CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 27-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2024 |
27-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1205 |
1.1244 |
0.0039 |
0.3% |
1.1231 |
| High |
1.1253 |
1.1273 |
0.0020 |
0.2% |
1.1282 |
| Low |
1.1196 |
1.1196 |
-0.0001 |
0.0% |
1.1155 |
| Close |
1.1250 |
1.1237 |
-0.0013 |
-0.1% |
1.1237 |
| Range |
0.0057 |
0.0078 |
0.0021 |
36.0% |
0.0127 |
| ATR |
0.0056 |
0.0058 |
0.0002 |
2.7% |
0.0000 |
| Volume |
438 |
658 |
220 |
50.2% |
4,503 |
|
| Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1468 |
1.1430 |
1.1280 |
|
| R3 |
1.1390 |
1.1352 |
1.1258 |
|
| R2 |
1.1313 |
1.1313 |
1.1251 |
|
| R1 |
1.1275 |
1.1275 |
1.1244 |
1.1255 |
| PP |
1.1235 |
1.1235 |
1.1235 |
1.1225 |
| S1 |
1.1197 |
1.1197 |
1.1230 |
1.1178 |
| S2 |
1.1158 |
1.1158 |
1.1223 |
|
| S3 |
1.1080 |
1.1120 |
1.1216 |
|
| S4 |
1.1003 |
1.1042 |
1.1194 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1606 |
1.1548 |
1.1307 |
|
| R3 |
1.1479 |
1.1421 |
1.1272 |
|
| R2 |
1.1352 |
1.1352 |
1.1260 |
|
| R1 |
1.1294 |
1.1294 |
1.1249 |
1.1323 |
| PP |
1.1225 |
1.1225 |
1.1225 |
1.1239 |
| S1 |
1.1167 |
1.1167 |
1.1225 |
1.1196 |
| S2 |
1.1098 |
1.1098 |
1.1214 |
|
| S3 |
1.0971 |
1.1040 |
1.1202 |
|
| S4 |
1.0844 |
1.0913 |
1.1167 |
|
|
| 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% |
0.0075 |
0.7% |
65% |
False |
False |
900 |
| 10 |
1.1282 |
1.1143 |
0.0139 |
1.2% |
0.0068 |
0.6% |
68% |
False |
False |
592 |
| 20 |
1.1282 |
1.1091 |
0.0191 |
1.7% |
0.0052 |
0.5% |
76% |
False |
False |
661 |
| 40 |
1.1292 |
1.0923 |
0.0370 |
3.3% |
0.0043 |
0.4% |
85% |
False |
False |
441 |
| 60 |
1.1292 |
1.0895 |
0.0397 |
3.5% |
0.0036 |
0.3% |
86% |
False |
False |
306 |
| 80 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0034 |
0.3% |
89% |
False |
False |
313 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0029 |
0.3% |
89% |
False |
False |
270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1602 |
|
2.618 |
1.1476 |
|
1.618 |
1.1398 |
|
1.000 |
1.1351 |
|
0.618 |
1.1321 |
|
HIGH |
1.1273 |
|
0.618 |
1.1243 |
|
0.500 |
1.1234 |
|
0.382 |
1.1225 |
|
LOW |
1.1196 |
|
0.618 |
1.1148 |
|
1.000 |
1.1118 |
|
1.618 |
1.1070 |
|
2.618 |
1.0993 |
|
4.250 |
1.0866 |
|
|
| Fisher Pivots for day following 27-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1236 |
1.1237 |
| PP |
1.1235 |
1.1237 |
| S1 |
1.1234 |
1.1237 |
|