CME Euro FX (E) Future June 2025
Trading Metrics calculated at close of trading on 25-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2024 |
25-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
1.0905 |
1.0945 |
0.0041 |
0.4% |
1.0989 |
High |
1.0950 |
1.0954 |
0.0004 |
0.0% |
1.0989 |
Low |
1.0905 |
1.0930 |
0.0026 |
0.2% |
1.0900 |
Close |
1.0946 |
1.0926 |
-0.0020 |
-0.2% |
1.0926 |
Range |
0.0046 |
0.0024 |
-0.0022 |
-47.3% |
0.0089 |
ATR |
0.0035 |
0.0034 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
15 |
9 |
-6 |
-40.0% |
83 |
|
Daily Pivots for day following 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1009 |
1.0991 |
1.0939 |
|
R3 |
1.0985 |
1.0967 |
1.0932 |
|
R2 |
1.0961 |
1.0961 |
1.0930 |
|
R1 |
1.0943 |
1.0943 |
1.0928 |
1.0940 |
PP |
1.0937 |
1.0937 |
1.0937 |
1.0935 |
S1 |
1.0919 |
1.0919 |
1.0923 |
1.0916 |
S2 |
1.0913 |
1.0913 |
1.0921 |
|
S3 |
1.0889 |
1.0895 |
1.0919 |
|
S4 |
1.0865 |
1.0871 |
1.0912 |
|
|
Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1204 |
1.1153 |
1.0974 |
|
R3 |
1.1115 |
1.1065 |
1.0950 |
|
R2 |
1.1027 |
1.1027 |
1.0942 |
|
R1 |
1.0976 |
1.0976 |
1.0934 |
1.0957 |
PP |
1.0938 |
1.0938 |
1.0938 |
1.0929 |
S1 |
1.0888 |
1.0888 |
1.0917 |
1.0869 |
S2 |
1.0850 |
1.0850 |
1.0909 |
|
S3 |
1.0761 |
1.0799 |
1.0901 |
|
S4 |
1.0673 |
1.0711 |
1.0877 |
|
|
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% |
29% |
False |
False |
16 |
10 |
1.1030 |
1.0900 |
0.0130 |
1.2% |
0.0027 |
0.2% |
20% |
False |
False |
19 |
20 |
1.1308 |
1.0900 |
0.0408 |
3.7% |
0.0027 |
0.2% |
6% |
False |
False |
24 |
40 |
1.1308 |
1.0900 |
0.0408 |
3.7% |
0.0026 |
0.2% |
6% |
False |
False |
92 |
60 |
1.1327 |
1.0900 |
0.0427 |
3.9% |
0.0024 |
0.2% |
6% |
False |
False |
108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1056 |
2.618 |
1.1017 |
1.618 |
1.0993 |
1.000 |
1.0978 |
0.618 |
1.0969 |
HIGH |
1.0954 |
0.618 |
1.0945 |
0.500 |
1.0942 |
0.382 |
1.0939 |
LOW |
1.0930 |
0.618 |
1.0915 |
1.000 |
1.0906 |
1.618 |
1.0891 |
2.618 |
1.0867 |
4.250 |
1.0828 |
|
|
Fisher Pivots for day following 25-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
1.0942 |
1.0927 |
PP |
1.0937 |
1.0927 |
S1 |
1.0931 |
1.0926 |
|