CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 05-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2024 |
05-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0938 |
1.0942 |
0.0005 |
0.0% |
1.0870 |
| High |
1.0974 |
1.1000 |
0.0026 |
0.2% |
1.0970 |
| Low |
1.0938 |
1.0938 |
0.0001 |
0.0% |
1.0840 |
| Close |
1.0943 |
1.0996 |
0.0053 |
0.5% |
1.0904 |
| Range |
0.0037 |
0.0062 |
0.0025 |
68.5% |
0.0130 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
1.2% |
0.0000 |
| Volume |
1,657 |
681 |
-976 |
-58.9% |
9,399 |
|
| Daily Pivots for day following 05-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1162 |
1.1140 |
1.1029 |
|
| R3 |
1.1101 |
1.1079 |
1.1012 |
|
| R2 |
1.1039 |
1.1039 |
1.1007 |
|
| R1 |
1.1017 |
1.1017 |
1.1001 |
1.1028 |
| PP |
1.0978 |
1.0978 |
1.0978 |
1.0983 |
| S1 |
1.0956 |
1.0956 |
1.0990 |
1.0967 |
| S2 |
1.0916 |
1.0916 |
1.0984 |
|
| S3 |
1.0855 |
1.0894 |
1.0979 |
|
| S4 |
1.0793 |
1.0833 |
1.0962 |
|
|
| 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 |
1.1000 |
1.0879 |
0.0121 |
1.1% |
0.0054 |
0.5% |
97% |
True |
False |
1,336 |
| 10 |
1.1000 |
1.0836 |
0.0164 |
1.5% |
0.0051 |
0.5% |
98% |
True |
False |
1,372 |
| 20 |
1.1051 |
1.0836 |
0.0216 |
2.0% |
0.0047 |
0.4% |
74% |
False |
False |
1,064 |
| 40 |
1.1282 |
1.0836 |
0.0447 |
4.1% |
0.0053 |
0.5% |
36% |
False |
False |
832 |
| 60 |
1.1292 |
1.0836 |
0.0457 |
4.2% |
0.0047 |
0.4% |
35% |
False |
False |
653 |
| 80 |
1.1292 |
1.0836 |
0.0457 |
4.2% |
0.0042 |
0.4% |
35% |
False |
False |
542 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0039 |
0.4% |
38% |
False |
False |
475 |
| 120 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0035 |
0.3% |
38% |
False |
False |
436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1261 |
|
2.618 |
1.1161 |
|
1.618 |
1.1099 |
|
1.000 |
1.1061 |
|
0.618 |
1.1038 |
|
HIGH |
1.1000 |
|
0.618 |
1.0976 |
|
0.500 |
1.0969 |
|
0.382 |
1.0961 |
|
LOW |
1.0938 |
|
0.618 |
1.0900 |
|
1.000 |
1.0877 |
|
1.618 |
1.0838 |
|
2.618 |
1.0777 |
|
4.250 |
1.0677 |
|
|
| Fisher Pivots for day following 05-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0987 |
1.0980 |
| PP |
1.0978 |
1.0964 |
| S1 |
1.0969 |
1.0948 |
|