CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 08-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2024 |
08-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0875 |
1.0916 |
0.0042 |
0.4% |
1.1002 |
| High |
1.0928 |
1.0916 |
-0.0012 |
-0.1% |
1.1050 |
| Low |
1.0875 |
1.0814 |
-0.0061 |
-0.6% |
1.0814 |
| Close |
1.0899 |
1.0832 |
-0.0067 |
-0.6% |
1.0832 |
| Range |
0.0053 |
0.0102 |
0.0049 |
92.5% |
0.0236 |
| ATR |
0.0054 |
0.0057 |
0.0003 |
6.4% |
0.0000 |
| Volume |
14 |
19 |
5 |
35.7% |
172 |
|
| Daily Pivots for day following 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1160 |
1.1098 |
1.0888 |
|
| R3 |
1.1058 |
1.0996 |
1.0860 |
|
| R2 |
1.0956 |
1.0956 |
1.0851 |
|
| R1 |
1.0894 |
1.0894 |
1.0841 |
1.0874 |
| PP |
1.0854 |
1.0854 |
1.0854 |
1.0844 |
| S1 |
1.0792 |
1.0792 |
1.0823 |
1.0772 |
| S2 |
1.0752 |
1.0752 |
1.0813 |
|
| S3 |
1.0650 |
1.0690 |
1.0804 |
|
| S4 |
1.0548 |
1.0588 |
1.0776 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1607 |
1.1455 |
1.0962 |
|
| R3 |
1.1371 |
1.1219 |
1.0897 |
|
| R2 |
1.1135 |
1.1135 |
1.0875 |
|
| R1 |
1.0983 |
1.0983 |
1.0854 |
1.0941 |
| PP |
1.0899 |
1.0899 |
1.0899 |
1.0878 |
| S1 |
1.0747 |
1.0747 |
1.0810 |
1.0705 |
| S2 |
1.0663 |
1.0663 |
1.0789 |
|
| S3 |
1.0427 |
1.0511 |
1.0767 |
|
| S4 |
1.0191 |
1.0275 |
1.0702 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1050 |
1.0814 |
0.0236 |
2.2% |
0.0072 |
0.7% |
8% |
False |
True |
34 |
| 10 |
1.1050 |
1.0814 |
0.0236 |
2.2% |
0.0051 |
0.5% |
8% |
False |
True |
30 |
| 20 |
1.1050 |
1.0814 |
0.0236 |
2.2% |
0.0039 |
0.4% |
8% |
False |
True |
24 |
| 40 |
1.1308 |
1.0814 |
0.0494 |
4.6% |
0.0033 |
0.3% |
4% |
False |
True |
50 |
| 60 |
1.1327 |
1.0814 |
0.0513 |
4.7% |
0.0029 |
0.3% |
4% |
False |
True |
82 |
| 80 |
1.1327 |
1.0814 |
0.0513 |
4.7% |
0.0025 |
0.2% |
4% |
False |
True |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1350 |
|
2.618 |
1.1183 |
|
1.618 |
1.1081 |
|
1.000 |
1.1018 |
|
0.618 |
1.0979 |
|
HIGH |
1.0916 |
|
0.618 |
1.0877 |
|
0.500 |
1.0865 |
|
0.382 |
1.0853 |
|
LOW |
1.0814 |
|
0.618 |
1.0751 |
|
1.000 |
1.0712 |
|
1.618 |
1.0649 |
|
2.618 |
1.0547 |
|
4.250 |
1.0381 |
|
|
| Fisher Pivots for day following 08-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0865 |
1.0885 |
| PP |
1.0854 |
1.0867 |
| S1 |
1.0843 |
1.0850 |
|