CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 18-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2024 |
18-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0933 |
1.0901 |
-0.0032 |
-0.3% |
1.0998 |
| High |
1.0943 |
1.0942 |
-0.0002 |
0.0% |
1.1007 |
| Low |
1.0883 |
1.0898 |
0.0015 |
0.1% |
1.0883 |
| Close |
1.0898 |
1.0939 |
0.0041 |
0.4% |
1.0939 |
| Range |
0.0060 |
0.0044 |
-0.0016 |
-26.7% |
0.0124 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
2,876 |
498 |
-2,378 |
-82.7% |
4,468 |
|
| Daily Pivots for day following 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1058 |
1.1042 |
1.0963 |
|
| R3 |
1.1014 |
1.0998 |
1.0951 |
|
| R2 |
1.0970 |
1.0970 |
1.0947 |
|
| R1 |
1.0954 |
1.0954 |
1.0943 |
1.0962 |
| PP |
1.0926 |
1.0926 |
1.0926 |
1.0930 |
| S1 |
1.0910 |
1.0910 |
1.0934 |
1.0918 |
| S2 |
1.0882 |
1.0882 |
1.0930 |
|
| S3 |
1.0838 |
1.0866 |
1.0926 |
|
| S4 |
1.0794 |
1.0822 |
1.0914 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1313 |
1.1249 |
1.1006 |
|
| R3 |
1.1190 |
1.1126 |
1.0972 |
|
| R2 |
1.1066 |
1.1066 |
1.0961 |
|
| R1 |
1.1002 |
1.1002 |
1.0950 |
1.0973 |
| PP |
1.0943 |
1.0943 |
1.0943 |
1.0928 |
| S1 |
1.0879 |
1.0879 |
1.0927 |
1.0849 |
| S2 |
1.0819 |
1.0819 |
1.0916 |
|
| S3 |
1.0696 |
1.0755 |
1.0905 |
|
| S4 |
1.0572 |
1.0632 |
1.0871 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1007 |
1.0883 |
0.0124 |
1.1% |
0.0046 |
0.4% |
45% |
False |
False |
893 |
| 10 |
1.1066 |
1.0883 |
0.0183 |
1.7% |
0.0040 |
0.4% |
30% |
False |
False |
631 |
| 20 |
1.1282 |
1.0883 |
0.0399 |
3.6% |
0.0056 |
0.5% |
14% |
False |
False |
709 |
| 40 |
1.1292 |
1.0883 |
0.0409 |
3.7% |
0.0049 |
0.4% |
14% |
False |
False |
576 |
| 60 |
1.1292 |
1.0883 |
0.0409 |
3.7% |
0.0044 |
0.4% |
14% |
False |
False |
456 |
| 80 |
1.1292 |
1.0834 |
0.0458 |
4.2% |
0.0038 |
0.3% |
23% |
False |
False |
355 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0035 |
0.3% |
26% |
False |
False |
355 |
| 120 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0031 |
0.3% |
26% |
False |
False |
312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1129 |
|
2.618 |
1.1057 |
|
1.618 |
1.1013 |
|
1.000 |
1.0986 |
|
0.618 |
1.0969 |
|
HIGH |
1.0942 |
|
0.618 |
1.0925 |
|
0.500 |
1.0920 |
|
0.382 |
1.0914 |
|
LOW |
1.0898 |
|
0.618 |
1.0870 |
|
1.000 |
1.0854 |
|
1.618 |
1.0826 |
|
2.618 |
1.0782 |
|
4.250 |
1.0711 |
|
|
| Fisher Pivots for day following 18-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0932 |
1.0935 |
| PP |
1.0926 |
1.0931 |
| S1 |
1.0920 |
1.0928 |
|