CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 22-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2024 |
22-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0939 |
1.0888 |
-0.0051 |
-0.5% |
1.0998 |
| High |
1.0940 |
1.0901 |
-0.0040 |
-0.4% |
1.1007 |
| Low |
1.0884 |
1.0868 |
-0.0017 |
-0.2% |
1.0883 |
| Close |
1.0884 |
1.0873 |
-0.0011 |
-0.1% |
1.0939 |
| Range |
0.0056 |
0.0033 |
-0.0023 |
-41.1% |
0.0124 |
| ATR |
0.0052 |
0.0050 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
884 |
1,205 |
321 |
36.3% |
4,468 |
|
| Daily Pivots for day following 22-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0979 |
1.0959 |
1.0891 |
|
| R3 |
1.0946 |
1.0926 |
1.0882 |
|
| R2 |
1.0913 |
1.0913 |
1.0879 |
|
| R1 |
1.0893 |
1.0893 |
1.0876 |
1.0887 |
| PP |
1.0880 |
1.0880 |
1.0880 |
1.0877 |
| S1 |
1.0860 |
1.0860 |
1.0870 |
1.0854 |
| S2 |
1.0847 |
1.0847 |
1.0867 |
|
| S3 |
1.0814 |
1.0827 |
1.0864 |
|
| S4 |
1.0781 |
1.0794 |
1.0855 |
|
|
| 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 |
1.0973 |
1.0868 |
0.0105 |
1.0% |
0.0048 |
0.4% |
5% |
False |
True |
1,179 |
| 10 |
1.1051 |
1.0868 |
0.0184 |
1.7% |
0.0043 |
0.4% |
3% |
False |
True |
756 |
| 20 |
1.1282 |
1.0868 |
0.0415 |
3.8% |
0.0053 |
0.5% |
1% |
False |
True |
674 |
| 40 |
1.1282 |
1.0868 |
0.0415 |
3.8% |
0.0049 |
0.5% |
1% |
False |
True |
627 |
| 60 |
1.1292 |
1.0868 |
0.0425 |
3.9% |
0.0044 |
0.4% |
1% |
False |
True |
491 |
| 80 |
1.1292 |
1.0865 |
0.0428 |
3.9% |
0.0038 |
0.4% |
2% |
False |
False |
380 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0036 |
0.3% |
13% |
False |
False |
374 |
| 120 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0032 |
0.3% |
13% |
False |
False |
330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1041 |
|
2.618 |
1.0987 |
|
1.618 |
1.0954 |
|
1.000 |
1.0934 |
|
0.618 |
1.0921 |
|
HIGH |
1.0901 |
|
0.618 |
1.0888 |
|
0.500 |
1.0884 |
|
0.382 |
1.0880 |
|
LOW |
1.0868 |
|
0.618 |
1.0847 |
|
1.000 |
1.0835 |
|
1.618 |
1.0814 |
|
2.618 |
1.0781 |
|
4.250 |
1.0727 |
|
|
| Fisher Pivots for day following 22-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0884 |
1.0905 |
| PP |
1.0880 |
1.0894 |
| S1 |
1.0877 |
1.0884 |
|