CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 13-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2024 |
13-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0720 |
1.0681 |
-0.0040 |
-0.4% |
1.0938 |
| High |
1.0720 |
1.0712 |
-0.0008 |
-0.1% |
1.1000 |
| Low |
1.0658 |
1.0617 |
-0.0041 |
-0.4% |
1.0749 |
| Close |
1.0675 |
1.0626 |
-0.0049 |
-0.5% |
1.0776 |
| Range |
0.0063 |
0.0096 |
0.0033 |
52.8% |
0.0252 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
2.1% |
0.0000 |
| Volume |
3,447 |
3,914 |
467 |
13.5% |
8,355 |
|
| Daily Pivots for day following 13-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0938 |
1.0877 |
1.0678 |
|
| R3 |
1.0842 |
1.0782 |
1.0652 |
|
| R2 |
1.0747 |
1.0747 |
1.0643 |
|
| R1 |
1.0686 |
1.0686 |
1.0634 |
1.0669 |
| PP |
1.0651 |
1.0651 |
1.0651 |
1.0643 |
| S1 |
1.0591 |
1.0591 |
1.0617 |
1.0573 |
| S2 |
1.0556 |
1.0556 |
1.0608 |
|
| S3 |
1.0460 |
1.0495 |
1.0599 |
|
| S4 |
1.0365 |
1.0400 |
1.0573 |
|
|
| 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 |
1.0887 |
1.0617 |
0.0270 |
2.5% |
0.0095 |
0.9% |
3% |
False |
True |
2,488 |
| 10 |
1.1000 |
1.0617 |
0.0384 |
3.6% |
0.0094 |
0.9% |
2% |
False |
True |
2,038 |
| 20 |
1.1000 |
1.0617 |
0.0384 |
3.6% |
0.0071 |
0.7% |
2% |
False |
True |
1,737 |
| 40 |
1.1282 |
1.0617 |
0.0666 |
6.3% |
0.0065 |
0.6% |
1% |
False |
True |
1,158 |
| 60 |
1.1292 |
1.0617 |
0.0676 |
6.4% |
0.0056 |
0.5% |
1% |
False |
True |
909 |
| 80 |
1.1292 |
1.0617 |
0.0676 |
6.4% |
0.0050 |
0.5% |
1% |
False |
True |
735 |
| 100 |
1.1292 |
1.0617 |
0.0676 |
6.4% |
0.0044 |
0.4% |
1% |
False |
True |
603 |
| 120 |
1.1292 |
1.0617 |
0.0676 |
6.4% |
0.0040 |
0.4% |
1% |
False |
True |
559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1118 |
|
2.618 |
1.0962 |
|
1.618 |
1.0867 |
|
1.000 |
1.0808 |
|
0.618 |
1.0771 |
|
HIGH |
1.0712 |
|
0.618 |
1.0676 |
|
0.500 |
1.0664 |
|
0.382 |
1.0653 |
|
LOW |
1.0617 |
|
0.618 |
1.0557 |
|
1.000 |
1.0521 |
|
1.618 |
1.0462 |
|
2.618 |
1.0366 |
|
4.250 |
1.0211 |
|
|
| Fisher Pivots for day following 13-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0664 |
1.0701 |
| PP |
1.0651 |
1.0676 |
| S1 |
1.0638 |
1.0651 |
|