CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 24-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2024 |
24-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0870 |
1.0854 |
-0.0016 |
-0.1% |
1.0998 |
| High |
1.0878 |
1.0901 |
0.0023 |
0.2% |
1.1007 |
| Low |
1.0836 |
1.0850 |
0.0014 |
0.1% |
1.0883 |
| Close |
1.0854 |
1.0895 |
0.0041 |
0.4% |
1.0939 |
| Range |
0.0042 |
0.0051 |
0.0009 |
21.4% |
0.0124 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
0.2% |
0.0000 |
| Volume |
720 |
549 |
-171 |
-23.8% |
4,468 |
|
| Daily Pivots for day following 24-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1035 |
1.1016 |
1.0923 |
|
| R3 |
1.0984 |
1.0965 |
1.0909 |
|
| R2 |
1.0933 |
1.0933 |
1.0904 |
|
| R1 |
1.0914 |
1.0914 |
1.0899 |
1.0923 |
| PP |
1.0882 |
1.0882 |
1.0882 |
1.0886 |
| S1 |
1.0863 |
1.0863 |
1.0890 |
1.0872 |
| S2 |
1.0831 |
1.0831 |
1.0885 |
|
| S3 |
1.0780 |
1.0812 |
1.0880 |
|
| S4 |
1.0729 |
1.0761 |
1.0866 |
|
|
| 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 |
1.0942 |
1.0836 |
0.0106 |
1.0% |
0.0045 |
0.4% |
56% |
False |
False |
771 |
| 10 |
1.1027 |
1.0836 |
0.0192 |
1.8% |
0.0044 |
0.4% |
31% |
False |
False |
805 |
| 20 |
1.1278 |
1.0836 |
0.0442 |
4.1% |
0.0051 |
0.5% |
13% |
False |
False |
684 |
| 40 |
1.1282 |
1.0836 |
0.0447 |
4.1% |
0.0050 |
0.5% |
13% |
False |
False |
656 |
| 60 |
1.1292 |
1.0836 |
0.0457 |
4.2% |
0.0045 |
0.4% |
13% |
False |
False |
511 |
| 80 |
1.1292 |
1.0836 |
0.0457 |
4.2% |
0.0039 |
0.4% |
13% |
False |
False |
394 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0037 |
0.3% |
17% |
False |
False |
382 |
| 120 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0032 |
0.3% |
17% |
False |
False |
333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1117 |
|
2.618 |
1.1034 |
|
1.618 |
1.0983 |
|
1.000 |
1.0952 |
|
0.618 |
1.0932 |
|
HIGH |
1.0901 |
|
0.618 |
1.0881 |
|
0.500 |
1.0875 |
|
0.382 |
1.0869 |
|
LOW |
1.0850 |
|
0.618 |
1.0818 |
|
1.000 |
1.0799 |
|
1.618 |
1.0767 |
|
2.618 |
1.0716 |
|
4.250 |
1.0633 |
|
|
| Fisher Pivots for day following 24-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0888 |
1.0886 |
| PP |
1.0882 |
1.0877 |
| S1 |
1.0875 |
1.0868 |
|