CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 05-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2024 |
05-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1002 |
1.1011 |
0.0009 |
0.1% |
1.0948 |
| High |
1.1020 |
1.1050 |
0.0030 |
0.3% |
1.1008 |
| Low |
1.0994 |
1.1011 |
0.0018 |
0.2% |
1.0917 |
| Close |
1.0994 |
1.1046 |
0.0053 |
0.5% |
1.0954 |
| Range |
0.0027 |
0.0039 |
0.0013 |
47.2% |
0.0091 |
| ATR |
0.0037 |
0.0039 |
0.0001 |
3.7% |
0.0000 |
| Volume |
34 |
20 |
-14 |
-41.2% |
130 |
|
| Daily Pivots for day following 05-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1153 |
1.1138 |
1.1067 |
|
| R3 |
1.1114 |
1.1099 |
1.1057 |
|
| R2 |
1.1075 |
1.1075 |
1.1053 |
|
| R1 |
1.1060 |
1.1060 |
1.1050 |
1.1068 |
| PP |
1.1036 |
1.1036 |
1.1036 |
1.1039 |
| S1 |
1.1021 |
1.1021 |
1.1042 |
1.1029 |
| S2 |
1.0997 |
1.0997 |
1.1039 |
|
| S3 |
1.0958 |
1.0982 |
1.1035 |
|
| S4 |
1.0919 |
1.0943 |
1.1025 |
|
|
| 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 |
1.1050 |
1.0956 |
0.0095 |
0.9% |
0.0035 |
0.3% |
96% |
True |
False |
29 |
| 10 |
1.1050 |
1.0900 |
0.0150 |
1.4% |
0.0029 |
0.3% |
97% |
True |
False |
22 |
| 20 |
1.1079 |
1.0900 |
0.0179 |
1.6% |
0.0026 |
0.2% |
82% |
False |
False |
22 |
| 40 |
1.1308 |
1.0900 |
0.0408 |
3.7% |
0.0027 |
0.2% |
36% |
False |
False |
76 |
| 60 |
1.1327 |
1.0900 |
0.0427 |
3.9% |
0.0025 |
0.2% |
34% |
False |
False |
87 |
| 80 |
1.1327 |
1.0900 |
0.0427 |
3.9% |
0.0022 |
0.2% |
34% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1216 |
|
2.618 |
1.1152 |
|
1.618 |
1.1113 |
|
1.000 |
1.1089 |
|
0.618 |
1.1074 |
|
HIGH |
1.1050 |
|
0.618 |
1.1035 |
|
0.500 |
1.1031 |
|
0.382 |
1.1026 |
|
LOW |
1.1011 |
|
0.618 |
1.0987 |
|
1.000 |
1.0972 |
|
1.618 |
1.0948 |
|
2.618 |
1.0909 |
|
4.250 |
1.0845 |
|
|
| Fisher Pivots for day following 05-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1041 |
1.1032 |
| PP |
1.1036 |
1.1017 |
| S1 |
1.1031 |
1.1003 |
|