CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 14-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2024 |
14-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0681 |
1.0625 |
-0.0056 |
-0.5% |
1.0938 |
| High |
1.0712 |
1.0641 |
-0.0072 |
-0.7% |
1.1000 |
| Low |
1.0617 |
1.0557 |
-0.0060 |
-0.6% |
1.0749 |
| Close |
1.0626 |
1.0607 |
-0.0019 |
-0.2% |
1.0776 |
| Range |
0.0096 |
0.0084 |
-0.0012 |
-12.6% |
0.0252 |
| ATR |
0.0076 |
0.0076 |
0.0001 |
0.8% |
0.0000 |
| Volume |
3,914 |
4,014 |
100 |
2.6% |
8,355 |
|
| Daily Pivots for day following 14-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0852 |
1.0813 |
1.0652 |
|
| R3 |
1.0768 |
1.0729 |
1.0629 |
|
| R2 |
1.0685 |
1.0685 |
1.0622 |
|
| R1 |
1.0646 |
1.0646 |
1.0614 |
1.0624 |
| PP |
1.0601 |
1.0601 |
1.0601 |
1.0590 |
| S1 |
1.0562 |
1.0562 |
1.0599 |
1.0540 |
| S2 |
1.0518 |
1.0518 |
1.0591 |
|
| S3 |
1.0434 |
1.0479 |
1.0584 |
|
| S4 |
1.0351 |
1.0395 |
1.0561 |
|
|
| 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 |
1.0865 |
1.0557 |
0.0308 |
2.9% |
0.0090 |
0.8% |
16% |
False |
True |
2,901 |
| 10 |
1.1000 |
1.0557 |
0.0443 |
4.2% |
0.0098 |
0.9% |
11% |
False |
True |
2,292 |
| 20 |
1.1000 |
1.0557 |
0.0443 |
4.2% |
0.0072 |
0.7% |
11% |
False |
True |
1,794 |
| 40 |
1.1282 |
1.0557 |
0.0725 |
6.8% |
0.0064 |
0.6% |
7% |
False |
True |
1,248 |
| 60 |
1.1292 |
1.0557 |
0.0735 |
6.9% |
0.0056 |
0.5% |
7% |
False |
True |
974 |
| 80 |
1.1292 |
1.0557 |
0.0735 |
6.9% |
0.0051 |
0.5% |
7% |
False |
True |
785 |
| 100 |
1.1292 |
1.0557 |
0.0735 |
6.9% |
0.0044 |
0.4% |
7% |
False |
True |
640 |
| 120 |
1.1292 |
1.0557 |
0.0735 |
6.9% |
0.0041 |
0.4% |
7% |
False |
True |
591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0995 |
|
2.618 |
1.0859 |
|
1.618 |
1.0776 |
|
1.000 |
1.0724 |
|
0.618 |
1.0692 |
|
HIGH |
1.0641 |
|
0.618 |
1.0609 |
|
0.500 |
1.0599 |
|
0.382 |
1.0589 |
|
LOW |
1.0557 |
|
0.618 |
1.0505 |
|
1.000 |
1.0474 |
|
1.618 |
1.0422 |
|
2.618 |
1.0338 |
|
4.250 |
1.0202 |
|
|
| Fisher Pivots for day following 14-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0604 |
1.0639 |
| PP |
1.0601 |
1.0628 |
| S1 |
1.0599 |
1.0617 |
|