CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 30-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2024 |
30-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0885 |
1.0891 |
0.0006 |
0.1% |
1.0939 |
| High |
1.0894 |
1.0939 |
0.0045 |
0.4% |
1.0940 |
| Low |
1.0840 |
1.0879 |
0.0039 |
0.4% |
1.0836 |
| Close |
1.0884 |
1.0938 |
0.0054 |
0.5% |
1.0874 |
| Range |
0.0054 |
0.0060 |
0.0007 |
12.1% |
0.0105 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
1.6% |
0.0000 |
| Volume |
4,634 |
1,866 |
-2,768 |
-59.7% |
4,079 |
|
| Daily Pivots for day following 30-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1098 |
1.1078 |
1.0971 |
|
| R3 |
1.1038 |
1.1018 |
1.0954 |
|
| R2 |
1.0978 |
1.0978 |
1.0949 |
|
| R1 |
1.0958 |
1.0958 |
1.0943 |
1.0968 |
| PP |
1.0918 |
1.0918 |
1.0918 |
1.0923 |
| S1 |
1.0898 |
1.0898 |
1.0932 |
1.0908 |
| S2 |
1.0858 |
1.0858 |
1.0927 |
|
| S3 |
1.0798 |
1.0838 |
1.0921 |
|
| S4 |
1.0738 |
1.0778 |
1.0905 |
|
|
| 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 |
1.0939 |
1.0840 |
0.0099 |
0.9% |
0.0050 |
0.5% |
99% |
True |
False |
1,637 |
| 10 |
1.0943 |
1.0836 |
0.0108 |
1.0% |
0.0049 |
0.4% |
95% |
False |
False |
1,437 |
| 20 |
1.1119 |
1.0836 |
0.0284 |
2.6% |
0.0045 |
0.4% |
36% |
False |
False |
931 |
| 40 |
1.1282 |
1.0836 |
0.0447 |
4.1% |
0.0051 |
0.5% |
23% |
False |
False |
821 |
| 60 |
1.1292 |
1.0836 |
0.0457 |
4.2% |
0.0044 |
0.4% |
22% |
False |
False |
616 |
| 80 |
1.1292 |
1.0836 |
0.0457 |
4.2% |
0.0041 |
0.4% |
22% |
False |
False |
484 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0038 |
0.3% |
26% |
False |
False |
455 |
| 120 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0034 |
0.3% |
26% |
False |
False |
397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1194 |
|
2.618 |
1.1096 |
|
1.618 |
1.1036 |
|
1.000 |
1.0999 |
|
0.618 |
1.0976 |
|
HIGH |
1.0939 |
|
0.618 |
1.0916 |
|
0.500 |
1.0909 |
|
0.382 |
1.0901 |
|
LOW |
1.0879 |
|
0.618 |
1.0841 |
|
1.000 |
1.0819 |
|
1.618 |
1.0781 |
|
2.618 |
1.0721 |
|
4.250 |
1.0624 |
|
|
| Fisher Pivots for day following 30-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0928 |
1.0921 |
| PP |
1.0918 |
1.0905 |
| S1 |
1.0909 |
1.0889 |
|