CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 10-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2024 |
10-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1051 |
1.1013 |
-0.0039 |
-0.3% |
1.1241 |
| High |
1.1051 |
1.1025 |
-0.0026 |
-0.2% |
1.1278 |
| Low |
1.1012 |
1.0975 |
-0.0037 |
-0.3% |
1.1027 |
| Close |
1.1012 |
1.0996 |
-0.0017 |
-0.1% |
1.1048 |
| Range |
0.0039 |
0.0050 |
0.0011 |
28.2% |
0.0251 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
293 |
483 |
190 |
64.8% |
3,362 |
|
| Daily Pivots for day following 10-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1149 |
1.1122 |
1.1023 |
|
| R3 |
1.1099 |
1.1072 |
1.1009 |
|
| R2 |
1.1049 |
1.1049 |
1.1005 |
|
| R1 |
1.1022 |
1.1022 |
1.1000 |
1.1010 |
| PP |
1.0999 |
1.0999 |
1.0999 |
1.0993 |
| S1 |
1.0972 |
1.0972 |
1.0991 |
1.0960 |
| S2 |
1.0949 |
1.0949 |
1.0986 |
|
| S3 |
1.0899 |
1.0922 |
1.0982 |
|
| S4 |
1.0849 |
1.0872 |
1.0968 |
|
|
| 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 |
1.1110 |
1.0975 |
0.0135 |
1.2% |
0.0046 |
0.4% |
15% |
False |
True |
505 |
| 10 |
1.1278 |
1.0975 |
0.0303 |
2.8% |
0.0057 |
0.5% |
7% |
False |
True |
563 |
| 20 |
1.1282 |
1.0975 |
0.0307 |
2.8% |
0.0060 |
0.5% |
7% |
False |
True |
548 |
| 40 |
1.1292 |
1.0975 |
0.0317 |
2.9% |
0.0047 |
0.4% |
6% |
False |
True |
464 |
| 60 |
1.1292 |
1.0895 |
0.0397 |
3.6% |
0.0041 |
0.4% |
25% |
False |
False |
379 |
| 80 |
1.1292 |
1.0817 |
0.0475 |
4.3% |
0.0037 |
0.3% |
38% |
False |
False |
336 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0033 |
0.3% |
38% |
False |
False |
318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1238 |
|
2.618 |
1.1156 |
|
1.618 |
1.1106 |
|
1.000 |
1.1075 |
|
0.618 |
1.1056 |
|
HIGH |
1.1025 |
|
0.618 |
1.1006 |
|
0.500 |
1.1000 |
|
0.382 |
1.0994 |
|
LOW |
1.0975 |
|
0.618 |
1.0944 |
|
1.000 |
1.0925 |
|
1.618 |
1.0894 |
|
2.618 |
1.0844 |
|
4.250 |
1.0763 |
|
|
| Fisher Pivots for day following 10-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1000 |
1.1021 |
| PP |
1.0999 |
1.1012 |
| S1 |
1.0997 |
1.1004 |
|