CME Euro FX (E) Future June 2025
Trading Metrics calculated at close of trading on 16-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2024 |
16-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
1.1022 |
1.0989 |
-0.0034 |
-0.3% |
1.1090 |
High |
1.1022 |
1.0989 |
-0.0034 |
-0.3% |
1.1090 |
Low |
1.1000 |
1.0972 |
-0.0029 |
-0.3% |
1.1040 |
Close |
1.1004 |
1.0972 |
-0.0032 |
-0.3% |
1.1056 |
Range |
0.0022 |
0.0017 |
-0.0005 |
-22.7% |
0.0051 |
ATR |
0.0034 |
0.0034 |
0.0000 |
-0.4% |
0.0000 |
Volume |
10 |
27 |
17 |
170.0% |
113 |
|
Daily Pivots for day following 16-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1028 |
1.1017 |
1.0981 |
|
R3 |
1.1011 |
1.1000 |
1.0976 |
|
R2 |
1.0994 |
1.0994 |
1.0975 |
|
R1 |
1.0983 |
1.0983 |
1.0973 |
1.0980 |
PP |
1.0977 |
1.0977 |
1.0977 |
1.0976 |
S1 |
1.0966 |
1.0966 |
1.0970 |
1.0963 |
S2 |
1.0960 |
1.0960 |
1.0968 |
|
S3 |
1.0943 |
1.0949 |
1.0967 |
|
S4 |
1.0926 |
1.0932 |
1.0962 |
|
|
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 |
1.1062 |
1.0972 |
0.0091 |
0.8% |
0.0017 |
0.2% |
0% |
False |
True |
22 |
10 |
1.1148 |
1.0972 |
0.0177 |
1.6% |
0.0018 |
0.2% |
0% |
False |
True |
22 |
20 |
1.1308 |
1.0972 |
0.0337 |
3.1% |
0.0026 |
0.2% |
0% |
False |
True |
71 |
40 |
1.1327 |
1.0972 |
0.0355 |
3.2% |
0.0024 |
0.2% |
0% |
False |
True |
104 |
60 |
1.1327 |
1.0932 |
0.0395 |
3.6% |
0.0022 |
0.2% |
10% |
False |
False |
116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1061 |
2.618 |
1.1033 |
1.618 |
1.1016 |
1.000 |
1.1006 |
0.618 |
1.0999 |
HIGH |
1.0989 |
0.618 |
1.0982 |
0.500 |
1.0980 |
0.382 |
1.0978 |
LOW |
1.0972 |
0.618 |
1.0961 |
1.000 |
1.0955 |
1.618 |
1.0944 |
2.618 |
1.0927 |
4.250 |
1.0899 |
|
|
Fisher Pivots for day following 16-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
1.0980 |
1.1001 |
PP |
1.0977 |
1.0991 |
S1 |
1.0974 |
1.0981 |
|