CME Euro FX (E) Future June 2025
Trading Metrics calculated at close of trading on 24-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2024 |
24-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
1.0906 |
1.0905 |
-0.0002 |
0.0% |
1.1030 |
High |
1.0910 |
1.0950 |
0.0041 |
0.4% |
1.1030 |
Low |
1.0900 |
1.0905 |
0.0005 |
0.0% |
1.0940 |
Close |
1.0905 |
1.0946 |
0.0041 |
0.4% |
1.0987 |
Range |
0.0010 |
0.0046 |
0.0036 |
378.9% |
0.0090 |
ATR |
0.0034 |
0.0035 |
0.0001 |
2.4% |
0.0000 |
Volume |
20 |
15 |
-5 |
-25.0% |
112 |
|
Daily Pivots for day following 24-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1070 |
1.1053 |
1.0971 |
|
R3 |
1.1024 |
1.1008 |
1.0958 |
|
R2 |
1.0979 |
1.0979 |
1.0954 |
|
R1 |
1.0962 |
1.0962 |
1.0950 |
1.0971 |
PP |
1.0933 |
1.0933 |
1.0933 |
1.0938 |
S1 |
1.0917 |
1.0917 |
1.0941 |
1.0925 |
S2 |
1.0888 |
1.0888 |
1.0937 |
|
S3 |
1.0842 |
1.0871 |
1.0933 |
|
S4 |
1.0797 |
1.0826 |
1.0920 |
|
|
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 |
1.0989 |
1.0900 |
0.0089 |
0.8% |
0.0031 |
0.3% |
51% |
False |
False |
19 |
10 |
1.1062 |
1.0900 |
0.0162 |
1.5% |
0.0025 |
0.2% |
28% |
False |
False |
21 |
20 |
1.1308 |
1.0900 |
0.0408 |
3.7% |
0.0027 |
0.2% |
11% |
False |
False |
25 |
40 |
1.1308 |
1.0900 |
0.0408 |
3.7% |
0.0025 |
0.2% |
11% |
False |
False |
92 |
60 |
1.1327 |
1.0900 |
0.0427 |
3.9% |
0.0023 |
0.2% |
11% |
False |
False |
112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1143 |
2.618 |
1.1069 |
1.618 |
1.1024 |
1.000 |
1.0996 |
0.618 |
1.0978 |
HIGH |
1.0950 |
0.618 |
1.0933 |
0.500 |
1.0927 |
0.382 |
1.0922 |
LOW |
1.0905 |
0.618 |
1.0876 |
1.000 |
1.0859 |
1.618 |
1.0831 |
2.618 |
1.0785 |
4.250 |
1.0711 |
|
|
Fisher Pivots for day following 24-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
1.0939 |
1.0939 |
PP |
1.0933 |
1.0932 |
S1 |
1.0927 |
1.0925 |
|