CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 24-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2024 |
24-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1231 |
1.1183 |
-0.0049 |
-0.4% |
1.1158 |
| High |
1.1231 |
1.1251 |
0.0020 |
0.2% |
1.1260 |
| Low |
1.1155 |
1.1177 |
0.0022 |
0.2% |
1.1143 |
| Close |
1.1187 |
1.1237 |
0.0050 |
0.4% |
1.1233 |
| Range |
0.0076 |
0.0075 |
-0.0002 |
-2.0% |
0.0117 |
| ATR |
0.0052 |
0.0053 |
0.0002 |
3.1% |
0.0000 |
| Volume |
2,195 |
586 |
-1,609 |
-73.3% |
1,425 |
|
| Daily Pivots for day following 24-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1445 |
1.1415 |
1.1277 |
|
| R3 |
1.1370 |
1.1341 |
1.1257 |
|
| R2 |
1.1296 |
1.1296 |
1.1250 |
|
| R1 |
1.1266 |
1.1266 |
1.1243 |
1.1281 |
| PP |
1.1221 |
1.1221 |
1.1221 |
1.1229 |
| S1 |
1.1192 |
1.1192 |
1.1230 |
1.1207 |
| S2 |
1.1147 |
1.1147 |
1.1223 |
|
| S3 |
1.1072 |
1.1117 |
1.1216 |
|
| S4 |
1.0998 |
1.1043 |
1.1196 |
|
|
| 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% |
0.0076 |
0.7% |
80% |
False |
False |
763 |
| 10 |
1.1260 |
1.1091 |
0.0169 |
1.5% |
0.0055 |
0.5% |
86% |
False |
False |
609 |
| 20 |
1.1281 |
1.1091 |
0.0190 |
1.7% |
0.0045 |
0.4% |
77% |
False |
False |
579 |
| 40 |
1.1292 |
1.0895 |
0.0397 |
3.5% |
0.0040 |
0.4% |
86% |
False |
False |
399 |
| 60 |
1.1292 |
1.0865 |
0.0428 |
3.8% |
0.0033 |
0.3% |
87% |
False |
False |
282 |
| 80 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0032 |
0.3% |
88% |
False |
False |
299 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0027 |
0.2% |
88% |
False |
False |
261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1568 |
|
2.618 |
1.1446 |
|
1.618 |
1.1372 |
|
1.000 |
1.1326 |
|
0.618 |
1.1297 |
|
HIGH |
1.1251 |
|
0.618 |
1.1223 |
|
0.500 |
1.1214 |
|
0.382 |
1.1205 |
|
LOW |
1.1177 |
|
0.618 |
1.1130 |
|
1.000 |
1.1102 |
|
1.618 |
1.1056 |
|
2.618 |
1.0981 |
|
4.250 |
1.0860 |
|
|
| Fisher Pivots for day following 24-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1229 |
1.1225 |
| PP |
1.1221 |
1.1214 |
| S1 |
1.1214 |
1.1203 |
|