CME Euro FX (E) Future June 2025
Trading Metrics calculated at close of trading on 11-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2024 |
11-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
1.1060 |
1.1054 |
-0.0006 |
-0.1% |
1.1090 |
High |
1.1060 |
1.1062 |
0.0002 |
0.0% |
1.1090 |
Low |
1.1040 |
1.1054 |
0.0015 |
0.1% |
1.1040 |
Close |
1.1040 |
1.1056 |
0.0016 |
0.1% |
1.1056 |
Range |
0.0021 |
0.0008 |
-0.0013 |
-61.0% |
0.0051 |
ATR |
0.0035 |
0.0035 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
29 |
27 |
-2 |
-6.9% |
113 |
|
Daily Pivots for day following 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1081 |
1.1076 |
1.1060 |
|
R3 |
1.1073 |
1.1068 |
1.1058 |
|
R2 |
1.1065 |
1.1065 |
1.1057 |
|
R1 |
1.1060 |
1.1060 |
1.1056 |
1.1063 |
PP |
1.1057 |
1.1057 |
1.1057 |
1.1058 |
S1 |
1.1052 |
1.1052 |
1.1055 |
1.1055 |
S2 |
1.1049 |
1.1049 |
1.1054 |
|
S3 |
1.1041 |
1.1044 |
1.1053 |
|
S4 |
1.1033 |
1.1036 |
1.1051 |
|
|
Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1213 |
1.1185 |
1.1083 |
|
R3 |
1.1163 |
1.1134 |
1.1069 |
|
R2 |
1.1112 |
1.1112 |
1.1065 |
|
R1 |
1.1084 |
1.1084 |
1.1060 |
1.1073 |
PP |
1.1062 |
1.1062 |
1.1062 |
1.1056 |
S1 |
1.1033 |
1.1033 |
1.1051 |
1.1022 |
S2 |
1.1011 |
1.1011 |
1.1046 |
|
S3 |
1.0961 |
1.0983 |
1.1042 |
|
S4 |
1.0910 |
1.0932 |
1.1028 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1090 |
1.1040 |
0.0051 |
0.5% |
0.0011 |
0.1% |
32% |
False |
False |
22 |
10 |
1.1308 |
1.1040 |
0.0269 |
2.4% |
0.0027 |
0.2% |
6% |
False |
False |
30 |
20 |
1.1308 |
1.1040 |
0.0269 |
2.4% |
0.0027 |
0.2% |
6% |
False |
False |
76 |
40 |
1.1327 |
1.1040 |
0.0287 |
2.6% |
0.0025 |
0.2% |
6% |
False |
False |
111 |
60 |
1.1327 |
1.0932 |
0.0395 |
3.6% |
0.0021 |
0.2% |
31% |
False |
False |
115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1096 |
2.618 |
1.1083 |
1.618 |
1.1075 |
1.000 |
1.1070 |
0.618 |
1.1067 |
HIGH |
1.1062 |
0.618 |
1.1059 |
0.500 |
1.1058 |
0.382 |
1.1057 |
LOW |
1.1054 |
0.618 |
1.1049 |
1.000 |
1.1046 |
1.618 |
1.1041 |
2.618 |
1.1033 |
4.250 |
1.1020 |
|
|
Fisher Pivots for day following 11-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1058 |
1.1059 |
PP |
1.1057 |
1.1058 |
S1 |
1.1056 |
1.1057 |
|