CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 14-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2024 |
14-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1008 |
1.0998 |
-0.0010 |
-0.1% |
1.1048 |
| High |
1.1027 |
1.1007 |
-0.0021 |
-0.2% |
1.1066 |
| Low |
1.1000 |
1.0963 |
-0.0038 |
-0.3% |
1.0975 |
| Close |
1.1012 |
1.0971 |
-0.0042 |
-0.4% |
1.1012 |
| Range |
0.0027 |
0.0044 |
0.0017 |
63.0% |
0.0091 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
233 |
261 |
28 |
12.0% |
1,851 |
|
| Daily Pivots for day following 14-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1112 |
1.1085 |
1.0995 |
|
| R3 |
1.1068 |
1.1041 |
1.0983 |
|
| R2 |
1.1024 |
1.1024 |
1.0979 |
|
| R1 |
1.0997 |
1.0997 |
1.0975 |
1.0989 |
| PP |
1.0980 |
1.0980 |
1.0980 |
1.0976 |
| S1 |
1.0953 |
1.0953 |
1.0966 |
1.0945 |
| S2 |
1.0936 |
1.0936 |
1.0962 |
|
| S3 |
1.0892 |
1.0909 |
1.0958 |
|
| S4 |
1.0848 |
1.0865 |
1.0946 |
|
|
| 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 |
1.0963 |
0.0104 |
0.9% |
0.0037 |
0.3% |
8% |
False |
True |
323 |
| 10 |
1.1214 |
1.0963 |
0.0252 |
2.3% |
0.0048 |
0.4% |
3% |
False |
True |
437 |
| 20 |
1.1282 |
1.0963 |
0.0320 |
2.9% |
0.0060 |
0.5% |
3% |
False |
True |
565 |
| 40 |
1.1292 |
1.0963 |
0.0330 |
3.0% |
0.0047 |
0.4% |
2% |
False |
True |
477 |
| 60 |
1.1292 |
1.0895 |
0.0397 |
3.6% |
0.0042 |
0.4% |
19% |
False |
False |
387 |
| 80 |
1.1292 |
1.0817 |
0.0475 |
4.3% |
0.0037 |
0.3% |
32% |
False |
False |
323 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0034 |
0.3% |
33% |
False |
False |
320 |
| 120 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0030 |
0.3% |
33% |
False |
False |
278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1194 |
|
2.618 |
1.1122 |
|
1.618 |
1.1078 |
|
1.000 |
1.1051 |
|
0.618 |
1.1034 |
|
HIGH |
1.1007 |
|
0.618 |
1.0990 |
|
0.500 |
1.0985 |
|
0.382 |
1.0979 |
|
LOW |
1.0963 |
|
0.618 |
1.0935 |
|
1.000 |
1.0919 |
|
1.618 |
1.0891 |
|
2.618 |
1.0847 |
|
4.250 |
1.0776 |
|
|
| Fisher Pivots for day following 14-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0985 |
1.0995 |
| PP |
1.0980 |
1.0987 |
| S1 |
1.0975 |
1.0979 |
|