CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 12-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2024 |
12-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1126 |
1.1105 |
-0.0021 |
-0.2% |
1.1141 |
| High |
1.1129 |
1.1141 |
0.0012 |
0.1% |
1.1227 |
| Low |
1.1091 |
1.1100 |
0.0009 |
0.1% |
1.1116 |
| Close |
1.1103 |
1.1141 |
0.0038 |
0.3% |
1.1170 |
| Range |
0.0038 |
0.0041 |
0.0003 |
6.6% |
0.0111 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
1,689 |
141 |
-1,548 |
-91.7% |
4,119 |
|
| Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1249 |
1.1235 |
1.1163 |
|
| R3 |
1.1208 |
1.1195 |
1.1152 |
|
| R2 |
1.1168 |
1.1168 |
1.1148 |
|
| R1 |
1.1154 |
1.1154 |
1.1144 |
1.1161 |
| PP |
1.1127 |
1.1127 |
1.1127 |
1.1130 |
| S1 |
1.1114 |
1.1114 |
1.1137 |
1.1120 |
| S2 |
1.1087 |
1.1087 |
1.1133 |
|
| S3 |
1.1046 |
1.1073 |
1.1129 |
|
| S4 |
1.1006 |
1.1033 |
1.1118 |
|
|
| 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% |
0.0036 |
0.3% |
37% |
False |
False |
1,031 |
| 10 |
1.1227 |
1.1091 |
0.0136 |
1.2% |
0.0037 |
0.3% |
37% |
False |
False |
723 |
| 20 |
1.1292 |
1.1057 |
0.0236 |
2.1% |
0.0034 |
0.3% |
36% |
False |
False |
381 |
| 40 |
1.1292 |
1.0895 |
0.0397 |
3.6% |
0.0032 |
0.3% |
62% |
False |
False |
295 |
| 60 |
1.1292 |
1.0817 |
0.0475 |
4.3% |
0.0029 |
0.3% |
68% |
False |
False |
265 |
| 80 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0026 |
0.2% |
68% |
False |
False |
261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1313 |
|
2.618 |
1.1247 |
|
1.618 |
1.1206 |
|
1.000 |
1.1181 |
|
0.618 |
1.1166 |
|
HIGH |
1.1141 |
|
0.618 |
1.1125 |
|
0.500 |
1.1120 |
|
0.382 |
1.1115 |
|
LOW |
1.1100 |
|
0.618 |
1.1075 |
|
1.000 |
1.1060 |
|
1.618 |
1.1034 |
|
2.618 |
1.0994 |
|
4.250 |
1.0928 |
|
|
| Fisher Pivots for day following 12-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1134 |
1.1132 |
| PP |
1.1127 |
1.1124 |
| S1 |
1.1120 |
1.1116 |
|