CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 08-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2024 |
08-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1048 |
1.1053 |
0.0006 |
0.0% |
1.1241 |
| High |
1.1061 |
1.1066 |
0.0005 |
0.0% |
1.1278 |
| Low |
1.1032 |
1.1039 |
0.0007 |
0.1% |
1.1027 |
| Close |
1.1046 |
1.1047 |
0.0002 |
0.0% |
1.1048 |
| Range |
0.0029 |
0.0027 |
-0.0002 |
-6.9% |
0.0251 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
496 |
346 |
-150 |
-30.2% |
3,362 |
|
| Daily Pivots for day following 08-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1132 |
1.1116 |
1.1062 |
|
| R3 |
1.1105 |
1.1089 |
1.1054 |
|
| R2 |
1.1078 |
1.1078 |
1.1052 |
|
| R1 |
1.1062 |
1.1062 |
1.1049 |
1.1057 |
| PP |
1.1051 |
1.1051 |
1.1051 |
1.1048 |
| S1 |
1.1035 |
1.1035 |
1.1045 |
1.1030 |
| S2 |
1.1024 |
1.1024 |
1.1042 |
|
| S3 |
1.0997 |
1.1008 |
1.1040 |
|
| S4 |
1.0970 |
1.0981 |
1.1032 |
|
|
| 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 |
1.1151 |
1.1027 |
0.0124 |
1.1% |
0.0045 |
0.4% |
17% |
False |
False |
482 |
| 10 |
1.1282 |
1.1027 |
0.0256 |
2.3% |
0.0063 |
0.6% |
8% |
False |
False |
592 |
| 20 |
1.1282 |
1.1027 |
0.0256 |
2.3% |
0.0059 |
0.5% |
8% |
False |
False |
601 |
| 40 |
1.1292 |
1.1025 |
0.0268 |
2.4% |
0.0047 |
0.4% |
8% |
False |
False |
447 |
| 60 |
1.1292 |
1.0895 |
0.0397 |
3.6% |
0.0040 |
0.4% |
38% |
False |
False |
368 |
| 80 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0037 |
0.3% |
49% |
False |
False |
327 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0033 |
0.3% |
49% |
False |
False |
311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1181 |
|
2.618 |
1.1137 |
|
1.618 |
1.1110 |
|
1.000 |
1.1093 |
|
0.618 |
1.1083 |
|
HIGH |
1.1066 |
|
0.618 |
1.1056 |
|
0.500 |
1.1053 |
|
0.382 |
1.1049 |
|
LOW |
1.1039 |
|
0.618 |
1.1022 |
|
1.000 |
1.1012 |
|
1.618 |
1.0995 |
|
2.618 |
1.0968 |
|
4.250 |
1.0924 |
|
|
| Fisher Pivots for day following 08-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1053 |
1.1068 |
| PP |
1.1051 |
1.1061 |
| S1 |
1.1049 |
1.1054 |
|