CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 29-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2024 |
29-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0545 |
1.0623 |
0.0078 |
0.7% |
1.0531 |
| High |
1.0642 |
1.0651 |
0.0009 |
0.1% |
1.0651 |
| Low |
1.0532 |
1.0582 |
0.0050 |
0.5% |
1.0485 |
| Close |
1.0618 |
1.0621 |
0.0003 |
0.0% |
1.0621 |
| Range |
0.0110 |
0.0069 |
-0.0041 |
-37.3% |
0.0166 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
7,295 |
7,314 |
19 |
0.3% |
24,181 |
|
| Daily Pivots for day following 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0825 |
1.0792 |
1.0658 |
|
| R3 |
1.0756 |
1.0723 |
1.0639 |
|
| R2 |
1.0687 |
1.0687 |
1.0633 |
|
| R1 |
1.0654 |
1.0654 |
1.0627 |
1.0636 |
| PP |
1.0618 |
1.0618 |
1.0618 |
1.0609 |
| S1 |
1.0585 |
1.0585 |
1.0614 |
1.0567 |
| S2 |
1.0549 |
1.0549 |
1.0608 |
|
| S3 |
1.0480 |
1.0516 |
1.0602 |
|
| S4 |
1.0411 |
1.0447 |
1.0583 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1082 |
1.1017 |
1.0712 |
|
| R3 |
1.0916 |
1.0851 |
1.0666 |
|
| R2 |
1.0751 |
1.0751 |
1.0651 |
|
| R1 |
1.0686 |
1.0686 |
1.0636 |
1.0718 |
| PP |
1.0585 |
1.0585 |
1.0585 |
1.0602 |
| S1 |
1.0520 |
1.0520 |
1.0605 |
1.0553 |
| S2 |
1.0420 |
1.0420 |
1.0590 |
|
| S3 |
1.0254 |
1.0355 |
1.0575 |
|
| S4 |
1.0089 |
1.0189 |
1.0529 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0651 |
1.0392 |
0.0259 |
2.4% |
0.0109 |
1.0% |
88% |
True |
False |
7,062 |
| 10 |
1.0667 |
1.0392 |
0.0275 |
2.6% |
0.0096 |
0.9% |
83% |
False |
False |
5,199 |
| 20 |
1.1000 |
1.0392 |
0.0608 |
5.7% |
0.0097 |
0.9% |
38% |
False |
False |
3,745 |
| 40 |
1.1110 |
1.0392 |
0.0718 |
6.8% |
0.0071 |
0.7% |
32% |
False |
False |
2,365 |
| 60 |
1.1282 |
1.0392 |
0.0890 |
8.4% |
0.0067 |
0.6% |
26% |
False |
False |
1,803 |
| 80 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0058 |
0.5% |
25% |
False |
False |
1,404 |
| 100 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0052 |
0.5% |
25% |
False |
False |
1,151 |
| 120 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0048 |
0.5% |
25% |
False |
False |
1,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0944 |
|
2.618 |
1.0831 |
|
1.618 |
1.0762 |
|
1.000 |
1.0720 |
|
0.618 |
1.0693 |
|
HIGH |
1.0651 |
|
0.618 |
1.0624 |
|
0.500 |
1.0616 |
|
0.382 |
1.0608 |
|
LOW |
1.0582 |
|
0.618 |
1.0539 |
|
1.000 |
1.0513 |
|
1.618 |
1.0470 |
|
2.618 |
1.0401 |
|
4.250 |
1.0288 |
|
|
| Fisher Pivots for day following 29-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0619 |
1.0603 |
| PP |
1.0618 |
1.0585 |
| S1 |
1.0616 |
1.0568 |
|