CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 26-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2024 |
26-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1260 |
1.1205 |
-0.0056 |
-0.5% |
1.1158 |
| High |
1.1282 |
1.1253 |
-0.0029 |
-0.3% |
1.1260 |
| Low |
1.1192 |
1.1196 |
0.0004 |
0.0% |
1.1143 |
| Close |
1.1204 |
1.1250 |
0.0046 |
0.4% |
1.1233 |
| Range |
0.0090 |
0.0057 |
-0.0033 |
-36.7% |
0.0117 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.1% |
0.0000 |
| Volume |
626 |
438 |
-188 |
-30.0% |
1,425 |
|
| Daily Pivots for day following 26-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1404 |
1.1384 |
1.1281 |
|
| R3 |
1.1347 |
1.1327 |
1.1265 |
|
| R2 |
1.1290 |
1.1290 |
1.1260 |
|
| R1 |
1.1270 |
1.1270 |
1.1255 |
1.1280 |
| PP |
1.1233 |
1.1233 |
1.1233 |
1.1238 |
| S1 |
1.1213 |
1.1213 |
1.1244 |
1.1223 |
| S2 |
1.1176 |
1.1176 |
1.1239 |
|
| S3 |
1.1119 |
1.1156 |
1.1234 |
|
| S4 |
1.1062 |
1.1099 |
1.1218 |
|
|
| 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 |
1.1282 |
1.1155 |
0.0127 |
1.1% |
0.0068 |
0.6% |
74% |
False |
False |
841 |
| 10 |
1.1282 |
1.1143 |
0.0139 |
1.2% |
0.0062 |
0.6% |
77% |
False |
False |
533 |
| 20 |
1.1282 |
1.1091 |
0.0191 |
1.7% |
0.0050 |
0.4% |
83% |
False |
False |
628 |
| 40 |
1.1292 |
1.0895 |
0.0397 |
3.5% |
0.0042 |
0.4% |
89% |
False |
False |
425 |
| 60 |
1.1292 |
1.0886 |
0.0406 |
3.6% |
0.0035 |
0.3% |
90% |
False |
False |
297 |
| 80 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0033 |
0.3% |
91% |
False |
False |
306 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0028 |
0.3% |
91% |
False |
False |
263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1495 |
|
2.618 |
1.1402 |
|
1.618 |
1.1345 |
|
1.000 |
1.1310 |
|
0.618 |
1.1288 |
|
HIGH |
1.1253 |
|
0.618 |
1.1231 |
|
0.500 |
1.1225 |
|
0.382 |
1.1218 |
|
LOW |
1.1196 |
|
0.618 |
1.1161 |
|
1.000 |
1.1139 |
|
1.618 |
1.1104 |
|
2.618 |
1.1047 |
|
4.250 |
1.0954 |
|
|
| Fisher Pivots for day following 26-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1241 |
1.1243 |
| PP |
1.1233 |
1.1236 |
| S1 |
1.1225 |
1.1229 |
|