CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 16-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2024 |
16-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0984 |
1.0961 |
-0.0023 |
-0.2% |
1.1048 |
| High |
1.0988 |
1.0973 |
-0.0016 |
-0.1% |
1.1066 |
| Low |
1.0955 |
1.0926 |
-0.0030 |
-0.3% |
1.0975 |
| Close |
1.0959 |
1.0927 |
-0.0032 |
-0.3% |
1.1012 |
| Range |
0.0033 |
0.0047 |
0.0014 |
42.4% |
0.0091 |
| ATR |
0.0052 |
0.0051 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
401 |
432 |
31 |
7.7% |
1,851 |
|
| Daily Pivots for day following 16-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1083 |
1.1052 |
1.0953 |
|
| R3 |
1.1036 |
1.1005 |
1.0940 |
|
| R2 |
1.0989 |
1.0989 |
1.0936 |
|
| R1 |
1.0958 |
1.0958 |
1.0931 |
1.0950 |
| PP |
1.0942 |
1.0942 |
1.0942 |
1.0938 |
| S1 |
1.0911 |
1.0911 |
1.0923 |
1.0903 |
| S2 |
1.0895 |
1.0895 |
1.0918 |
|
| S3 |
1.0848 |
1.0864 |
1.0914 |
|
| S4 |
1.0801 |
1.0817 |
1.0901 |
|
|
| 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 |
1.1027 |
1.0926 |
0.0102 |
0.9% |
0.0040 |
0.4% |
1% |
False |
True |
362 |
| 10 |
1.1119 |
1.0926 |
0.0194 |
1.8% |
0.0042 |
0.4% |
1% |
False |
True |
426 |
| 20 |
1.1282 |
1.0926 |
0.0357 |
3.3% |
0.0059 |
0.5% |
0% |
False |
True |
578 |
| 40 |
1.1292 |
1.0926 |
0.0367 |
3.4% |
0.0048 |
0.4% |
0% |
False |
True |
495 |
| 60 |
1.1292 |
1.0895 |
0.0397 |
3.6% |
0.0043 |
0.4% |
8% |
False |
False |
401 |
| 80 |
1.1292 |
1.0820 |
0.0473 |
4.3% |
0.0037 |
0.3% |
23% |
False |
False |
319 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0034 |
0.3% |
24% |
False |
False |
323 |
| 120 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0031 |
0.3% |
24% |
False |
False |
285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1172 |
|
2.618 |
1.1096 |
|
1.618 |
1.1049 |
|
1.000 |
1.1020 |
|
0.618 |
1.1002 |
|
HIGH |
1.0973 |
|
0.618 |
1.0955 |
|
0.500 |
1.0949 |
|
0.382 |
1.0943 |
|
LOW |
1.0926 |
|
0.618 |
1.0896 |
|
1.000 |
1.0879 |
|
1.618 |
1.0849 |
|
2.618 |
1.0802 |
|
4.250 |
1.0726 |
|
|
| Fisher Pivots for day following 16-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0949 |
1.0966 |
| PP |
1.0942 |
1.0953 |
| S1 |
1.0934 |
1.0940 |
|