CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 06-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2024 |
06-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1011 |
1.0955 |
-0.0056 |
-0.5% |
1.0948 |
| High |
1.1050 |
1.0955 |
-0.0095 |
-0.9% |
1.1008 |
| Low |
1.1011 |
1.0815 |
-0.0196 |
-1.8% |
1.0917 |
| Close |
1.1046 |
1.0854 |
-0.0193 |
-1.7% |
1.0954 |
| Range |
0.0039 |
0.0140 |
0.0101 |
259.0% |
0.0091 |
| ATR |
0.0039 |
0.0052 |
0.0014 |
35.6% |
0.0000 |
| Volume |
20 |
85 |
65 |
325.0% |
130 |
|
| Daily Pivots for day following 06-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1295 |
1.1214 |
1.0931 |
|
| R3 |
1.1155 |
1.1074 |
1.0892 |
|
| R2 |
1.1015 |
1.1015 |
1.0879 |
|
| R1 |
1.0934 |
1.0934 |
1.0866 |
1.0904 |
| PP |
1.0875 |
1.0875 |
1.0875 |
1.0860 |
| S1 |
1.0794 |
1.0794 |
1.0841 |
1.0764 |
| S2 |
1.0735 |
1.0735 |
1.0828 |
|
| S3 |
1.0595 |
1.0654 |
1.0815 |
|
| S4 |
1.0455 |
1.0514 |
1.0777 |
|
|
| 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 |
1.0815 |
0.0235 |
2.2% |
0.0058 |
0.5% |
16% |
False |
True |
36 |
| 10 |
1.1050 |
1.0815 |
0.0235 |
2.2% |
0.0042 |
0.4% |
16% |
False |
True |
29 |
| 20 |
1.1062 |
1.0815 |
0.0247 |
2.3% |
0.0032 |
0.3% |
16% |
False |
True |
26 |
| 40 |
1.1308 |
1.0815 |
0.0493 |
4.5% |
0.0029 |
0.3% |
8% |
False |
True |
78 |
| 60 |
1.1327 |
1.0815 |
0.0512 |
4.7% |
0.0027 |
0.2% |
8% |
False |
True |
88 |
| 80 |
1.1327 |
1.0815 |
0.0512 |
4.7% |
0.0024 |
0.2% |
8% |
False |
True |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1550 |
|
2.618 |
1.1322 |
|
1.618 |
1.1182 |
|
1.000 |
1.1095 |
|
0.618 |
1.1042 |
|
HIGH |
1.0955 |
|
0.618 |
1.0902 |
|
0.500 |
1.0885 |
|
0.382 |
1.0868 |
|
LOW |
1.0815 |
|
0.618 |
1.0728 |
|
1.000 |
1.0675 |
|
1.618 |
1.0588 |
|
2.618 |
1.0448 |
|
4.250 |
1.0220 |
|
|
| Fisher Pivots for day following 06-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0885 |
1.0933 |
| PP |
1.0875 |
1.0906 |
| S1 |
1.0864 |
1.0880 |
|