CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 11-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2024 |
11-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1111 |
1.1126 |
0.0015 |
0.1% |
1.1141 |
| High |
1.1121 |
1.1129 |
0.0009 |
0.1% |
1.1227 |
| Low |
1.1100 |
1.1091 |
-0.0009 |
-0.1% |
1.1116 |
| Close |
1.1106 |
1.1103 |
-0.0003 |
0.0% |
1.1170 |
| Range |
0.0021 |
0.0038 |
0.0017 |
81.0% |
0.0111 |
| ATR |
0.0046 |
0.0045 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
1,035 |
1,689 |
654 |
63.2% |
4,119 |
|
| Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1222 |
1.1200 |
1.1124 |
|
| R3 |
1.1184 |
1.1162 |
1.1113 |
|
| R2 |
1.1146 |
1.1146 |
1.1110 |
|
| R1 |
1.1124 |
1.1124 |
1.1106 |
1.1116 |
| PP |
1.1108 |
1.1108 |
1.1108 |
1.1104 |
| S1 |
1.1086 |
1.1086 |
1.1100 |
1.1078 |
| S2 |
1.1070 |
1.1070 |
1.1096 |
|
| S3 |
1.1032 |
1.1048 |
1.1093 |
|
| S4 |
1.0994 |
1.1010 |
1.1082 |
|
|
| 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 |
1.1091 |
0.0136 |
1.2% |
0.0035 |
0.3% |
9% |
False |
True |
1,213 |
| 10 |
1.1238 |
1.1091 |
0.0147 |
1.3% |
0.0036 |
0.3% |
8% |
False |
True |
717 |
| 20 |
1.1292 |
1.1057 |
0.0236 |
2.1% |
0.0032 |
0.3% |
20% |
False |
False |
374 |
| 40 |
1.1292 |
1.0895 |
0.0397 |
3.6% |
0.0031 |
0.3% |
52% |
False |
False |
293 |
| 60 |
1.1292 |
1.0817 |
0.0475 |
4.3% |
0.0029 |
0.3% |
60% |
False |
False |
263 |
| 80 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0026 |
0.2% |
61% |
False |
False |
259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1291 |
|
2.618 |
1.1228 |
|
1.618 |
1.1190 |
|
1.000 |
1.1167 |
|
0.618 |
1.1152 |
|
HIGH |
1.1129 |
|
0.618 |
1.1114 |
|
0.500 |
1.1110 |
|
0.382 |
1.1106 |
|
LOW |
1.1091 |
|
0.618 |
1.1068 |
|
1.000 |
1.1053 |
|
1.618 |
1.1030 |
|
2.618 |
1.0992 |
|
4.250 |
1.0930 |
|
|
| Fisher Pivots for day following 11-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1110 |
1.1110 |
| PP |
1.1108 |
1.1108 |
| S1 |
1.1105 |
1.1105 |
|