CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 16-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2024 |
16-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1163 |
1.1158 |
-0.0005 |
0.0% |
1.1123 |
| High |
1.1170 |
1.1206 |
0.0036 |
0.3% |
1.1170 |
| Low |
1.1152 |
1.1158 |
0.0006 |
0.1% |
1.1091 |
| Close |
1.1154 |
1.1196 |
0.0042 |
0.4% |
1.1154 |
| Range |
0.0018 |
0.0048 |
0.0030 |
163.9% |
0.0079 |
| ATR |
0.0044 |
0.0044 |
0.0001 |
1.3% |
0.0000 |
| Volume |
60 |
84 |
24 |
40.0% |
3,138 |
|
| Daily Pivots for day following 16-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1329 |
1.1310 |
1.1222 |
|
| R3 |
1.1282 |
1.1263 |
1.1209 |
|
| R2 |
1.1234 |
1.1234 |
1.1205 |
|
| R1 |
1.1215 |
1.1215 |
1.1200 |
1.1225 |
| PP |
1.1187 |
1.1187 |
1.1187 |
1.1191 |
| S1 |
1.1168 |
1.1168 |
1.1192 |
1.1177 |
| S2 |
1.1139 |
1.1139 |
1.1187 |
|
| S3 |
1.1092 |
1.1120 |
1.1183 |
|
| S4 |
1.1044 |
1.1073 |
1.1170 |
|
|
| 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 |
1.1206 |
1.1091 |
0.0115 |
1.0% |
0.0033 |
0.3% |
92% |
True |
False |
601 |
| 10 |
1.1227 |
1.1091 |
0.0136 |
1.2% |
0.0037 |
0.3% |
77% |
False |
False |
734 |
| 20 |
1.1292 |
1.1091 |
0.0201 |
1.8% |
0.0033 |
0.3% |
52% |
False |
False |
388 |
| 40 |
1.1292 |
1.0895 |
0.0397 |
3.5% |
0.0033 |
0.3% |
76% |
False |
False |
298 |
| 60 |
1.1292 |
1.0817 |
0.0475 |
4.2% |
0.0029 |
0.3% |
80% |
False |
False |
242 |
| 80 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0027 |
0.2% |
80% |
False |
False |
258 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0024 |
0.2% |
80% |
False |
False |
220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1407 |
|
2.618 |
1.1330 |
|
1.618 |
1.1282 |
|
1.000 |
1.1253 |
|
0.618 |
1.1235 |
|
HIGH |
1.1206 |
|
0.618 |
1.1187 |
|
0.500 |
1.1182 |
|
0.382 |
1.1176 |
|
LOW |
1.1158 |
|
0.618 |
1.1129 |
|
1.000 |
1.1111 |
|
1.618 |
1.1081 |
|
2.618 |
1.1034 |
|
4.250 |
1.0956 |
|
|
| Fisher Pivots for day following 16-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1191 |
1.1182 |
| PP |
1.1187 |
1.1167 |
| S1 |
1.1182 |
1.1153 |
|