CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 14-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2024 |
14-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0715 |
1.0682 |
-0.0033 |
-0.3% |
1.1002 |
| High |
1.0750 |
1.0688 |
-0.0063 |
-0.6% |
1.1050 |
| Low |
1.0674 |
1.0622 |
-0.0052 |
-0.5% |
1.0814 |
| Close |
1.0680 |
1.0663 |
-0.0017 |
-0.2% |
1.0832 |
| Range |
0.0077 |
0.0066 |
-0.0011 |
-14.4% |
0.0236 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.8% |
0.0000 |
| Volume |
36 |
47 |
11 |
30.6% |
172 |
|
| Daily Pivots for day following 14-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0854 |
1.0824 |
1.0699 |
|
| R3 |
1.0789 |
1.0759 |
1.0681 |
|
| R2 |
1.0723 |
1.0723 |
1.0675 |
|
| R1 |
1.0693 |
1.0693 |
1.0669 |
1.0675 |
| PP |
1.0658 |
1.0658 |
1.0658 |
1.0649 |
| S1 |
1.0628 |
1.0628 |
1.0657 |
1.0610 |
| S2 |
1.0592 |
1.0592 |
1.0651 |
|
| S3 |
1.0527 |
1.0562 |
1.0645 |
|
| S4 |
1.0461 |
1.0497 |
1.0627 |
|
|
| 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 |
1.0916 |
1.0622 |
0.0294 |
2.8% |
0.0063 |
0.6% |
14% |
False |
True |
48 |
| 10 |
1.1050 |
1.0622 |
0.0428 |
4.0% |
0.0063 |
0.6% |
10% |
False |
True |
41 |
| 20 |
1.1050 |
1.0622 |
0.0428 |
4.0% |
0.0045 |
0.4% |
10% |
False |
True |
31 |
| 40 |
1.1308 |
1.0622 |
0.0686 |
6.4% |
0.0035 |
0.3% |
6% |
False |
True |
37 |
| 60 |
1.1327 |
1.0622 |
0.0705 |
6.6% |
0.0031 |
0.3% |
6% |
False |
True |
78 |
| 80 |
1.1327 |
1.0622 |
0.0705 |
6.6% |
0.0028 |
0.3% |
6% |
False |
True |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0966 |
|
2.618 |
1.0859 |
|
1.618 |
1.0793 |
|
1.000 |
1.0753 |
|
0.618 |
1.0728 |
|
HIGH |
1.0688 |
|
0.618 |
1.0662 |
|
0.500 |
1.0655 |
|
0.382 |
1.0647 |
|
LOW |
1.0622 |
|
0.618 |
1.0582 |
|
1.000 |
1.0557 |
|
1.618 |
1.0516 |
|
2.618 |
1.0451 |
|
4.250 |
1.0344 |
|
|
| Fisher Pivots for day following 14-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0660 |
1.0686 |
| PP |
1.0658 |
1.0678 |
| S1 |
1.0655 |
1.0671 |
|