CME Euro FX (E) Future June 2025
Trading Metrics calculated at close of trading on 21-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2024 |
21-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
1.0967 |
1.0989 |
0.0022 |
0.2% |
1.1030 |
High |
1.0988 |
1.0989 |
0.0001 |
0.0% |
1.1030 |
Low |
1.0967 |
1.0933 |
-0.0035 |
-0.3% |
1.0940 |
Close |
1.0987 |
1.0933 |
-0.0055 |
-0.5% |
1.0987 |
Range |
0.0021 |
0.0056 |
0.0035 |
166.7% |
0.0090 |
ATR |
0.0035 |
0.0036 |
0.0002 |
4.4% |
0.0000 |
Volume |
24 |
33 |
9 |
37.5% |
112 |
|
Daily Pivots for day following 21-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1119 |
1.1082 |
1.0963 |
|
R3 |
1.1063 |
1.1026 |
1.0948 |
|
R2 |
1.1007 |
1.1007 |
1.0943 |
|
R1 |
1.0970 |
1.0970 |
1.0938 |
1.0961 |
PP |
1.0951 |
1.0951 |
1.0951 |
1.0947 |
S1 |
1.0914 |
1.0914 |
1.0927 |
1.0905 |
S2 |
1.0895 |
1.0895 |
1.0922 |
|
S3 |
1.0839 |
1.0858 |
1.0917 |
|
S4 |
1.0783 |
1.0802 |
1.0902 |
|
|
Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1256 |
1.1211 |
1.1037 |
|
R3 |
1.1166 |
1.1121 |
1.1012 |
|
R2 |
1.1076 |
1.1076 |
1.1004 |
|
R1 |
1.1031 |
1.1031 |
1.0995 |
1.1009 |
PP |
1.0986 |
1.0986 |
1.0986 |
1.0974 |
S1 |
1.0941 |
1.0941 |
1.0979 |
1.0919 |
S2 |
1.0896 |
1.0896 |
1.0971 |
|
S3 |
1.0806 |
1.0851 |
1.0962 |
|
S4 |
1.0716 |
1.0761 |
1.0938 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1022 |
1.0933 |
0.0090 |
0.8% |
0.0030 |
0.3% |
0% |
False |
True |
25 |
10 |
1.1090 |
1.0933 |
0.0158 |
1.4% |
0.0022 |
0.2% |
0% |
False |
True |
24 |
20 |
1.1308 |
1.0933 |
0.0376 |
3.4% |
0.0027 |
0.2% |
0% |
False |
True |
24 |
40 |
1.1318 |
1.0933 |
0.0385 |
3.5% |
0.0025 |
0.2% |
0% |
False |
True |
97 |
60 |
1.1327 |
1.0932 |
0.0395 |
3.6% |
0.0023 |
0.2% |
0% |
False |
False |
115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1227 |
2.618 |
1.1135 |
1.618 |
1.1079 |
1.000 |
1.1045 |
0.618 |
1.1023 |
HIGH |
1.0989 |
0.618 |
1.0967 |
0.500 |
1.0961 |
0.382 |
1.0954 |
LOW |
1.0933 |
0.618 |
1.0898 |
1.000 |
1.0877 |
1.618 |
1.0842 |
2.618 |
1.0786 |
4.250 |
1.0695 |
|
|
Fisher Pivots for day following 21-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
1.0961 |
1.0961 |
PP |
1.0951 |
1.0951 |
S1 |
1.0942 |
1.0942 |
|