CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 23-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2024 |
23-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1229 |
1.1231 |
0.0002 |
0.0% |
1.1158 |
| High |
1.1250 |
1.1231 |
-0.0019 |
-0.2% |
1.1260 |
| Low |
1.1205 |
1.1155 |
-0.0050 |
-0.4% |
1.1143 |
| Close |
1.1233 |
1.1187 |
-0.0046 |
-0.4% |
1.1233 |
| Range |
0.0045 |
0.0076 |
0.0032 |
70.8% |
0.0117 |
| ATR |
0.0050 |
0.0052 |
0.0002 |
4.0% |
0.0000 |
| Volume |
364 |
2,195 |
1,831 |
503.0% |
1,425 |
|
| Daily Pivots for day following 23-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1419 |
1.1379 |
1.1228 |
|
| R3 |
1.1343 |
1.1303 |
1.1207 |
|
| R2 |
1.1267 |
1.1267 |
1.1200 |
|
| R1 |
1.1227 |
1.1227 |
1.1193 |
1.1209 |
| PP |
1.1191 |
1.1191 |
1.1191 |
1.1182 |
| S1 |
1.1151 |
1.1151 |
1.1180 |
1.1133 |
| S2 |
1.1115 |
1.1115 |
1.1173 |
|
| S3 |
1.1039 |
1.1075 |
1.1166 |
|
| S4 |
1.0963 |
1.0999 |
1.1145 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1563 |
1.1515 |
1.1297 |
|
| R3 |
1.1446 |
1.1398 |
1.1265 |
|
| R2 |
1.1329 |
1.1329 |
1.1254 |
|
| R1 |
1.1281 |
1.1281 |
1.1243 |
1.1305 |
| PP |
1.1212 |
1.1212 |
1.1212 |
1.1224 |
| S1 |
1.1164 |
1.1164 |
1.1222 |
1.1188 |
| S2 |
1.1095 |
1.1095 |
1.1211 |
|
| S3 |
1.0978 |
1.1047 |
1.1200 |
|
| S4 |
1.0861 |
1.0930 |
1.1168 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1260 |
1.1143 |
0.0117 |
1.0% |
0.0067 |
0.6% |
37% |
False |
False |
707 |
| 10 |
1.1260 |
1.1091 |
0.0169 |
1.5% |
0.0050 |
0.4% |
57% |
False |
False |
654 |
| 20 |
1.1281 |
1.1091 |
0.0190 |
1.7% |
0.0041 |
0.4% |
50% |
False |
False |
552 |
| 40 |
1.1292 |
1.0895 |
0.0397 |
3.5% |
0.0039 |
0.4% |
73% |
False |
False |
385 |
| 60 |
1.1292 |
1.0834 |
0.0458 |
4.1% |
0.0032 |
0.3% |
77% |
False |
False |
273 |
| 80 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0031 |
0.3% |
78% |
False |
False |
292 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0027 |
0.2% |
78% |
False |
False |
255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1554 |
|
2.618 |
1.1430 |
|
1.618 |
1.1354 |
|
1.000 |
1.1307 |
|
0.618 |
1.1278 |
|
HIGH |
1.1231 |
|
0.618 |
1.1202 |
|
0.500 |
1.1193 |
|
0.382 |
1.1184 |
|
LOW |
1.1155 |
|
0.618 |
1.1108 |
|
1.000 |
1.1079 |
|
1.618 |
1.1032 |
|
2.618 |
1.0956 |
|
4.250 |
1.0832 |
|
|
| Fisher Pivots for day following 23-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1193 |
1.1196 |
| PP |
1.1191 |
1.1193 |
| S1 |
1.1189 |
1.1190 |
|