CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 25-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2024 |
25-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0854 |
1.0899 |
0.0045 |
0.4% |
1.0939 |
| High |
1.0901 |
1.0910 |
0.0010 |
0.1% |
1.0940 |
| Low |
1.0850 |
1.0865 |
0.0016 |
0.1% |
1.0836 |
| Close |
1.0895 |
1.0874 |
-0.0021 |
-0.2% |
1.0874 |
| Range |
0.0051 |
0.0045 |
-0.0006 |
-11.8% |
0.0105 |
| ATR |
0.0050 |
0.0049 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
549 |
721 |
172 |
31.3% |
4,079 |
|
| Daily Pivots for day following 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1018 |
1.0991 |
1.0899 |
|
| R3 |
1.0973 |
1.0946 |
1.0886 |
|
| R2 |
1.0928 |
1.0928 |
1.0882 |
|
| R1 |
1.0901 |
1.0901 |
1.0878 |
1.0892 |
| PP |
1.0883 |
1.0883 |
1.0883 |
1.0879 |
| S1 |
1.0856 |
1.0856 |
1.0870 |
1.0847 |
| S2 |
1.0838 |
1.0838 |
1.0866 |
|
| S3 |
1.0793 |
1.0811 |
1.0862 |
|
| S4 |
1.0748 |
1.0766 |
1.0849 |
|
|
| Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1197 |
1.1140 |
1.0931 |
|
| R3 |
1.1092 |
1.1035 |
1.0903 |
|
| R2 |
1.0988 |
1.0988 |
1.0893 |
|
| R1 |
1.0931 |
1.0931 |
1.0884 |
1.0907 |
| PP |
1.0883 |
1.0883 |
1.0883 |
1.0871 |
| S1 |
1.0826 |
1.0826 |
1.0864 |
1.0803 |
| S2 |
1.0779 |
1.0779 |
1.0855 |
|
| S3 |
1.0674 |
1.0722 |
1.0845 |
|
| S4 |
1.0570 |
1.0617 |
1.0817 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0940 |
1.0836 |
0.0105 |
1.0% |
0.0045 |
0.4% |
37% |
False |
False |
815 |
| 10 |
1.1007 |
1.0836 |
0.0171 |
1.6% |
0.0046 |
0.4% |
23% |
False |
False |
854 |
| 20 |
1.1278 |
1.0836 |
0.0442 |
4.1% |
0.0049 |
0.4% |
9% |
False |
False |
688 |
| 40 |
1.1282 |
1.0836 |
0.0447 |
4.1% |
0.0051 |
0.5% |
9% |
False |
False |
674 |
| 60 |
1.1292 |
1.0836 |
0.0457 |
4.2% |
0.0045 |
0.4% |
8% |
False |
False |
523 |
| 80 |
1.1292 |
1.0836 |
0.0457 |
4.2% |
0.0039 |
0.4% |
8% |
False |
False |
402 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0037 |
0.3% |
13% |
False |
False |
388 |
| 120 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0032 |
0.3% |
13% |
False |
False |
339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1101 |
|
2.618 |
1.1028 |
|
1.618 |
1.0983 |
|
1.000 |
1.0955 |
|
0.618 |
1.0938 |
|
HIGH |
1.0910 |
|
0.618 |
1.0893 |
|
0.500 |
1.0888 |
|
0.382 |
1.0882 |
|
LOW |
1.0865 |
|
0.618 |
1.0837 |
|
1.000 |
1.0820 |
|
1.618 |
1.0792 |
|
2.618 |
1.0747 |
|
4.250 |
1.0674 |
|
|
| Fisher Pivots for day following 25-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0888 |
1.0874 |
| PP |
1.0883 |
1.0873 |
| S1 |
1.0879 |
1.0873 |
|