0.0528 |
4.8% |
0.0052 |
0.5% |
52% |
False |
False |
37,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1442 |
|
2.618 |
1.1300 |
|
1.618 |
1.1212 |
|
1.000 |
1.1158 |
|
0.618 |
1.1125 |
|
HIGH |
1.1071 |
|
0.618 |
1.1037 |
|
0.500 |
1.1027 |
|
0.382 |
1.1016 |
|
LOW |
1.0983 |
|
0.618 |
1.0929 |
|
1.000 |
1.0896 |
|
1.618 |
1.0841 |
|
2.618 |
1.0754 |
|
4.250 |
1.0611 |
|
|
| Fisher Pivots for day following 04-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1027 |
1.1050 |
| PP |
1.1019 |
1.1035 |
| S1 |
1.1012 |
1.1020 |
|