CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 04-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2024 |
04-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1119 |
1.1105 |
-0.0015 |
-0.1% |
1.1241 |
| High |
1.1119 |
1.1110 |
-0.0009 |
-0.1% |
1.1278 |
| Low |
1.1079 |
1.1027 |
-0.0052 |
-0.5% |
1.1027 |
| Close |
1.1098 |
1.1048 |
-0.0050 |
-0.5% |
1.1048 |
| Range |
0.0041 |
0.0084 |
0.0043 |
106.2% |
0.0251 |
| ATR |
0.0060 |
0.0061 |
0.0002 |
2.9% |
0.0000 |
| Volume |
413 |
909 |
496 |
120.1% |
3,362 |
|
| Daily Pivots for day following 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1312 |
1.1263 |
1.1093 |
|
| R3 |
1.1228 |
1.1180 |
1.1070 |
|
| R2 |
1.1145 |
1.1145 |
1.1063 |
|
| R1 |
1.1096 |
1.1096 |
1.1055 |
1.1079 |
| PP |
1.1061 |
1.1061 |
1.1061 |
1.1053 |
| S1 |
1.1013 |
1.1013 |
1.1040 |
1.0995 |
| S2 |
1.0978 |
1.0978 |
1.1032 |
|
| S3 |
1.0894 |
1.0929 |
1.1025 |
|
| S4 |
1.0811 |
1.0846 |
1.1002 |
|
|
| Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1870 |
1.1710 |
1.1186 |
|
| R3 |
1.1619 |
1.1459 |
1.1117 |
|
| R2 |
1.1368 |
1.1368 |
1.1094 |
|
| R1 |
1.1208 |
1.1208 |
1.1071 |
1.1163 |
| PP |
1.1117 |
1.1117 |
1.1117 |
1.1095 |
| S1 |
1.0957 |
1.0957 |
1.1024 |
1.0912 |
| S2 |
1.0866 |
1.0866 |
1.1001 |
|
| S3 |
1.0615 |
1.0706 |
1.0978 |
|
| S4 |
1.0364 |
1.0455 |
1.0909 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1278 |
1.1027 |
0.0251 |
2.3% |
0.0070 |
0.6% |
8% |
False |
True |
672 |
| 10 |
1.1282 |
1.1027 |
0.0256 |
2.3% |
0.0073 |
0.7% |
8% |
False |
True |
786 |
| 20 |
1.1282 |
1.1027 |
0.0256 |
2.3% |
0.0058 |
0.5% |
8% |
False |
True |
621 |
| 40 |
1.1292 |
1.1018 |
0.0274 |
2.5% |
0.0046 |
0.4% |
11% |
False |
False |
445 |
| 60 |
1.1292 |
1.0895 |
0.0397 |
3.6% |
0.0040 |
0.4% |
38% |
False |
False |
356 |
| 80 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0037 |
0.3% |
49% |
False |
False |
332 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0032 |
0.3% |
49% |
False |
False |
303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1465 |
|
2.618 |
1.1329 |
|
1.618 |
1.1245 |
|
1.000 |
1.1194 |
|
0.618 |
1.1162 |
|
HIGH |
1.1110 |
|
0.618 |
1.1078 |
|
0.500 |
1.1068 |
|
0.382 |
1.1058 |
|
LOW |
1.1027 |
|
0.618 |
1.0975 |
|
1.000 |
1.0943 |
|
1.618 |
1.0891 |
|
2.618 |
1.0808 |
|
4.250 |
1.0672 |
|
|
| Fisher Pivots for day following 04-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1068 |
1.1089 |
| PP |
1.1061 |
1.1075 |
| S1 |
1.1054 |
1.1061 |
|