CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 25-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2024 |
25-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0533 |
1.0531 |
-0.0003 |
0.0% |
1.0596 |
| High |
1.0555 |
1.0589 |
0.0034 |
0.3% |
1.0667 |
| Low |
1.0392 |
1.0502 |
0.0110 |
1.1% |
1.0392 |
| Close |
1.0470 |
1.0563 |
0.0093 |
0.9% |
1.0470 |
| Range |
0.0163 |
0.0087 |
-0.0076 |
-46.8% |
0.0275 |
| ATR |
0.0085 |
0.0087 |
0.0002 |
2.8% |
0.0000 |
| Volume |
11,047 |
3,669 |
-7,378 |
-66.8% |
25,485 |
|
| Daily Pivots for day following 25-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0811 |
1.0773 |
1.0611 |
|
| R3 |
1.0724 |
1.0687 |
1.0587 |
|
| R2 |
1.0638 |
1.0638 |
1.0579 |
|
| R1 |
1.0600 |
1.0600 |
1.0571 |
1.0619 |
| PP |
1.0551 |
1.0551 |
1.0551 |
1.0561 |
| S1 |
1.0514 |
1.0514 |
1.0555 |
1.0533 |
| S2 |
1.0465 |
1.0465 |
1.0547 |
|
| S3 |
1.0378 |
1.0427 |
1.0539 |
|
| S4 |
1.0292 |
1.0341 |
1.0515 |
|
|
| 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% |
0.0104 |
1.0% |
62% |
False |
False |
5,462 |
| 10 |
1.0720 |
1.0392 |
0.0328 |
3.1% |
0.0091 |
0.9% |
52% |
False |
False |
4,277 |
| 20 |
1.1000 |
1.0392 |
0.0608 |
5.8% |
0.0090 |
0.9% |
28% |
False |
False |
3,114 |
| 40 |
1.1214 |
1.0392 |
0.0822 |
7.8% |
0.0068 |
0.6% |
21% |
False |
False |
1,884 |
| 60 |
1.1282 |
1.0392 |
0.0890 |
8.4% |
0.0064 |
0.6% |
19% |
False |
False |
1,494 |
| 80 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0056 |
0.5% |
19% |
False |
False |
1,171 |
| 100 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0049 |
0.5% |
19% |
False |
False |
947 |
| 120 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0046 |
0.4% |
19% |
False |
False |
845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0956 |
|
2.618 |
1.0815 |
|
1.618 |
1.0728 |
|
1.000 |
1.0675 |
|
0.618 |
1.0642 |
|
HIGH |
1.0589 |
|
0.618 |
1.0555 |
|
0.500 |
1.0545 |
|
0.382 |
1.0535 |
|
LOW |
1.0502 |
|
0.618 |
1.0449 |
|
1.000 |
1.0416 |
|
1.618 |
1.0362 |
|
2.618 |
1.0276 |
|
4.250 |
1.0134 |
|
|
| Fisher Pivots for day following 25-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0557 |
1.0543 |
| PP |
1.0551 |
1.0522 |
| S1 |
1.0545 |
1.0502 |
|