CME Euro FX (E) Future June 2025
Trading Metrics calculated at close of trading on 17-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2024 |
17-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
1.0989 |
1.0975 |
-0.0014 |
-0.1% |
1.1090 |
High |
1.0989 |
1.0975 |
-0.0014 |
-0.1% |
1.1090 |
Low |
1.0972 |
1.0940 |
-0.0032 |
-0.3% |
1.1040 |
Close |
1.0972 |
1.0945 |
-0.0027 |
-0.2% |
1.1056 |
Range |
0.0017 |
0.0035 |
0.0018 |
105.9% |
0.0051 |
ATR |
0.0034 |
0.0034 |
0.0000 |
0.2% |
0.0000 |
Volume |
27 |
34 |
7 |
25.9% |
113 |
|
Daily Pivots for day following 17-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1058 |
1.1037 |
1.0964 |
|
R3 |
1.1023 |
1.1002 |
1.0955 |
|
R2 |
1.0988 |
1.0988 |
1.0951 |
|
R1 |
1.0967 |
1.0967 |
1.0948 |
1.0960 |
PP |
1.0953 |
1.0953 |
1.0953 |
1.0950 |
S1 |
1.0932 |
1.0932 |
1.0942 |
1.0925 |
S2 |
1.0918 |
1.0918 |
1.0939 |
|
S3 |
1.0883 |
1.0897 |
1.0935 |
|
S4 |
1.0848 |
1.0862 |
1.0926 |
|
|
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 |
1.0940 |
0.0122 |
1.1% |
0.0019 |
0.2% |
4% |
False |
True |
23 |
10 |
1.1141 |
1.0940 |
0.0201 |
1.8% |
0.0021 |
0.2% |
2% |
False |
True |
25 |
20 |
1.1308 |
1.0940 |
0.0368 |
3.4% |
0.0025 |
0.2% |
1% |
False |
True |
44 |
40 |
1.1327 |
1.0940 |
0.0387 |
3.5% |
0.0024 |
0.2% |
1% |
False |
True |
102 |
60 |
1.1327 |
1.0932 |
0.0395 |
3.6% |
0.0022 |
0.2% |
3% |
False |
False |
116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1124 |
2.618 |
1.1067 |
1.618 |
1.1032 |
1.000 |
1.1010 |
0.618 |
1.0997 |
HIGH |
1.0975 |
0.618 |
1.0962 |
0.500 |
1.0958 |
0.382 |
1.0953 |
LOW |
1.0940 |
0.618 |
1.0918 |
1.000 |
1.0905 |
1.618 |
1.0883 |
2.618 |
1.0848 |
4.250 |
1.0791 |
|
|
Fisher Pivots for day following 17-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
1.0958 |
1.0981 |
PP |
1.0953 |
1.0969 |
S1 |
1.0949 |
1.0957 |
|