CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 01-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2024 |
01-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1241 |
1.1208 |
-0.0033 |
-0.3% |
1.1231 |
| High |
1.1278 |
1.1214 |
-0.0064 |
-0.6% |
1.1282 |
| Low |
1.1188 |
1.1120 |
-0.0068 |
-0.6% |
1.1155 |
| Close |
1.1205 |
1.1144 |
-0.0061 |
-0.5% |
1.1237 |
| Range |
0.0090 |
0.0094 |
0.0004 |
4.4% |
0.0127 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
4.1% |
0.0000 |
| Volume |
1,101 |
691 |
-410 |
-37.2% |
4,503 |
|
| Daily Pivots for day following 01-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1441 |
1.1387 |
1.1196 |
|
| R3 |
1.1347 |
1.1293 |
1.1170 |
|
| R2 |
1.1253 |
1.1253 |
1.1161 |
|
| R1 |
1.1199 |
1.1199 |
1.1153 |
1.1179 |
| PP |
1.1159 |
1.1159 |
1.1159 |
1.1150 |
| S1 |
1.1105 |
1.1105 |
1.1135 |
1.1085 |
| S2 |
1.1065 |
1.1065 |
1.1127 |
|
| S3 |
1.0971 |
1.1011 |
1.1118 |
|
| S4 |
1.0877 |
1.0917 |
1.1092 |
|
|
| 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 |
1.1120 |
0.0162 |
1.5% |
0.0082 |
0.7% |
15% |
False |
True |
702 |
| 10 |
1.1282 |
1.1120 |
0.0162 |
1.5% |
0.0079 |
0.7% |
15% |
False |
True |
733 |
| 20 |
1.1282 |
1.1091 |
0.0191 |
1.7% |
0.0057 |
0.5% |
28% |
False |
False |
704 |
| 40 |
1.1292 |
1.0992 |
0.0300 |
2.7% |
0.0044 |
0.4% |
51% |
False |
False |
459 |
| 60 |
1.1292 |
1.0895 |
0.0397 |
3.6% |
0.0038 |
0.3% |
63% |
False |
False |
333 |
| 80 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0037 |
0.3% |
69% |
False |
False |
334 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0031 |
0.3% |
69% |
False |
False |
288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1614 |
|
2.618 |
1.1460 |
|
1.618 |
1.1366 |
|
1.000 |
1.1308 |
|
0.618 |
1.1272 |
|
HIGH |
1.1214 |
|
0.618 |
1.1178 |
|
0.500 |
1.1167 |
|
0.382 |
1.1156 |
|
LOW |
1.1120 |
|
0.618 |
1.1062 |
|
1.000 |
1.1026 |
|
1.618 |
1.0968 |
|
2.618 |
1.0874 |
|
4.250 |
1.0721 |
|
|
| Fisher Pivots for day following 01-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1167 |
1.1199 |
| PP |
1.1159 |
1.1181 |
| S1 |
1.1152 |
1.1162 |
|