CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 29-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2024 |
29-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0591 |
1.0645 |
0.0055 |
0.5% |
1.0573 |
| High |
1.0690 |
1.0692 |
0.0002 |
0.0% |
1.0692 |
| Low |
1.0590 |
1.0645 |
0.0055 |
0.5% |
1.0572 |
| Close |
1.0674 |
1.0679 |
0.0005 |
0.0% |
1.0679 |
| Range |
0.0100 |
0.0047 |
-0.0053 |
-53.0% |
0.0120 |
| ATR |
0.0066 |
0.0064 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
26 |
55 |
29 |
111.5% |
188 |
|
| Daily Pivots for day following 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0813 |
1.0793 |
1.0704 |
|
| R3 |
1.0766 |
1.0746 |
1.0691 |
|
| R2 |
1.0719 |
1.0719 |
1.0687 |
|
| R1 |
1.0699 |
1.0699 |
1.0683 |
1.0709 |
| PP |
1.0672 |
1.0672 |
1.0672 |
1.0677 |
| S1 |
1.0652 |
1.0652 |
1.0674 |
1.0662 |
| S2 |
1.0625 |
1.0625 |
1.0670 |
|
| S3 |
1.0578 |
1.0605 |
1.0666 |
|
| S4 |
1.0531 |
1.0558 |
1.0653 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1008 |
1.0963 |
1.0745 |
|
| R3 |
1.0888 |
1.0843 |
1.0712 |
|
| R2 |
1.0768 |
1.0768 |
1.0701 |
|
| R1 |
1.0723 |
1.0723 |
1.0690 |
1.0745 |
| PP |
1.0648 |
1.0648 |
1.0648 |
1.0659 |
| S1 |
1.0603 |
1.0603 |
1.0668 |
1.0625 |
| S2 |
1.0528 |
1.0528 |
1.0657 |
|
| S3 |
1.0408 |
1.0483 |
1.0646 |
|
| S4 |
1.0288 |
1.0363 |
1.0613 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0692 |
1.0507 |
0.0186 |
1.7% |
0.0068 |
0.6% |
93% |
True |
False |
44 |
| 10 |
1.0712 |
1.0507 |
0.0206 |
1.9% |
0.0059 |
0.6% |
84% |
False |
False |
44 |
| 20 |
1.1050 |
1.0507 |
0.0544 |
5.1% |
0.0061 |
0.6% |
32% |
False |
False |
42 |
| 40 |
1.1141 |
1.0507 |
0.0634 |
5.9% |
0.0042 |
0.4% |
27% |
False |
False |
33 |
| 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% |
0.0033 |
0.3% |
21% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0892 |
|
2.618 |
1.0815 |
|
1.618 |
1.0768 |
|
1.000 |
1.0739 |
|
0.618 |
1.0721 |
|
HIGH |
1.0692 |
|
0.618 |
1.0674 |
|
0.500 |
1.0669 |
|
0.382 |
1.0663 |
|
LOW |
1.0645 |
|
0.618 |
1.0616 |
|
1.000 |
1.0598 |
|
1.618 |
1.0569 |
|
2.618 |
1.0522 |
|
4.250 |
1.0445 |
|
|
| Fisher Pivots for day following 29-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0675 |
1.0663 |
| PP |
1.0672 |
1.0648 |
| S1 |
1.0669 |
1.0632 |
|