CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 20-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2024 |
20-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0651 |
1.0658 |
0.0007 |
0.1% |
1.0776 |
| High |
1.0660 |
1.0667 |
0.0007 |
0.1% |
1.0786 |
| Low |
1.0583 |
1.0566 |
-0.0017 |
-0.2% |
1.0557 |
| Close |
1.0653 |
1.0599 |
-0.0054 |
-0.5% |
1.0597 |
| Range |
0.0077 |
0.0101 |
0.0024 |
30.5% |
0.0229 |
| ATR |
0.0076 |
0.0078 |
0.0002 |
2.3% |
0.0000 |
| Volume |
2,782 |
2,511 |
-271 |
-9.7% |
15,808 |
|
| Daily Pivots for day following 20-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0912 |
1.0856 |
1.0654 |
|
| R3 |
1.0811 |
1.0755 |
1.0626 |
|
| R2 |
1.0711 |
1.0711 |
1.0617 |
|
| R1 |
1.0655 |
1.0655 |
1.0608 |
1.0633 |
| PP |
1.0610 |
1.0610 |
1.0610 |
1.0599 |
| S1 |
1.0554 |
1.0554 |
1.0589 |
1.0532 |
| S2 |
1.0510 |
1.0510 |
1.0580 |
|
| S3 |
1.0409 |
1.0454 |
1.0571 |
|
| S4 |
1.0309 |
1.0353 |
1.0543 |
|
|
| 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 |
1.0667 |
1.0557 |
0.0110 |
1.0% |
0.0082 |
0.8% |
38% |
True |
False |
2,678 |
| 10 |
1.0887 |
1.0557 |
0.0330 |
3.1% |
0.0089 |
0.8% |
13% |
False |
False |
2,583 |
| 20 |
1.1000 |
1.0557 |
0.0443 |
4.2% |
0.0080 |
0.8% |
9% |
False |
False |
2,098 |
| 40 |
1.1278 |
1.0557 |
0.0721 |
6.8% |
0.0065 |
0.6% |
6% |
False |
False |
1,388 |
| 60 |
1.1282 |
1.0557 |
0.0725 |
6.8% |
0.0060 |
0.6% |
6% |
False |
False |
1,129 |
| 80 |
1.1292 |
1.0557 |
0.0735 |
6.9% |
0.0053 |
0.5% |
6% |
False |
False |
901 |
| 100 |
1.1292 |
1.0557 |
0.0735 |
6.9% |
0.0047 |
0.4% |
6% |
False |
False |
731 |
| 120 |
1.1292 |
1.0557 |
0.0735 |
6.9% |
0.0044 |
0.4% |
6% |
False |
False |
665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1094 |
|
2.618 |
1.0930 |
|
1.618 |
1.0829 |
|
1.000 |
1.0767 |
|
0.618 |
1.0729 |
|
HIGH |
1.0667 |
|
0.618 |
1.0628 |
|
0.500 |
1.0616 |
|
0.382 |
1.0604 |
|
LOW |
1.0566 |
|
0.618 |
1.0504 |
|
1.000 |
1.0466 |
|
1.618 |
1.0403 |
|
2.618 |
1.0303 |
|
4.250 |
1.0139 |
|
|
| Fisher Pivots for day following 20-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0616 |
1.0616 |
| PP |
1.0610 |
1.0610 |
| S1 |
1.0604 |
1.0604 |
|