CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 01-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2024 |
01-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0926 |
1.0949 |
0.0023 |
0.2% |
1.0870 |
| High |
1.0954 |
1.0970 |
0.0016 |
0.1% |
1.0970 |
| Low |
1.0914 |
1.0897 |
-0.0017 |
-0.2% |
1.0840 |
| Close |
1.0937 |
1.0904 |
-0.0033 |
-0.3% |
1.0904 |
| Range |
0.0041 |
0.0073 |
0.0033 |
80.2% |
0.0130 |
| ATR |
0.0049 |
0.0051 |
0.0002 |
3.4% |
0.0000 |
| Volume |
1,474 |
1,006 |
-468 |
-31.8% |
9,399 |
|
| Daily Pivots for day following 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1143 |
1.1096 |
1.0944 |
|
| R3 |
1.1070 |
1.1023 |
1.0924 |
|
| R2 |
1.0997 |
1.0997 |
1.0917 |
|
| R1 |
1.0950 |
1.0950 |
1.0911 |
1.0937 |
| PP |
1.0924 |
1.0924 |
1.0924 |
1.0917 |
| S1 |
1.0877 |
1.0877 |
1.0897 |
1.0864 |
| S2 |
1.0851 |
1.0851 |
1.0891 |
|
| S3 |
1.0778 |
1.0804 |
1.0884 |
|
| S4 |
1.0705 |
1.0731 |
1.0864 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1295 |
1.1229 |
1.0976 |
|
| R3 |
1.1165 |
1.1099 |
1.0940 |
|
| R2 |
1.1035 |
1.1035 |
1.0928 |
|
| R1 |
1.0969 |
1.0969 |
1.0916 |
1.1002 |
| PP |
1.0905 |
1.0905 |
1.0905 |
1.0921 |
| S1 |
1.0839 |
1.0839 |
1.0892 |
1.0872 |
| S2 |
1.0775 |
1.0775 |
1.0880 |
|
| S3 |
1.0645 |
1.0709 |
1.0868 |
|
| S4 |
1.0515 |
1.0579 |
1.0833 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0970 |
1.0840 |
0.0130 |
1.2% |
0.0054 |
0.5% |
49% |
True |
False |
1,879 |
| 10 |
1.0970 |
1.0836 |
0.0135 |
1.2% |
0.0050 |
0.5% |
51% |
True |
False |
1,347 |
| 20 |
1.1066 |
1.0836 |
0.0231 |
2.1% |
0.0045 |
0.4% |
30% |
False |
False |
989 |
| 40 |
1.1282 |
1.0836 |
0.0447 |
4.1% |
0.0051 |
0.5% |
15% |
False |
False |
805 |
| 60 |
1.1292 |
1.0836 |
0.0457 |
4.2% |
0.0045 |
0.4% |
15% |
False |
False |
626 |
| 80 |
1.1292 |
1.0836 |
0.0457 |
4.2% |
0.0041 |
0.4% |
15% |
False |
False |
515 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0039 |
0.4% |
19% |
False |
False |
464 |
| 120 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0035 |
0.3% |
19% |
False |
False |
417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1280 |
|
2.618 |
1.1161 |
|
1.618 |
1.1088 |
|
1.000 |
1.1043 |
|
0.618 |
1.1015 |
|
HIGH |
1.0970 |
|
0.618 |
1.0942 |
|
0.500 |
1.0934 |
|
0.382 |
1.0925 |
|
LOW |
1.0897 |
|
0.618 |
1.0852 |
|
1.000 |
1.0824 |
|
1.618 |
1.0779 |
|
2.618 |
1.0706 |
|
4.250 |
1.0587 |
|
|
| Fisher Pivots for day following 01-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0934 |
1.0924 |
| PP |
1.0924 |
1.0918 |
| S1 |
1.0914 |
1.0911 |
|