CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 03-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2024 |
03-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1141 |
1.1119 |
-0.0022 |
-0.2% |
1.1231 |
| High |
1.1151 |
1.1119 |
-0.0032 |
-0.3% |
1.1282 |
| Low |
1.1107 |
1.1079 |
-0.0029 |
-0.3% |
1.1155 |
| Close |
1.1111 |
1.1098 |
-0.0013 |
-0.1% |
1.1237 |
| Range |
0.0044 |
0.0041 |
-0.0003 |
-6.9% |
0.0127 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
248 |
413 |
165 |
66.5% |
4,503 |
|
| Daily Pivots for day following 03-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1220 |
1.1199 |
1.1120 |
|
| R3 |
1.1179 |
1.1159 |
1.1109 |
|
| R2 |
1.1139 |
1.1139 |
1.1105 |
|
| R1 |
1.1118 |
1.1118 |
1.1101 |
1.1108 |
| PP |
1.1098 |
1.1098 |
1.1098 |
1.1093 |
| S1 |
1.1078 |
1.1078 |
1.1094 |
1.1068 |
| S2 |
1.1058 |
1.1058 |
1.1090 |
|
| S3 |
1.1017 |
1.1037 |
1.1086 |
|
| S4 |
1.0977 |
1.0997 |
1.1075 |
|
|
| 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 |
1.1278 |
1.1079 |
0.0199 |
1.8% |
0.0069 |
0.6% |
10% |
False |
True |
622 |
| 10 |
1.1282 |
1.1079 |
0.0204 |
1.8% |
0.0069 |
0.6% |
9% |
False |
True |
732 |
| 20 |
1.1282 |
1.1079 |
0.0204 |
1.8% |
0.0057 |
0.5% |
9% |
False |
True |
679 |
| 40 |
1.1292 |
1.0992 |
0.0300 |
2.7% |
0.0045 |
0.4% |
35% |
False |
False |
442 |
| 60 |
1.1292 |
1.0895 |
0.0397 |
3.6% |
0.0039 |
0.4% |
51% |
False |
False |
341 |
| 80 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0037 |
0.3% |
59% |
False |
False |
321 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0032 |
0.3% |
59% |
False |
False |
293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1291 |
|
2.618 |
1.1225 |
|
1.618 |
1.1185 |
|
1.000 |
1.1160 |
|
0.618 |
1.1144 |
|
HIGH |
1.1119 |
|
0.618 |
1.1104 |
|
0.500 |
1.1099 |
|
0.382 |
1.1094 |
|
LOW |
1.1079 |
|
0.618 |
1.1053 |
|
1.000 |
1.1038 |
|
1.618 |
1.1013 |
|
2.618 |
1.0972 |
|
4.250 |
1.0906 |
|
|
| Fisher Pivots for day following 03-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1099 |
1.1146 |
| PP |
1.1098 |
1.1130 |
| S1 |
1.1098 |
1.1114 |
|