CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 12-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2024 |
12-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0810 |
1.0738 |
-0.0072 |
-0.7% |
1.1002 |
| High |
1.0810 |
1.0742 |
-0.0068 |
-0.6% |
1.1050 |
| Low |
1.0767 |
1.0715 |
-0.0052 |
-0.5% |
1.0814 |
| Close |
1.0769 |
1.0732 |
-0.0037 |
-0.3% |
1.0832 |
| Range |
0.0043 |
0.0027 |
-0.0016 |
-37.2% |
0.0236 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
35 |
106 |
71 |
202.9% |
172 |
|
| Daily Pivots for day following 12-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0811 |
1.0798 |
1.0746 |
|
| R3 |
1.0784 |
1.0771 |
1.0739 |
|
| R2 |
1.0757 |
1.0757 |
1.0736 |
|
| R1 |
1.0744 |
1.0744 |
1.0734 |
1.0737 |
| PP |
1.0730 |
1.0730 |
1.0730 |
1.0726 |
| S1 |
1.0717 |
1.0717 |
1.0729 |
1.0710 |
| S2 |
1.0703 |
1.0703 |
1.0727 |
|
| S3 |
1.0676 |
1.0690 |
1.0724 |
|
| S4 |
1.0649 |
1.0663 |
1.0717 |
|
|
| 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 |
1.0955 |
1.0715 |
0.0240 |
2.2% |
0.0073 |
0.7% |
7% |
False |
True |
51 |
| 10 |
1.1050 |
1.0715 |
0.0335 |
3.1% |
0.0054 |
0.5% |
5% |
False |
True |
40 |
| 20 |
1.1050 |
1.0715 |
0.0335 |
3.1% |
0.0040 |
0.4% |
5% |
False |
True |
30 |
| 40 |
1.1308 |
1.0715 |
0.0593 |
5.5% |
0.0034 |
0.3% |
3% |
False |
True |
54 |
| 60 |
1.1327 |
1.0715 |
0.0612 |
5.7% |
0.0029 |
0.3% |
3% |
False |
True |
82 |
| 80 |
1.1327 |
1.0715 |
0.0612 |
5.7% |
0.0026 |
0.2% |
3% |
False |
True |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0857 |
|
2.618 |
1.0813 |
|
1.618 |
1.0786 |
|
1.000 |
1.0769 |
|
0.618 |
1.0759 |
|
HIGH |
1.0742 |
|
0.618 |
1.0732 |
|
0.500 |
1.0729 |
|
0.382 |
1.0725 |
|
LOW |
1.0715 |
|
0.618 |
1.0698 |
|
1.000 |
1.0688 |
|
1.618 |
1.0671 |
|
2.618 |
1.0644 |
|
4.250 |
1.0600 |
|
|
| Fisher Pivots for day following 12-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0731 |
1.0816 |
| PP |
1.0730 |
1.0788 |
| S1 |
1.0729 |
1.0760 |
|