CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 04-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2024 |
04-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0949 |
1.0938 |
-0.0011 |
-0.1% |
1.0870 |
| High |
1.0970 |
1.0974 |
0.0004 |
0.0% |
1.0970 |
| Low |
1.0897 |
1.0938 |
0.0041 |
0.4% |
1.0840 |
| Close |
1.0904 |
1.0943 |
0.0039 |
0.4% |
1.0904 |
| Range |
0.0073 |
0.0037 |
-0.0037 |
-50.0% |
0.0130 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
2.7% |
0.0000 |
| Volume |
1,006 |
1,657 |
651 |
64.7% |
9,399 |
|
| Daily Pivots for day following 04-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1061 |
1.1039 |
1.0963 |
|
| R3 |
1.1025 |
1.1002 |
1.0953 |
|
| R2 |
1.0988 |
1.0988 |
1.0950 |
|
| R1 |
1.0966 |
1.0966 |
1.0946 |
1.0977 |
| PP |
1.0952 |
1.0952 |
1.0952 |
1.0957 |
| S1 |
1.0929 |
1.0929 |
1.0940 |
1.0940 |
| S2 |
1.0915 |
1.0915 |
1.0936 |
|
| S3 |
1.0879 |
1.0893 |
1.0933 |
|
| S4 |
1.0842 |
1.0856 |
1.0923 |
|
|
| 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 |
1.0974 |
1.0840 |
0.0134 |
1.2% |
0.0053 |
0.5% |
77% |
True |
False |
2,127 |
| 10 |
1.0974 |
1.0836 |
0.0139 |
1.3% |
0.0048 |
0.4% |
78% |
True |
False |
1,425 |
| 20 |
1.1066 |
1.0836 |
0.0231 |
2.1% |
0.0045 |
0.4% |
47% |
False |
False |
1,047 |
| 40 |
1.1282 |
1.0836 |
0.0447 |
4.1% |
0.0052 |
0.5% |
24% |
False |
False |
841 |
| 60 |
1.1292 |
1.0836 |
0.0457 |
4.2% |
0.0046 |
0.4% |
24% |
False |
False |
654 |
| 80 |
1.1292 |
1.0836 |
0.0457 |
4.2% |
0.0041 |
0.4% |
24% |
False |
False |
534 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0039 |
0.4% |
27% |
False |
False |
471 |
| 120 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0035 |
0.3% |
27% |
False |
False |
431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1129 |
|
2.618 |
1.1070 |
|
1.618 |
1.1033 |
|
1.000 |
1.1011 |
|
0.618 |
1.0997 |
|
HIGH |
1.0974 |
|
0.618 |
1.0960 |
|
0.500 |
1.0956 |
|
0.382 |
1.0951 |
|
LOW |
1.0938 |
|
0.618 |
1.0915 |
|
1.000 |
1.0901 |
|
1.618 |
1.0878 |
|
2.618 |
1.0842 |
|
4.250 |
1.0782 |
|
|
| Fisher Pivots for day following 04-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0956 |
1.0941 |
| PP |
1.0952 |
1.0938 |
| S1 |
1.0947 |
1.0936 |
|