CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 20-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2024 |
20-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0709 |
1.0688 |
-0.0021 |
-0.2% |
1.0810 |
| High |
1.0710 |
1.0688 |
-0.0022 |
-0.2% |
1.0810 |
| Low |
1.0700 |
1.0626 |
-0.0074 |
-0.7% |
1.0622 |
| Close |
1.0708 |
1.0654 |
-0.0054 |
-0.5% |
1.0653 |
| Range |
0.0010 |
0.0062 |
0.0052 |
520.0% |
0.0188 |
| ATR |
0.0056 |
0.0058 |
0.0002 |
3.3% |
0.0000 |
| Volume |
11 |
13 |
2 |
18.2% |
300 |
|
| Daily Pivots for day following 20-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0842 |
1.0810 |
1.0688 |
|
| R3 |
1.0780 |
1.0748 |
1.0671 |
|
| R2 |
1.0718 |
1.0718 |
1.0665 |
|
| R1 |
1.0686 |
1.0686 |
1.0659 |
1.0671 |
| PP |
1.0656 |
1.0656 |
1.0656 |
1.0648 |
| S1 |
1.0624 |
1.0624 |
1.0648 |
1.0609 |
| S2 |
1.0594 |
1.0594 |
1.0642 |
|
| S3 |
1.0532 |
1.0562 |
1.0636 |
|
| S4 |
1.0470 |
1.0500 |
1.0619 |
|
|
| 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 |
1.0712 |
1.0622 |
0.0090 |
0.8% |
0.0051 |
0.5% |
35% |
False |
False |
49 |
| 10 |
1.0928 |
1.0622 |
0.0306 |
2.9% |
0.0056 |
0.5% |
10% |
False |
False |
45 |
| 20 |
1.1050 |
1.0622 |
0.0428 |
4.0% |
0.0049 |
0.5% |
7% |
False |
False |
37 |
| 40 |
1.1308 |
1.0622 |
0.0686 |
6.4% |
0.0037 |
0.3% |
5% |
False |
False |
31 |
| 60 |
1.1308 |
1.0622 |
0.0686 |
6.4% |
0.0033 |
0.3% |
5% |
False |
False |
76 |
| 80 |
1.1327 |
1.0622 |
0.0705 |
6.6% |
0.0029 |
0.3% |
4% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0952 |
|
2.618 |
1.0850 |
|
1.618 |
1.0788 |
|
1.000 |
1.0750 |
|
0.618 |
1.0726 |
|
HIGH |
1.0688 |
|
0.618 |
1.0664 |
|
0.500 |
1.0657 |
|
0.382 |
1.0650 |
|
LOW |
1.0626 |
|
0.618 |
1.0588 |
|
1.000 |
1.0564 |
|
1.618 |
1.0526 |
|
2.618 |
1.0464 |
|
4.250 |
1.0363 |
|
|
| Fisher Pivots for day following 20-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0657 |
1.0669 |
| PP |
1.0656 |
1.0664 |
| S1 |
1.0655 |
1.0659 |
|