CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 09-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2024 |
09-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1203 |
1.1123 |
-0.0080 |
-0.7% |
1.1141 |
| High |
1.1227 |
1.1127 |
-0.0100 |
-0.9% |
1.1227 |
| Low |
1.1153 |
1.1123 |
-0.0030 |
-0.3% |
1.1116 |
| Close |
1.1170 |
1.1127 |
-0.0044 |
-0.4% |
1.1170 |
| Range |
0.0074 |
0.0004 |
-0.0070 |
-94.6% |
0.0111 |
| ATR |
0.0047 |
0.0047 |
0.0000 |
0.0% |
0.0000 |
| Volume |
2,077 |
213 |
-1,864 |
-89.7% |
4,119 |
|
| Daily Pivots for day following 09-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1138 |
1.1136 |
1.1129 |
|
| R3 |
1.1134 |
1.1132 |
1.1128 |
|
| R2 |
1.1130 |
1.1130 |
1.1127 |
|
| R1 |
1.1128 |
1.1128 |
1.1127 |
1.1129 |
| PP |
1.1126 |
1.1126 |
1.1126 |
1.1126 |
| S1 |
1.1124 |
1.1124 |
1.1126 |
1.1125 |
| S2 |
1.1122 |
1.1122 |
1.1126 |
|
| S3 |
1.1118 |
1.1120 |
1.1125 |
|
| S4 |
1.1114 |
1.1116 |
1.1124 |
|
|
| 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% |
0.0042 |
0.4% |
10% |
False |
False |
866 |
| 10 |
1.1281 |
1.1116 |
0.0165 |
1.5% |
0.0033 |
0.3% |
7% |
False |
False |
450 |
| 20 |
1.1292 |
1.1025 |
0.0268 |
2.4% |
0.0033 |
0.3% |
38% |
False |
False |
280 |
| 40 |
1.1292 |
1.0895 |
0.0397 |
3.6% |
0.0031 |
0.3% |
58% |
False |
False |
228 |
| 60 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0030 |
0.3% |
66% |
False |
False |
224 |
| 80 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0026 |
0.2% |
66% |
False |
False |
226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1144 |
|
2.618 |
1.1137 |
|
1.618 |
1.1133 |
|
1.000 |
1.1131 |
|
0.618 |
1.1129 |
|
HIGH |
1.1127 |
|
0.618 |
1.1125 |
|
0.500 |
1.1125 |
|
0.382 |
1.1125 |
|
LOW |
1.1123 |
|
0.618 |
1.1121 |
|
1.000 |
1.1119 |
|
1.618 |
1.1117 |
|
2.618 |
1.1113 |
|
4.250 |
1.1106 |
|
|
| Fisher Pivots for day following 09-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1126 |
1.1175 |
| PP |
1.1126 |
1.1159 |
| S1 |
1.1125 |
1.1143 |
|