CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 18-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2024 |
18-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0681 |
1.0655 |
-0.0026 |
-0.2% |
1.0810 |
| High |
1.0703 |
1.0712 |
0.0010 |
0.1% |
1.0810 |
| Low |
1.0643 |
1.0655 |
0.0012 |
0.1% |
1.0622 |
| Close |
1.0653 |
1.0704 |
0.0051 |
0.5% |
1.0653 |
| Range |
0.0060 |
0.0057 |
-0.0003 |
-4.2% |
0.0188 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.0% |
0.0000 |
| Volume |
76 |
98 |
22 |
28.9% |
300 |
|
| Daily Pivots for day following 18-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0861 |
1.0840 |
1.0735 |
|
| R3 |
1.0804 |
1.0783 |
1.0720 |
|
| R2 |
1.0747 |
1.0747 |
1.0714 |
|
| R1 |
1.0726 |
1.0726 |
1.0709 |
1.0737 |
| PP |
1.0690 |
1.0690 |
1.0690 |
1.0696 |
| S1 |
1.0669 |
1.0669 |
1.0699 |
1.0680 |
| S2 |
1.0633 |
1.0633 |
1.0694 |
|
| S3 |
1.0576 |
1.0612 |
1.0688 |
|
| S4 |
1.0519 |
1.0555 |
1.0673 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1259 |
1.1144 |
1.0756 |
|
| R3 |
1.1071 |
1.0956 |
1.0705 |
|
| R2 |
1.0883 |
1.0883 |
1.0687 |
|
| R1 |
1.0768 |
1.0768 |
1.0670 |
1.0732 |
| PP |
1.0695 |
1.0695 |
1.0695 |
1.0677 |
| S1 |
1.0580 |
1.0580 |
1.0636 |
1.0544 |
| S2 |
1.0507 |
1.0507 |
1.0619 |
|
| S3 |
1.0319 |
1.0392 |
1.0601 |
|
| S4 |
1.0131 |
1.0204 |
1.0550 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0750 |
1.0622 |
0.0128 |
1.2% |
0.0057 |
0.5% |
64% |
False |
False |
72 |
| 10 |
1.1050 |
1.0622 |
0.0428 |
4.0% |
0.0066 |
0.6% |
19% |
False |
False |
53 |
| 20 |
1.1050 |
1.0622 |
0.0428 |
4.0% |
0.0047 |
0.4% |
19% |
False |
False |
37 |
| 40 |
1.1308 |
1.0622 |
0.0686 |
6.4% |
0.0037 |
0.3% |
12% |
False |
False |
31 |
| 60 |
1.1318 |
1.0622 |
0.0696 |
6.5% |
0.0032 |
0.3% |
12% |
False |
False |
77 |
| 80 |
1.1327 |
1.0622 |
0.0705 |
6.6% |
0.0029 |
0.3% |
12% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0954 |
|
2.618 |
1.0861 |
|
1.618 |
1.0804 |
|
1.000 |
1.0769 |
|
0.618 |
1.0747 |
|
HIGH |
1.0712 |
|
0.618 |
1.0690 |
|
0.500 |
1.0684 |
|
0.382 |
1.0677 |
|
LOW |
1.0655 |
|
0.618 |
1.0620 |
|
1.000 |
1.0598 |
|
1.618 |
1.0563 |
|
2.618 |
1.0506 |
|
4.250 |
1.0413 |
|
|
| Fisher Pivots for day following 18-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0697 |
1.0692 |
| PP |
1.0690 |
1.0679 |
| S1 |
1.0684 |
1.0667 |
|