CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 06-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2024 |
06-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1161 |
1.1203 |
0.0042 |
0.4% |
1.1141 |
| High |
1.1198 |
1.1227 |
0.0029 |
0.3% |
1.1227 |
| Low |
1.1161 |
1.1153 |
-0.0009 |
-0.1% |
1.1116 |
| Close |
1.1189 |
1.1170 |
-0.0019 |
-0.2% |
1.1170 |
| Range |
0.0037 |
0.0074 |
0.0038 |
102.7% |
0.0111 |
| ATR |
0.0045 |
0.0047 |
0.0002 |
4.6% |
0.0000 |
| Volume |
1,053 |
2,077 |
1,024 |
97.2% |
4,119 |
|
| Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1405 |
1.1362 |
1.1211 |
|
| R3 |
1.1331 |
1.1288 |
1.1190 |
|
| R2 |
1.1257 |
1.1257 |
1.1184 |
|
| R1 |
1.1214 |
1.1214 |
1.1177 |
1.1198 |
| PP |
1.1183 |
1.1183 |
1.1183 |
1.1175 |
| S1 |
1.1140 |
1.1140 |
1.1163 |
1.1124 |
| S2 |
1.1109 |
1.1109 |
1.1156 |
|
| S3 |
1.1035 |
1.1066 |
1.1150 |
|
| S4 |
1.0961 |
1.0992 |
1.1129 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1504 |
1.1448 |
1.1231 |
|
| R3 |
1.1393 |
1.1337 |
1.1201 |
|
| R2 |
1.1282 |
1.1282 |
1.1190 |
|
| R1 |
1.1226 |
1.1226 |
1.1180 |
1.1254 |
| PP |
1.1171 |
1.1171 |
1.1171 |
1.1185 |
| S1 |
1.1115 |
1.1115 |
1.1160 |
1.1143 |
| S2 |
1.1060 |
1.1060 |
1.1150 |
|
| S3 |
1.0949 |
1.1004 |
1.1139 |
|
| S4 |
1.0838 |
1.0893 |
1.1109 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1227 |
1.1116 |
0.0111 |
1.0% |
0.0049 |
0.4% |
49% |
True |
False |
831 |
| 10 |
1.1292 |
1.1116 |
0.0177 |
1.6% |
0.0040 |
0.4% |
31% |
False |
False |
432 |
| 20 |
1.1292 |
1.1018 |
0.0274 |
2.5% |
0.0034 |
0.3% |
55% |
False |
False |
269 |
| 40 |
1.1292 |
1.0895 |
0.0397 |
3.6% |
0.0032 |
0.3% |
69% |
False |
False |
224 |
| 60 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0031 |
0.3% |
75% |
False |
False |
236 |
| 80 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0026 |
0.2% |
75% |
False |
False |
223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1541 |
|
2.618 |
1.1420 |
|
1.618 |
1.1346 |
|
1.000 |
1.1301 |
|
0.618 |
1.1272 |
|
HIGH |
1.1227 |
|
0.618 |
1.1198 |
|
0.500 |
1.1190 |
|
0.382 |
1.1181 |
|
LOW |
1.1153 |
|
0.618 |
1.1107 |
|
1.000 |
1.1079 |
|
1.618 |
1.1033 |
|
2.618 |
1.0959 |
|
4.250 |
1.0838 |
|
|
| Fisher Pivots for day following 06-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1190 |
1.1178 |
| PP |
1.1183 |
1.1176 |
| S1 |
1.1177 |
1.1173 |
|