CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 12-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2024 |
12-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0776 |
1.0720 |
-0.0056 |
-0.5% |
1.0938 |
| High |
1.0786 |
1.0720 |
-0.0066 |
-0.6% |
1.1000 |
| Low |
1.0693 |
1.0658 |
-0.0035 |
-0.3% |
1.0749 |
| Close |
1.0713 |
1.0675 |
-0.0038 |
-0.4% |
1.0776 |
| Range |
0.0094 |
0.0063 |
-0.0031 |
-33.2% |
0.0252 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
2,190 |
3,447 |
1,257 |
57.4% |
8,355 |
|
| Daily Pivots for day following 12-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0872 |
1.0836 |
1.0709 |
|
| R3 |
1.0809 |
1.0773 |
1.0692 |
|
| R2 |
1.0747 |
1.0747 |
1.0686 |
|
| R1 |
1.0711 |
1.0711 |
1.0680 |
1.0697 |
| PP |
1.0684 |
1.0684 |
1.0684 |
1.0677 |
| S1 |
1.0648 |
1.0648 |
1.0669 |
1.0635 |
| S2 |
1.0622 |
1.0622 |
1.0663 |
|
| S3 |
1.0559 |
1.0586 |
1.0657 |
|
| S4 |
1.0497 |
1.0523 |
1.0640 |
|
|
| 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 |
1.0658 |
0.0343 |
3.2% |
0.0127 |
1.2% |
5% |
False |
True |
2,330 |
| 10 |
1.1000 |
1.0658 |
0.0343 |
3.2% |
0.0090 |
0.8% |
5% |
False |
True |
1,833 |
| 20 |
1.1000 |
1.0658 |
0.0343 |
3.2% |
0.0069 |
0.6% |
5% |
False |
True |
1,563 |
| 40 |
1.1282 |
1.0658 |
0.0625 |
5.9% |
0.0065 |
0.6% |
3% |
False |
True |
1,067 |
| 60 |
1.1292 |
1.0658 |
0.0635 |
5.9% |
0.0054 |
0.5% |
3% |
False |
True |
845 |
| 80 |
1.1292 |
1.0658 |
0.0635 |
5.9% |
0.0049 |
0.5% |
3% |
False |
True |
686 |
| 100 |
1.1292 |
1.0658 |
0.0635 |
5.9% |
0.0043 |
0.4% |
3% |
False |
True |
572 |
| 120 |
1.1292 |
1.0658 |
0.0635 |
5.9% |
0.0040 |
0.4% |
3% |
False |
True |
528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0986 |
|
2.618 |
1.0884 |
|
1.618 |
1.0821 |
|
1.000 |
1.0783 |
|
0.618 |
1.0759 |
|
HIGH |
1.0720 |
|
0.618 |
1.0696 |
|
0.500 |
1.0689 |
|
0.382 |
1.0681 |
|
LOW |
1.0658 |
|
0.618 |
1.0619 |
|
1.000 |
1.0595 |
|
1.618 |
1.0556 |
|
2.618 |
1.0494 |
|
4.250 |
1.0392 |
|
|
| Fisher Pivots for day following 12-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0689 |
1.0761 |
| PP |
1.0684 |
1.0732 |
| S1 |
1.0679 |
1.0703 |
|