CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 21-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2024 |
21-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0901 |
1.0939 |
0.0038 |
0.3% |
1.0998 |
| High |
1.0942 |
1.0940 |
-0.0002 |
0.0% |
1.1007 |
| Low |
1.0898 |
1.0884 |
-0.0014 |
-0.1% |
1.0883 |
| Close |
1.0939 |
1.0884 |
-0.0055 |
-0.5% |
1.0939 |
| Range |
0.0044 |
0.0056 |
0.0012 |
27.3% |
0.0124 |
| ATR |
0.0051 |
0.0052 |
0.0000 |
0.6% |
0.0000 |
| Volume |
498 |
884 |
386 |
77.5% |
4,468 |
|
| Daily Pivots for day following 21-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1071 |
1.1033 |
1.0915 |
|
| R3 |
1.1015 |
1.0977 |
1.0899 |
|
| R2 |
1.0959 |
1.0959 |
1.0894 |
|
| R1 |
1.0921 |
1.0921 |
1.0889 |
1.0912 |
| PP |
1.0903 |
1.0903 |
1.0903 |
1.0898 |
| S1 |
1.0865 |
1.0865 |
1.0879 |
1.0856 |
| S2 |
1.0847 |
1.0847 |
1.0874 |
|
| S3 |
1.0791 |
1.0809 |
1.0869 |
|
| S4 |
1.0735 |
1.0753 |
1.0853 |
|
|
| 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 |
1.0988 |
1.0883 |
0.0105 |
1.0% |
0.0048 |
0.4% |
1% |
False |
False |
1,018 |
| 10 |
1.1066 |
1.0883 |
0.0183 |
1.7% |
0.0043 |
0.4% |
1% |
False |
False |
670 |
| 20 |
1.1282 |
1.0883 |
0.0399 |
3.7% |
0.0055 |
0.5% |
0% |
False |
False |
643 |
| 40 |
1.1282 |
1.0883 |
0.0399 |
3.7% |
0.0048 |
0.4% |
0% |
False |
False |
598 |
| 60 |
1.1292 |
1.0883 |
0.0409 |
3.8% |
0.0045 |
0.4% |
0% |
False |
False |
471 |
| 80 |
1.1292 |
1.0834 |
0.0458 |
4.2% |
0.0038 |
0.3% |
11% |
False |
False |
365 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0036 |
0.3% |
15% |
False |
False |
362 |
| 120 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0031 |
0.3% |
15% |
False |
False |
320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1178 |
|
2.618 |
1.1087 |
|
1.618 |
1.1031 |
|
1.000 |
1.0996 |
|
0.618 |
1.0975 |
|
HIGH |
1.0940 |
|
0.618 |
1.0919 |
|
0.500 |
1.0912 |
|
0.382 |
1.0905 |
|
LOW |
1.0884 |
|
0.618 |
1.0849 |
|
1.000 |
1.0828 |
|
1.618 |
1.0793 |
|
2.618 |
1.0737 |
|
4.250 |
1.0646 |
|
|
| Fisher Pivots for day following 21-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0912 |
1.0913 |
| PP |
1.0903 |
1.0903 |
| S1 |
1.0893 |
1.0894 |
|