CME Euro FX (E) Future June 2025
Trading Metrics calculated at close of trading on 14-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2024 |
14-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
1.1054 |
1.1030 |
-0.0024 |
-0.2% |
1.1090 |
High |
1.1062 |
1.1030 |
-0.0032 |
-0.3% |
1.1090 |
Low |
1.1054 |
1.1015 |
-0.0039 |
-0.4% |
1.1040 |
Close |
1.1056 |
1.1015 |
-0.0041 |
-0.4% |
1.1056 |
Range |
0.0008 |
0.0015 |
0.0007 |
87.5% |
0.0051 |
ATR |
0.0035 |
0.0035 |
0.0000 |
1.2% |
0.0000 |
Volume |
27 |
17 |
-10 |
-37.0% |
113 |
|
Daily Pivots for day following 14-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1065 |
1.1055 |
1.1023 |
|
R3 |
1.1050 |
1.1040 |
1.1019 |
|
R2 |
1.1035 |
1.1035 |
1.1018 |
|
R1 |
1.1025 |
1.1025 |
1.1016 |
1.1023 |
PP |
1.1020 |
1.1020 |
1.1020 |
1.1019 |
S1 |
1.1010 |
1.1010 |
1.1014 |
1.1008 |
S2 |
1.1005 |
1.1005 |
1.1012 |
|
S3 |
1.0990 |
1.0995 |
1.1011 |
|
S4 |
1.0975 |
1.0980 |
1.1007 |
|
|
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 |
1.1015 |
0.0075 |
0.7% |
0.0014 |
0.1% |
0% |
False |
True |
22 |
10 |
1.1230 |
1.1015 |
0.0215 |
2.0% |
0.0022 |
0.2% |
0% |
False |
True |
24 |
20 |
1.1308 |
1.1015 |
0.0293 |
2.7% |
0.0028 |
0.3% |
0% |
False |
True |
77 |
40 |
1.1327 |
1.1015 |
0.0312 |
2.8% |
0.0024 |
0.2% |
0% |
False |
True |
111 |
60 |
1.1327 |
1.0932 |
0.0395 |
3.6% |
0.0021 |
0.2% |
21% |
False |
False |
116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1094 |
2.618 |
1.1069 |
1.618 |
1.1054 |
1.000 |
1.1045 |
0.618 |
1.1039 |
HIGH |
1.1030 |
0.618 |
1.1024 |
0.500 |
1.1023 |
0.382 |
1.1021 |
LOW |
1.1015 |
0.618 |
1.1006 |
1.000 |
1.1000 |
1.618 |
1.0991 |
2.618 |
1.0976 |
4.250 |
1.0951 |
|
|
Fisher Pivots for day following 14-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
1.1023 |
1.1039 |
PP |
1.1020 |
1.1031 |
S1 |
1.1018 |
1.1023 |
|