CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 27-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2024 |
27-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0572 |
1.0591 |
0.0019 |
0.2% |
1.0655 |
| High |
1.0628 |
1.0690 |
0.0063 |
0.6% |
1.0712 |
| Low |
1.0572 |
1.0590 |
0.0018 |
0.2% |
1.0507 |
| Close |
1.0588 |
1.0674 |
0.0086 |
0.8% |
1.0530 |
| Range |
0.0056 |
0.0100 |
0.0045 |
80.2% |
0.0206 |
| ATR |
0.0063 |
0.0066 |
0.0003 |
4.4% |
0.0000 |
| Volume |
80 |
26 |
-54 |
-67.5% |
176 |
|
| Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0951 |
1.0912 |
1.0729 |
|
| R3 |
1.0851 |
1.0812 |
1.0701 |
|
| R2 |
1.0751 |
1.0751 |
1.0692 |
|
| R1 |
1.0712 |
1.0712 |
1.0683 |
1.0732 |
| PP |
1.0651 |
1.0651 |
1.0651 |
1.0661 |
| S1 |
1.0612 |
1.0612 |
1.0664 |
1.0632 |
| S2 |
1.0551 |
1.0551 |
1.0655 |
|
| S3 |
1.0451 |
1.0512 |
1.0646 |
|
| S4 |
1.0351 |
1.0412 |
1.0619 |
|
|
| 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 |
1.0690 |
1.0507 |
0.0184 |
1.7% |
0.0071 |
0.7% |
91% |
True |
False |
37 |
| 10 |
1.0712 |
1.0507 |
0.0206 |
1.9% |
0.0061 |
0.6% |
81% |
False |
False |
43 |
| 20 |
1.1050 |
1.0507 |
0.0544 |
5.1% |
0.0060 |
0.6% |
31% |
False |
False |
41 |
| 40 |
1.1148 |
1.0507 |
0.0642 |
6.0% |
0.0041 |
0.4% |
26% |
False |
False |
31 |
| 60 |
1.1308 |
1.0507 |
0.0802 |
7.5% |
0.0037 |
0.3% |
21% |
False |
False |
72 |
| 80 |
1.1327 |
1.0507 |
0.0820 |
7.7% |
0.0032 |
0.3% |
20% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1115 |
|
2.618 |
1.0952 |
|
1.618 |
1.0852 |
|
1.000 |
1.0790 |
|
0.618 |
1.0752 |
|
HIGH |
1.0690 |
|
0.618 |
1.0652 |
|
0.500 |
1.0640 |
|
0.382 |
1.0628 |
|
LOW |
1.0590 |
|
0.618 |
1.0528 |
|
1.000 |
1.0490 |
|
1.618 |
1.0428 |
|
2.618 |
1.0328 |
|
4.250 |
1.0165 |
|
|
| Fisher Pivots for day following 27-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0662 |
1.0659 |
| PP |
1.0651 |
1.0645 |
| S1 |
1.0640 |
1.0631 |
|