CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 05-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2024 |
05-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1142 |
1.1161 |
0.0019 |
0.2% |
1.1268 |
| High |
1.1173 |
1.1198 |
0.0025 |
0.2% |
1.1281 |
| Low |
1.1130 |
1.1161 |
0.0031 |
0.3% |
1.1143 |
| Close |
1.1162 |
1.1189 |
0.0027 |
0.2% |
1.1143 |
| Range |
0.0043 |
0.0037 |
-0.0006 |
-14.1% |
0.0138 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
97 |
1,053 |
956 |
985.6% |
177 |
|
| Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1292 |
1.1277 |
1.1209 |
|
| R3 |
1.1255 |
1.1240 |
1.1199 |
|
| R2 |
1.1219 |
1.1219 |
1.1195 |
|
| R1 |
1.1204 |
1.1204 |
1.1192 |
1.1211 |
| PP |
1.1182 |
1.1182 |
1.1182 |
1.1186 |
| S1 |
1.1167 |
1.1167 |
1.1185 |
1.1175 |
| S2 |
1.1146 |
1.1146 |
1.1182 |
|
| S3 |
1.1109 |
1.1131 |
1.1178 |
|
| S4 |
1.1073 |
1.1094 |
1.1168 |
|
|
| 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 |
1.1198 |
1.1116 |
0.0082 |
0.7% |
0.0038 |
0.3% |
89% |
True |
False |
416 |
| 10 |
1.1292 |
1.1116 |
0.0177 |
1.6% |
0.0034 |
0.3% |
41% |
False |
False |
225 |
| 20 |
1.1292 |
1.0992 |
0.0300 |
2.7% |
0.0032 |
0.3% |
66% |
False |
False |
206 |
| 40 |
1.1292 |
1.0895 |
0.0397 |
3.5% |
0.0030 |
0.3% |
74% |
False |
False |
172 |
| 60 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0030 |
0.3% |
78% |
False |
False |
202 |
| 80 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0025 |
0.2% |
78% |
False |
False |
197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1353 |
|
2.618 |
1.1293 |
|
1.618 |
1.1257 |
|
1.000 |
1.1234 |
|
0.618 |
1.1220 |
|
HIGH |
1.1198 |
|
0.618 |
1.1184 |
|
0.500 |
1.1179 |
|
0.382 |
1.1175 |
|
LOW |
1.1161 |
|
0.618 |
1.1138 |
|
1.000 |
1.1125 |
|
1.618 |
1.1102 |
|
2.618 |
1.1065 |
|
4.250 |
1.1006 |
|
|
| Fisher Pivots for day following 05-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1185 |
1.1178 |
| PP |
1.1182 |
1.1167 |
| S1 |
1.1179 |
1.1157 |
|