CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 22-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2024 |
22-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0603 |
1.0533 |
-0.0070 |
-0.7% |
1.0596 |
| High |
1.0612 |
1.0555 |
-0.0058 |
-0.5% |
1.0667 |
| Low |
1.0520 |
1.0392 |
-0.0128 |
-1.2% |
1.0392 |
| Close |
1.0542 |
1.0470 |
-0.0072 |
-0.7% |
1.0470 |
| Range |
0.0093 |
0.0163 |
0.0070 |
75.7% |
0.0275 |
| ATR |
0.0079 |
0.0085 |
0.0006 |
7.6% |
0.0000 |
| Volume |
7,305 |
11,047 |
3,742 |
51.2% |
25,485 |
|
| Daily Pivots for day following 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0960 |
1.0877 |
1.0559 |
|
| R3 |
1.0797 |
1.0715 |
1.0515 |
|
| R2 |
1.0635 |
1.0635 |
1.0500 |
|
| R1 |
1.0552 |
1.0552 |
1.0485 |
1.0512 |
| PP |
1.0472 |
1.0472 |
1.0472 |
1.0452 |
| S1 |
1.0390 |
1.0390 |
1.0455 |
1.0350 |
| S2 |
1.0310 |
1.0310 |
1.0440 |
|
| S3 |
1.0147 |
1.0227 |
1.0425 |
|
| S4 |
0.9985 |
1.0065 |
1.0381 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1333 |
1.1176 |
1.0621 |
|
| R3 |
1.1059 |
1.0902 |
1.0545 |
|
| R2 |
1.0784 |
1.0784 |
1.0520 |
|
| R1 |
1.0627 |
1.0627 |
1.0495 |
1.0568 |
| PP |
1.0510 |
1.0510 |
1.0510 |
1.0480 |
| S1 |
1.0353 |
1.0353 |
1.0445 |
1.0294 |
| S2 |
1.0235 |
1.0235 |
1.0420 |
|
| S3 |
0.9961 |
1.0078 |
1.0395 |
|
| S4 |
0.9686 |
0.9804 |
1.0319 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0667 |
1.0392 |
0.0275 |
2.6% |
0.0101 |
1.0% |
28% |
False |
True |
5,097 |
| 10 |
1.0786 |
1.0392 |
0.0394 |
3.8% |
0.0092 |
0.9% |
20% |
False |
True |
4,129 |
| 20 |
1.1000 |
1.0392 |
0.0608 |
5.8% |
0.0088 |
0.8% |
13% |
False |
True |
2,952 |
| 40 |
1.1278 |
1.0392 |
0.0886 |
8.5% |
0.0069 |
0.7% |
9% |
False |
True |
1,820 |
| 60 |
1.1282 |
1.0392 |
0.0890 |
8.5% |
0.0063 |
0.6% |
9% |
False |
True |
1,433 |
| 80 |
1.1292 |
1.0392 |
0.0900 |
8.6% |
0.0056 |
0.5% |
9% |
False |
True |
1,130 |
| 100 |
1.1292 |
1.0392 |
0.0900 |
8.6% |
0.0049 |
0.5% |
9% |
False |
True |
912 |
| 120 |
1.1292 |
1.0392 |
0.0900 |
8.6% |
0.0046 |
0.4% |
9% |
False |
True |
815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1245 |
|
2.618 |
1.0980 |
|
1.618 |
1.0817 |
|
1.000 |
1.0717 |
|
0.618 |
1.0655 |
|
HIGH |
1.0555 |
|
0.618 |
1.0492 |
|
0.500 |
1.0473 |
|
0.382 |
1.0454 |
|
LOW |
1.0392 |
|
0.618 |
1.0292 |
|
1.000 |
1.0230 |
|
1.618 |
1.0129 |
|
2.618 |
0.9967 |
|
4.250 |
0.9701 |
|
|
| Fisher Pivots for day following 22-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0473 |
1.0529 |
| PP |
1.0472 |
1.0510 |
| S1 |
1.0471 |
1.0490 |
|