CME Euro FX (E) Future June 2025
Trading Metrics calculated at close of trading on 01-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2024 |
01-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
1.0975 |
1.0999 |
0.0024 |
0.2% |
1.0948 |
High |
1.1000 |
1.1008 |
0.0008 |
0.1% |
1.1008 |
Low |
1.0971 |
1.0956 |
-0.0015 |
-0.1% |
1.0917 |
Close |
1.0987 |
1.0954 |
-0.0033 |
-0.3% |
1.0954 |
Range |
0.0030 |
0.0053 |
0.0023 |
78.0% |
0.0091 |
ATR |
0.0034 |
0.0035 |
0.0001 |
4.0% |
0.0000 |
Volume |
30 |
14 |
-16 |
-53.3% |
130 |
|
Daily Pivots for day following 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1130 |
1.1095 |
1.0983 |
|
R3 |
1.1078 |
1.1042 |
1.0968 |
|
R2 |
1.1025 |
1.1025 |
1.0964 |
|
R1 |
1.0990 |
1.0990 |
1.0959 |
1.0981 |
PP |
1.0973 |
1.0973 |
1.0973 |
1.0968 |
S1 |
1.0937 |
1.0937 |
1.0949 |
1.0929 |
S2 |
1.0920 |
1.0920 |
1.0944 |
|
S3 |
1.0868 |
1.0885 |
1.0940 |
|
S4 |
1.0815 |
1.0832 |
1.0925 |
|
|
Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1233 |
1.1184 |
1.1004 |
|
R3 |
1.1142 |
1.1093 |
1.0979 |
|
R2 |
1.1051 |
1.1051 |
1.0971 |
|
R1 |
1.1002 |
1.1002 |
1.0962 |
1.1027 |
PP |
1.0960 |
1.0960 |
1.0960 |
1.0972 |
S1 |
1.0911 |
1.0911 |
1.0946 |
1.0936 |
S2 |
1.0869 |
1.0869 |
1.0937 |
|
S3 |
1.0778 |
1.0820 |
1.0929 |
|
S4 |
1.0687 |
1.0729 |
1.0904 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1008 |
1.0917 |
0.0091 |
0.8% |
0.0029 |
0.3% |
41% |
True |
False |
26 |
10 |
1.1008 |
1.0900 |
0.0108 |
1.0% |
0.0030 |
0.3% |
50% |
True |
False |
21 |
20 |
1.1090 |
1.0900 |
0.0190 |
1.7% |
0.0023 |
0.2% |
28% |
False |
False |
21 |
40 |
1.1308 |
1.0900 |
0.0408 |
3.7% |
0.0026 |
0.2% |
13% |
False |
False |
81 |
60 |
1.1327 |
1.0900 |
0.0427 |
3.9% |
0.0023 |
0.2% |
13% |
False |
False |
89 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1231 |
2.618 |
1.1145 |
1.618 |
1.1093 |
1.000 |
1.1061 |
0.618 |
1.1040 |
HIGH |
1.1008 |
0.618 |
1.0988 |
0.500 |
1.0982 |
0.382 |
1.0976 |
LOW |
1.0956 |
0.618 |
1.0923 |
1.000 |
1.0903 |
1.618 |
1.0871 |
2.618 |
1.0818 |
4.250 |
1.0732 |
|
|
Fisher Pivots for day following 01-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
1.0982 |
1.0982 |
PP |
1.0973 |
1.0973 |
S1 |
1.0963 |
1.0963 |
|