CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 08-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2024 |
08-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0796 |
1.0862 |
0.0067 |
0.6% |
1.0938 |
| High |
1.0887 |
1.0865 |
-0.0022 |
-0.2% |
1.1000 |
| Low |
1.0777 |
1.0750 |
-0.0027 |
-0.3% |
1.0749 |
| Close |
1.0846 |
1.0776 |
-0.0070 |
-0.6% |
1.0776 |
| Range |
0.0110 |
0.0115 |
0.0005 |
4.5% |
0.0252 |
| ATR |
0.0070 |
0.0073 |
0.0003 |
4.5% |
0.0000 |
| Volume |
1,948 |
943 |
-1,005 |
-51.6% |
8,355 |
|
| Daily Pivots for day following 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1142 |
1.1074 |
1.0839 |
|
| R3 |
1.1027 |
1.0959 |
1.0808 |
|
| R2 |
1.0912 |
1.0912 |
1.0797 |
|
| R1 |
1.0844 |
1.0844 |
1.0787 |
1.0820 |
| PP |
1.0797 |
1.0797 |
1.0797 |
1.0785 |
| S1 |
1.0729 |
1.0729 |
1.0765 |
1.0705 |
| S2 |
1.0682 |
1.0682 |
1.0755 |
|
| S3 |
1.0567 |
1.0614 |
1.0744 |
|
| S4 |
1.0452 |
1.0499 |
1.0713 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1596 |
1.1438 |
1.0914 |
|
| R3 |
1.1345 |
1.1186 |
1.0845 |
|
| R2 |
1.1093 |
1.1093 |
1.0822 |
|
| R1 |
1.0935 |
1.0935 |
1.0799 |
1.0888 |
| PP |
1.0842 |
1.0842 |
1.0842 |
1.0818 |
| S1 |
1.0683 |
1.0683 |
1.0753 |
1.0637 |
| S2 |
1.0590 |
1.0590 |
1.0730 |
|
| S3 |
1.0339 |
1.0432 |
1.0707 |
|
| S4 |
1.0087 |
1.0180 |
1.0638 |
|
|
| 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% |
0.0115 |
1.1% |
11% |
False |
False |
1,671 |
| 10 |
1.1000 |
1.0749 |
0.0252 |
2.3% |
0.0084 |
0.8% |
11% |
False |
False |
1,775 |
| 20 |
1.1007 |
1.0749 |
0.0258 |
2.4% |
0.0065 |
0.6% |
11% |
False |
False |
1,315 |
| 40 |
1.1282 |
1.0749 |
0.0534 |
5.0% |
0.0063 |
0.6% |
5% |
False |
False |
936 |
| 60 |
1.1292 |
1.0749 |
0.0544 |
5.0% |
0.0053 |
0.5% |
5% |
False |
False |
752 |
| 80 |
1.1292 |
1.0749 |
0.0544 |
5.0% |
0.0047 |
0.4% |
5% |
False |
False |
616 |
| 100 |
1.1292 |
1.0749 |
0.0544 |
5.0% |
0.0042 |
0.4% |
5% |
False |
False |
534 |
| 120 |
1.1292 |
1.0749 |
0.0544 |
5.0% |
0.0039 |
0.4% |
5% |
False |
False |
485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1353 |
|
2.618 |
1.1166 |
|
1.618 |
1.1051 |
|
1.000 |
1.0980 |
|
0.618 |
1.0936 |
|
HIGH |
1.0865 |
|
0.618 |
1.0821 |
|
0.500 |
1.0807 |
|
0.382 |
1.0793 |
|
LOW |
1.0750 |
|
0.618 |
1.0678 |
|
1.000 |
1.0635 |
|
1.618 |
1.0563 |
|
2.618 |
1.0448 |
|
4.250 |
1.0261 |
|
|
| Fisher Pivots for day following 08-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0807 |
1.0874 |
| PP |
1.0797 |
1.0842 |
| S1 |
1.0786 |
1.0809 |
|