CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 13-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2024 |
13-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1105 |
1.1163 |
0.0058 |
0.5% |
1.1123 |
| High |
1.1141 |
1.1170 |
0.0030 |
0.3% |
1.1170 |
| Low |
1.1100 |
1.1152 |
0.0052 |
0.5% |
1.1091 |
| Close |
1.1141 |
1.1154 |
0.0014 |
0.1% |
1.1154 |
| Range |
0.0041 |
0.0018 |
-0.0023 |
-55.6% |
0.0079 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
141 |
60 |
-81 |
-57.4% |
3,138 |
|
| Daily Pivots for day following 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1213 |
1.1201 |
1.1164 |
|
| R3 |
1.1195 |
1.1183 |
1.1159 |
|
| R2 |
1.1177 |
1.1177 |
1.1157 |
|
| R1 |
1.1165 |
1.1165 |
1.1156 |
1.1162 |
| PP |
1.1159 |
1.1159 |
1.1159 |
1.1157 |
| S1 |
1.1147 |
1.1147 |
1.1152 |
1.1144 |
| S2 |
1.1141 |
1.1141 |
1.1151 |
|
| S3 |
1.1123 |
1.1129 |
1.1149 |
|
| S4 |
1.1105 |
1.1111 |
1.1144 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1375 |
1.1344 |
1.1197 |
|
| R3 |
1.1296 |
1.1265 |
1.1176 |
|
| R2 |
1.1217 |
1.1217 |
1.1168 |
|
| R1 |
1.1186 |
1.1186 |
1.1161 |
1.1202 |
| PP |
1.1138 |
1.1138 |
1.1138 |
1.1146 |
| S1 |
1.1107 |
1.1107 |
1.1147 |
1.1123 |
| S2 |
1.1059 |
1.1059 |
1.1140 |
|
| S3 |
1.0980 |
1.1028 |
1.1132 |
|
| S4 |
1.0901 |
1.0949 |
1.1111 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1170 |
1.1091 |
0.0079 |
0.7% |
0.0024 |
0.2% |
80% |
True |
False |
627 |
| 10 |
1.1227 |
1.1091 |
0.0136 |
1.2% |
0.0037 |
0.3% |
46% |
False |
False |
729 |
| 20 |
1.1292 |
1.1077 |
0.0215 |
1.9% |
0.0033 |
0.3% |
36% |
False |
False |
384 |
| 40 |
1.1292 |
1.0895 |
0.0397 |
3.6% |
0.0032 |
0.3% |
65% |
False |
False |
297 |
| 60 |
1.1292 |
1.0817 |
0.0475 |
4.3% |
0.0029 |
0.3% |
71% |
False |
False |
266 |
| 80 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0027 |
0.2% |
71% |
False |
False |
260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1247 |
|
2.618 |
1.1217 |
|
1.618 |
1.1199 |
|
1.000 |
1.1188 |
|
0.618 |
1.1181 |
|
HIGH |
1.1170 |
|
0.618 |
1.1163 |
|
0.500 |
1.1161 |
|
0.382 |
1.1159 |
|
LOW |
1.1152 |
|
0.618 |
1.1141 |
|
1.000 |
1.1134 |
|
1.618 |
1.1123 |
|
2.618 |
1.1105 |
|
4.250 |
1.1076 |
|
|
| Fisher Pivots for day following 13-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1161 |
1.1146 |
| PP |
1.1159 |
1.1138 |
| S1 |
1.1156 |
1.1131 |
|