CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 04-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2024 |
04-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1141 |
1.1142 |
0.0001 |
0.0% |
1.1268 |
| High |
1.1166 |
1.1173 |
0.0007 |
0.1% |
1.1281 |
| Low |
1.1116 |
1.1130 |
0.0015 |
0.1% |
1.1143 |
| Close |
1.1127 |
1.1162 |
0.0035 |
0.3% |
1.1143 |
| Range |
0.0051 |
0.0043 |
-0.0008 |
-15.8% |
0.0138 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
892 |
97 |
-795 |
-89.1% |
177 |
|
| Daily Pivots for day following 04-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1282 |
1.1264 |
1.1185 |
|
| R3 |
1.1240 |
1.1222 |
1.1173 |
|
| R2 |
1.1197 |
1.1197 |
1.1169 |
|
| R1 |
1.1179 |
1.1179 |
1.1165 |
1.1188 |
| PP |
1.1155 |
1.1155 |
1.1155 |
1.1159 |
| S1 |
1.1137 |
1.1137 |
1.1158 |
1.1146 |
| S2 |
1.1112 |
1.1112 |
1.1154 |
|
| S3 |
1.1070 |
1.1094 |
1.1150 |
|
| S4 |
1.1027 |
1.1052 |
1.1138 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1603 |
1.1511 |
1.1218 |
|
| R3 |
1.1465 |
1.1373 |
1.1180 |
|
| R2 |
1.1327 |
1.1327 |
1.1168 |
|
| R1 |
1.1235 |
1.1235 |
1.1155 |
1.1212 |
| PP |
1.1189 |
1.1189 |
1.1189 |
1.1177 |
| S1 |
1.1097 |
1.1097 |
1.1130 |
1.1074 |
| S2 |
1.1051 |
1.1051 |
1.1117 |
|
| S3 |
1.0913 |
1.0959 |
1.1105 |
|
| S4 |
1.0775 |
1.0821 |
1.1067 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1238 |
1.1116 |
0.0122 |
1.1% |
0.0037 |
0.3% |
38% |
False |
False |
221 |
| 10 |
1.1292 |
1.1116 |
0.0177 |
1.6% |
0.0036 |
0.3% |
26% |
False |
False |
132 |
| 20 |
1.1292 |
1.0992 |
0.0300 |
2.7% |
0.0031 |
0.3% |
57% |
False |
False |
206 |
| 40 |
1.1292 |
1.0895 |
0.0397 |
3.6% |
0.0030 |
0.3% |
67% |
False |
False |
147 |
| 60 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0029 |
0.3% |
73% |
False |
False |
211 |
| 80 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0025 |
0.2% |
73% |
False |
False |
185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1353 |
|
2.618 |
1.1284 |
|
1.618 |
1.1241 |
|
1.000 |
1.1215 |
|
0.618 |
1.1199 |
|
HIGH |
1.1173 |
|
0.618 |
1.1156 |
|
0.500 |
1.1151 |
|
0.382 |
1.1146 |
|
LOW |
1.1130 |
|
0.618 |
1.1104 |
|
1.000 |
1.1088 |
|
1.618 |
1.1061 |
|
2.618 |
1.1019 |
|
4.250 |
1.0949 |
|
|
| Fisher Pivots for day following 04-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1158 |
1.1158 |
| PP |
1.1155 |
1.1154 |
| S1 |
1.1151 |
1.1150 |
|