CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 26-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2024 |
26-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0573 |
1.0572 |
-0.0001 |
0.0% |
1.0655 |
| High |
1.0631 |
1.0628 |
-0.0004 |
0.0% |
1.0712 |
| Low |
1.0573 |
1.0572 |
-0.0001 |
0.0% |
1.0507 |
| Close |
1.0622 |
1.0588 |
-0.0034 |
-0.3% |
1.0530 |
| Range |
0.0058 |
0.0056 |
-0.0003 |
-4.3% |
0.0206 |
| ATR |
0.0063 |
0.0063 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
27 |
80 |
53 |
196.3% |
176 |
|
| Daily Pivots for day following 26-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0762 |
1.0731 |
1.0619 |
|
| R3 |
1.0707 |
1.0675 |
1.0603 |
|
| R2 |
1.0651 |
1.0651 |
1.0598 |
|
| R1 |
1.0620 |
1.0620 |
1.0593 |
1.0636 |
| PP |
1.0596 |
1.0596 |
1.0596 |
1.0604 |
| S1 |
1.0564 |
1.0564 |
1.0583 |
1.0580 |
| S2 |
1.0540 |
1.0540 |
1.0578 |
|
| S3 |
1.0485 |
1.0509 |
1.0573 |
|
| S4 |
1.0429 |
1.0453 |
1.0557 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1199 |
1.1070 |
1.0643 |
|
| R3 |
1.0994 |
1.0864 |
1.0586 |
|
| R2 |
1.0788 |
1.0788 |
1.0567 |
|
| R1 |
1.0659 |
1.0659 |
1.0548 |
1.0621 |
| PP |
1.0583 |
1.0583 |
1.0583 |
1.0564 |
| S1 |
1.0453 |
1.0453 |
1.0511 |
1.0415 |
| S2 |
1.0377 |
1.0377 |
1.0492 |
|
| S3 |
1.0172 |
1.0248 |
1.0473 |
|
| S4 |
0.9966 |
1.0042 |
1.0416 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0688 |
1.0507 |
0.0182 |
1.7% |
0.0063 |
0.6% |
45% |
False |
False |
34 |
| 10 |
1.0750 |
1.0507 |
0.0244 |
2.3% |
0.0058 |
0.6% |
33% |
False |
False |
44 |
| 20 |
1.1050 |
1.0507 |
0.0544 |
5.1% |
0.0056 |
0.5% |
15% |
False |
False |
42 |
| 40 |
1.1171 |
1.0507 |
0.0665 |
6.3% |
0.0039 |
0.4% |
12% |
False |
False |
32 |
| 60 |
1.1308 |
1.0507 |
0.0802 |
7.6% |
0.0036 |
0.3% |
10% |
False |
False |
73 |
| 80 |
1.1327 |
1.0507 |
0.0820 |
7.7% |
0.0031 |
0.3% |
10% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0863 |
|
2.618 |
1.0773 |
|
1.618 |
1.0717 |
|
1.000 |
1.0683 |
|
0.618 |
1.0662 |
|
HIGH |
1.0628 |
|
0.618 |
1.0606 |
|
0.500 |
1.0600 |
|
0.382 |
1.0593 |
|
LOW |
1.0572 |
|
0.618 |
1.0538 |
|
1.000 |
1.0517 |
|
1.618 |
1.0482 |
|
2.618 |
1.0427 |
|
4.250 |
1.0336 |
|
|
| Fisher Pivots for day following 26-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0600 |
1.0582 |
| PP |
1.0596 |
1.0575 |
| S1 |
1.0592 |
1.0569 |
|