CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 18-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2024 |
18-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1203 |
1.1198 |
-0.0005 |
0.0% |
1.1123 |
| High |
1.1216 |
1.1260 |
0.0045 |
0.4% |
1.1170 |
| Low |
1.1185 |
1.1180 |
-0.0006 |
0.0% |
1.1091 |
| Close |
1.1198 |
1.1221 |
0.0023 |
0.2% |
1.1154 |
| Range |
0.0031 |
0.0081 |
0.0050 |
163.9% |
0.0079 |
| ATR |
0.0043 |
0.0046 |
0.0003 |
6.1% |
0.0000 |
| Volume |
305 |
283 |
-22 |
-7.2% |
3,138 |
|
| Daily Pivots for day following 18-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1462 |
1.1422 |
1.1265 |
|
| R3 |
1.1381 |
1.1341 |
1.1243 |
|
| R2 |
1.1301 |
1.1301 |
1.1236 |
|
| R1 |
1.1261 |
1.1261 |
1.1228 |
1.1281 |
| PP |
1.1220 |
1.1220 |
1.1220 |
1.1230 |
| S1 |
1.1180 |
1.1180 |
1.1214 |
1.1200 |
| S2 |
1.1140 |
1.1140 |
1.1206 |
|
| S3 |
1.1059 |
1.1100 |
1.1199 |
|
| S4 |
1.0979 |
1.1019 |
1.1177 |
|
|
| 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 |
1.1260 |
1.1100 |
0.0160 |
1.4% |
0.0043 |
0.4% |
76% |
True |
False |
174 |
| 10 |
1.1260 |
1.1091 |
0.0169 |
1.5% |
0.0039 |
0.3% |
77% |
True |
False |
694 |
| 20 |
1.1292 |
1.1091 |
0.0201 |
1.8% |
0.0037 |
0.3% |
65% |
False |
False |
413 |
| 40 |
1.1292 |
1.0895 |
0.0397 |
3.5% |
0.0035 |
0.3% |
82% |
False |
False |
313 |
| 60 |
1.1292 |
1.0820 |
0.0473 |
4.2% |
0.0030 |
0.3% |
85% |
False |
False |
233 |
| 80 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0028 |
0.3% |
85% |
False |
False |
260 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0025 |
0.2% |
85% |
False |
False |
226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1602 |
|
2.618 |
1.1471 |
|
1.618 |
1.1390 |
|
1.000 |
1.1341 |
|
0.618 |
1.1310 |
|
HIGH |
1.1260 |
|
0.618 |
1.1229 |
|
0.500 |
1.1220 |
|
0.382 |
1.1210 |
|
LOW |
1.1180 |
|
0.618 |
1.1130 |
|
1.000 |
1.1099 |
|
1.618 |
1.1049 |
|
2.618 |
1.0969 |
|
4.250 |
1.0837 |
|
|
| Fisher Pivots for day following 18-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1221 |
1.1217 |
| PP |
1.1220 |
1.1213 |
| S1 |
1.1220 |
1.1209 |
|