CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 07-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2024 |
07-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0984 |
1.0796 |
-0.0189 |
-1.7% |
1.0870 |
| High |
1.1000 |
1.0887 |
-0.0114 |
-1.0% |
1.0970 |
| Low |
1.0749 |
1.0777 |
0.0028 |
0.3% |
1.0840 |
| Close |
1.0799 |
1.0846 |
0.0047 |
0.4% |
1.0904 |
| Range |
0.0252 |
0.0110 |
-0.0142 |
-56.3% |
0.0130 |
| ATR |
0.0067 |
0.0070 |
0.0003 |
4.5% |
0.0000 |
| Volume |
3,126 |
1,948 |
-1,178 |
-37.7% |
9,399 |
|
| Daily Pivots for day following 07-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1166 |
1.1116 |
1.0906 |
|
| R3 |
1.1056 |
1.1006 |
1.0876 |
|
| R2 |
1.0946 |
1.0946 |
1.0866 |
|
| R1 |
1.0896 |
1.0896 |
1.0856 |
1.0921 |
| PP |
1.0836 |
1.0836 |
1.0836 |
1.0849 |
| S1 |
1.0786 |
1.0786 |
1.0835 |
1.0811 |
| S2 |
1.0726 |
1.0726 |
1.0825 |
|
| S3 |
1.0616 |
1.0676 |
1.0815 |
|
| S4 |
1.0506 |
1.0566 |
1.0785 |
|
|
| 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 |
1.0749 |
0.0252 |
2.3% |
0.0107 |
1.0% |
39% |
False |
False |
1,683 |
| 10 |
1.1000 |
1.0749 |
0.0252 |
2.3% |
0.0077 |
0.7% |
39% |
False |
False |
1,753 |
| 20 |
1.1027 |
1.0749 |
0.0279 |
2.6% |
0.0061 |
0.6% |
35% |
False |
False |
1,279 |
| 40 |
1.1282 |
1.0749 |
0.0534 |
4.9% |
0.0060 |
0.6% |
18% |
False |
False |
913 |
| 60 |
1.1292 |
1.0749 |
0.0544 |
5.0% |
0.0051 |
0.5% |
18% |
False |
False |
736 |
| 80 |
1.1292 |
1.0749 |
0.0544 |
5.0% |
0.0046 |
0.4% |
18% |
False |
False |
604 |
| 100 |
1.1292 |
1.0749 |
0.0544 |
5.0% |
0.0041 |
0.4% |
18% |
False |
False |
524 |
| 120 |
1.1292 |
1.0749 |
0.0544 |
5.0% |
0.0038 |
0.3% |
18% |
False |
False |
478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1354 |
|
2.618 |
1.1174 |
|
1.618 |
1.1064 |
|
1.000 |
1.0997 |
|
0.618 |
1.0954 |
|
HIGH |
1.0887 |
|
0.618 |
1.0844 |
|
0.500 |
1.0832 |
|
0.382 |
1.0819 |
|
LOW |
1.0777 |
|
0.618 |
1.0709 |
|
1.000 |
1.0667 |
|
1.618 |
1.0599 |
|
2.618 |
1.0489 |
|
4.250 |
1.0309 |
|
|
| Fisher Pivots for day following 07-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0841 |
1.0874 |
| PP |
1.0836 |
1.0865 |
| S1 |
1.0832 |
1.0855 |
|