CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 19-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2024 |
19-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0596 |
1.0651 |
0.0056 |
0.5% |
1.0776 |
| High |
1.0665 |
1.0660 |
-0.0005 |
0.0% |
1.0786 |
| Low |
1.0590 |
1.0583 |
-0.0008 |
-0.1% |
1.0557 |
| Close |
1.0649 |
1.0653 |
0.0004 |
0.0% |
1.0597 |
| Range |
0.0075 |
0.0077 |
0.0003 |
3.4% |
0.0229 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.1% |
0.0000 |
| Volume |
1,840 |
2,782 |
942 |
51.2% |
15,808 |
|
| Daily Pivots for day following 19-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0863 |
1.0835 |
1.0695 |
|
| R3 |
1.0786 |
1.0758 |
1.0674 |
|
| R2 |
1.0709 |
1.0709 |
1.0667 |
|
| R1 |
1.0681 |
1.0681 |
1.0660 |
1.0695 |
| PP |
1.0632 |
1.0632 |
1.0632 |
1.0639 |
| S1 |
1.0604 |
1.0604 |
1.0645 |
1.0618 |
| S2 |
1.0555 |
1.0555 |
1.0638 |
|
| S3 |
1.0478 |
1.0527 |
1.0631 |
|
| S4 |
1.0401 |
1.0450 |
1.0610 |
|
|
| 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 |
1.0712 |
1.0557 |
0.0155 |
1.5% |
0.0081 |
0.8% |
62% |
False |
False |
2,958 |
| 10 |
1.1000 |
1.0557 |
0.0443 |
4.2% |
0.0104 |
1.0% |
22% |
False |
False |
2,644 |
| 20 |
1.1000 |
1.0557 |
0.0443 |
4.2% |
0.0077 |
0.7% |
22% |
False |
False |
2,008 |
| 40 |
1.1282 |
1.0557 |
0.0725 |
6.8% |
0.0065 |
0.6% |
13% |
False |
False |
1,341 |
| 60 |
1.1282 |
1.0557 |
0.0725 |
6.8% |
0.0058 |
0.5% |
13% |
False |
False |
1,087 |
| 80 |
1.1292 |
1.0557 |
0.0735 |
6.9% |
0.0052 |
0.5% |
13% |
False |
False |
870 |
| 100 |
1.1292 |
1.0557 |
0.0735 |
6.9% |
0.0046 |
0.4% |
13% |
False |
False |
706 |
| 120 |
1.1292 |
1.0557 |
0.0735 |
6.9% |
0.0043 |
0.4% |
13% |
False |
False |
646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0987 |
|
2.618 |
1.0861 |
|
1.618 |
1.0784 |
|
1.000 |
1.0737 |
|
0.618 |
1.0707 |
|
HIGH |
1.0660 |
|
0.618 |
1.0630 |
|
0.500 |
1.0621 |
|
0.382 |
1.0612 |
|
LOW |
1.0583 |
|
0.618 |
1.0535 |
|
1.000 |
1.0506 |
|
1.618 |
1.0458 |
|
2.618 |
1.0381 |
|
4.250 |
1.0255 |
|
|
| Fisher Pivots for day following 19-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0642 |
1.0642 |
| PP |
1.0632 |
1.0631 |
| S1 |
1.0621 |
1.0620 |
|