CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 11-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2024 |
11-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1013 |
1.1008 |
-0.0005 |
0.0% |
1.1048 |
| High |
1.1025 |
1.1027 |
0.0002 |
0.0% |
1.1066 |
| Low |
1.0975 |
1.1000 |
0.0025 |
0.2% |
1.0975 |
| Close |
1.0996 |
1.1012 |
0.0017 |
0.2% |
1.1012 |
| Range |
0.0050 |
0.0027 |
-0.0023 |
-46.0% |
0.0091 |
| ATR |
0.0055 |
0.0053 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
483 |
233 |
-250 |
-51.8% |
1,851 |
|
| Daily Pivots for day following 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1094 |
1.1080 |
1.1027 |
|
| R3 |
1.1067 |
1.1053 |
1.1019 |
|
| R2 |
1.1040 |
1.1040 |
1.1017 |
|
| R1 |
1.1026 |
1.1026 |
1.1014 |
1.1033 |
| PP |
1.1013 |
1.1013 |
1.1013 |
1.1017 |
| S1 |
1.0999 |
1.0999 |
1.1010 |
1.1006 |
| S2 |
1.0986 |
1.0986 |
1.1007 |
|
| S3 |
1.0959 |
1.0972 |
1.1005 |
|
| S4 |
1.0932 |
1.0945 |
1.0997 |
|
|
| Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1291 |
1.1242 |
1.1062 |
|
| R3 |
1.1200 |
1.1151 |
1.1037 |
|
| R2 |
1.1109 |
1.1109 |
1.1029 |
|
| R1 |
1.1060 |
1.1060 |
1.1020 |
1.1039 |
| PP |
1.1018 |
1.1018 |
1.1018 |
1.1007 |
| S1 |
1.0969 |
1.0969 |
1.1004 |
1.0948 |
| S2 |
1.0927 |
1.0927 |
1.0995 |
|
| S3 |
1.0836 |
1.0878 |
1.0987 |
|
| S4 |
1.0745 |
1.0787 |
1.0962 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1066 |
1.0975 |
0.0091 |
0.8% |
0.0034 |
0.3% |
41% |
False |
False |
370 |
| 10 |
1.1278 |
1.0975 |
0.0303 |
2.7% |
0.0052 |
0.5% |
12% |
False |
False |
521 |
| 20 |
1.1282 |
1.0975 |
0.0307 |
2.8% |
0.0060 |
0.5% |
12% |
False |
False |
557 |
| 40 |
1.1292 |
1.0975 |
0.0317 |
2.9% |
0.0047 |
0.4% |
12% |
False |
False |
470 |
| 60 |
1.1292 |
1.0895 |
0.0397 |
3.6% |
0.0042 |
0.4% |
29% |
False |
False |
383 |
| 80 |
1.1292 |
1.0817 |
0.0475 |
4.3% |
0.0037 |
0.3% |
41% |
False |
False |
339 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0033 |
0.3% |
42% |
False |
False |
320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1142 |
|
2.618 |
1.1098 |
|
1.618 |
1.1071 |
|
1.000 |
1.1054 |
|
0.618 |
1.1044 |
|
HIGH |
1.1027 |
|
0.618 |
1.1017 |
|
0.500 |
1.1014 |
|
0.382 |
1.1010 |
|
LOW |
1.1000 |
|
0.618 |
1.0983 |
|
1.000 |
1.0973 |
|
1.618 |
1.0956 |
|
2.618 |
1.0929 |
|
4.250 |
1.0885 |
|
|
| Fisher Pivots for day following 11-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1014 |
1.1013 |
| PP |
1.1013 |
1.1013 |
| S1 |
1.1013 |
1.1012 |
|