CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 15-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2024 |
15-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0625 |
1.0590 |
-0.0035 |
-0.3% |
1.0776 |
| High |
1.0641 |
1.0652 |
0.0012 |
0.1% |
1.0786 |
| Low |
1.0557 |
1.0576 |
0.0019 |
0.2% |
1.0557 |
| Close |
1.0607 |
1.0597 |
-0.0010 |
-0.1% |
1.0597 |
| Range |
0.0084 |
0.0076 |
-0.0008 |
-9.0% |
0.0229 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.0% |
0.0000 |
| Volume |
4,014 |
2,243 |
-1,771 |
-44.1% |
15,808 |
|
| Daily Pivots for day following 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0836 |
1.0792 |
1.0638 |
|
| R3 |
1.0760 |
1.0716 |
1.0617 |
|
| R2 |
1.0684 |
1.0684 |
1.0610 |
|
| R1 |
1.0640 |
1.0640 |
1.0603 |
1.0662 |
| PP |
1.0608 |
1.0608 |
1.0608 |
1.0619 |
| S1 |
1.0564 |
1.0564 |
1.0590 |
1.0586 |
| S2 |
1.0532 |
1.0532 |
1.0583 |
|
| S3 |
1.0456 |
1.0488 |
1.0576 |
|
| S4 |
1.0380 |
1.0412 |
1.0555 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1334 |
1.1194 |
1.0722 |
|
| R3 |
1.1105 |
1.0965 |
1.0659 |
|
| R2 |
1.0876 |
1.0876 |
1.0638 |
|
| R1 |
1.0736 |
1.0736 |
1.0617 |
1.0691 |
| PP |
1.0647 |
1.0647 |
1.0647 |
1.0624 |
| S1 |
1.0507 |
1.0507 |
1.0576 |
1.0462 |
| S2 |
1.0418 |
1.0418 |
1.0555 |
|
| S3 |
1.0189 |
1.0278 |
1.0534 |
|
| S4 |
0.9960 |
1.0049 |
1.0471 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0786 |
1.0557 |
0.0229 |
2.2% |
0.0082 |
0.8% |
17% |
False |
False |
3,161 |
| 10 |
1.1000 |
1.0557 |
0.0443 |
4.2% |
0.0099 |
0.9% |
9% |
False |
False |
2,416 |
| 20 |
1.1000 |
1.0557 |
0.0443 |
4.2% |
0.0074 |
0.7% |
9% |
False |
False |
1,882 |
| 40 |
1.1282 |
1.0557 |
0.0725 |
6.8% |
0.0065 |
0.6% |
5% |
False |
False |
1,295 |
| 60 |
1.1292 |
1.0557 |
0.0735 |
6.9% |
0.0057 |
0.5% |
5% |
False |
False |
1,011 |
| 80 |
1.1292 |
1.0557 |
0.0735 |
6.9% |
0.0051 |
0.5% |
5% |
False |
False |
813 |
| 100 |
1.1292 |
1.0557 |
0.0735 |
6.9% |
0.0045 |
0.4% |
5% |
False |
False |
660 |
| 120 |
1.1292 |
1.0557 |
0.0735 |
6.9% |
0.0042 |
0.4% |
5% |
False |
False |
609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0975 |
|
2.618 |
1.0851 |
|
1.618 |
1.0775 |
|
1.000 |
1.0728 |
|
0.618 |
1.0699 |
|
HIGH |
1.0652 |
|
0.618 |
1.0623 |
|
0.500 |
1.0614 |
|
0.382 |
1.0605 |
|
LOW |
1.0576 |
|
0.618 |
1.0529 |
|
1.000 |
1.0500 |
|
1.618 |
1.0453 |
|
2.618 |
1.0377 |
|
4.250 |
1.0253 |
|
|
| Fisher Pivots for day following 15-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0614 |
1.0635 |
| PP |
1.0608 |
1.0622 |
| S1 |
1.0602 |
1.0609 |
|