CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 30-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2024 |
30-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1244 |
1.1241 |
-0.0003 |
0.0% |
1.1231 |
| High |
1.1273 |
1.1278 |
0.0005 |
0.0% |
1.1282 |
| Low |
1.1196 |
1.1188 |
-0.0008 |
-0.1% |
1.1155 |
| Close |
1.1237 |
1.1205 |
-0.0033 |
-0.3% |
1.1237 |
| Range |
0.0078 |
0.0090 |
0.0013 |
16.1% |
0.0127 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
4.0% |
0.0000 |
| Volume |
658 |
1,101 |
443 |
67.3% |
4,503 |
|
| Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1493 |
1.1439 |
1.1254 |
|
| R3 |
1.1403 |
1.1349 |
1.1229 |
|
| R2 |
1.1313 |
1.1313 |
1.1221 |
|
| R1 |
1.1259 |
1.1259 |
1.1213 |
1.1241 |
| PP |
1.1223 |
1.1223 |
1.1223 |
1.1214 |
| S1 |
1.1169 |
1.1169 |
1.1196 |
1.1151 |
| S2 |
1.1133 |
1.1133 |
1.1188 |
|
| S3 |
1.1043 |
1.1079 |
1.1180 |
|
| S4 |
1.0953 |
1.0989 |
1.1155 |
|
|
| 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 |
1.1177 |
0.0106 |
0.9% |
0.0078 |
0.7% |
27% |
False |
False |
681 |
| 10 |
1.1282 |
1.1143 |
0.0139 |
1.2% |
0.0073 |
0.6% |
44% |
False |
False |
694 |
| 20 |
1.1282 |
1.1091 |
0.0191 |
1.7% |
0.0055 |
0.5% |
59% |
False |
False |
714 |
| 40 |
1.1292 |
1.0992 |
0.0300 |
2.7% |
0.0043 |
0.4% |
71% |
False |
False |
458 |
| 60 |
1.1292 |
1.0895 |
0.0397 |
3.5% |
0.0037 |
0.3% |
78% |
False |
False |
323 |
| 80 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0035 |
0.3% |
82% |
False |
False |
325 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0030 |
0.3% |
82% |
False |
False |
281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1660 |
|
2.618 |
1.1513 |
|
1.618 |
1.1423 |
|
1.000 |
1.1368 |
|
0.618 |
1.1333 |
|
HIGH |
1.1278 |
|
0.618 |
1.1243 |
|
0.500 |
1.1233 |
|
0.382 |
1.1222 |
|
LOW |
1.1188 |
|
0.618 |
1.1132 |
|
1.000 |
1.1098 |
|
1.618 |
1.1042 |
|
2.618 |
1.0952 |
|
4.250 |
1.0805 |
|
|
| Fisher Pivots for day following 30-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1233 |
1.1233 |
| PP |
1.1223 |
1.1223 |
| S1 |
1.1214 |
1.1214 |
|