CME Euro FX (E) Future June 2025
Trading Metrics calculated at close of trading on 28-Oct-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2024 |
28-Oct-2024 |
Change |
Change % |
Previous Week |
Open |
1.0945 |
1.0948 |
0.0003 |
0.0% |
1.0989 |
High |
1.0954 |
1.0948 |
-0.0006 |
-0.1% |
1.0989 |
Low |
1.0930 |
1.0937 |
0.0007 |
0.1% |
1.0900 |
Close |
1.0926 |
1.0937 |
0.0011 |
0.1% |
1.0926 |
Range |
0.0024 |
0.0012 |
-0.0013 |
-52.1% |
0.0089 |
ATR |
0.0034 |
0.0033 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
9 |
6 |
-3 |
-33.3% |
83 |
|
Daily Pivots for day following 28-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0975 |
1.0967 |
1.0943 |
|
R3 |
1.0963 |
1.0956 |
1.0940 |
|
R2 |
1.0952 |
1.0952 |
1.0939 |
|
R1 |
1.0944 |
1.0944 |
1.0938 |
1.0942 |
PP |
1.0940 |
1.0940 |
1.0940 |
1.0939 |
S1 |
1.0933 |
1.0933 |
1.0935 |
1.0931 |
S2 |
1.0929 |
1.0929 |
1.0934 |
|
S3 |
1.0917 |
1.0921 |
1.0933 |
|
S4 |
1.0906 |
1.0910 |
1.0930 |
|
|
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 |
1.0954 |
1.0900 |
0.0054 |
0.5% |
0.0022 |
0.2% |
68% |
False |
False |
11 |
10 |
1.1022 |
1.0900 |
0.0122 |
1.1% |
0.0026 |
0.2% |
30% |
False |
False |
18 |
20 |
1.1230 |
1.0900 |
0.0330 |
3.0% |
0.0024 |
0.2% |
11% |
False |
False |
21 |
40 |
1.1308 |
1.0900 |
0.0408 |
3.7% |
0.0025 |
0.2% |
9% |
False |
False |
92 |
60 |
1.1327 |
1.0900 |
0.0427 |
3.9% |
0.0022 |
0.2% |
9% |
False |
False |
106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0997 |
2.618 |
1.0978 |
1.618 |
1.0967 |
1.000 |
1.0960 |
0.618 |
1.0955 |
HIGH |
1.0948 |
0.618 |
1.0944 |
0.500 |
1.0942 |
0.382 |
1.0941 |
LOW |
1.0937 |
0.618 |
1.0929 |
1.000 |
1.0925 |
1.618 |
1.0918 |
2.618 |
1.0906 |
4.250 |
1.0888 |
|
|
Fisher Pivots for day following 28-Oct-2024 |
Pivot |
1 day |
3 day |
R1 |
1.0942 |
1.0934 |
PP |
1.0940 |
1.0932 |
S1 |
1.0938 |
1.0929 |
|