CME Euro FX (E) Future March 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 |
1.0531 |
1.0557 |
0.0026 |
0.2% |
1.0596 |
| High |
1.0589 |
1.0600 |
0.0012 |
0.1% |
1.0667 |
| Low |
1.0502 |
1.0485 |
-0.0017 |
-0.2% |
1.0392 |
| Close |
1.0563 |
1.0530 |
-0.0034 |
-0.3% |
1.0470 |
| Range |
0.0087 |
0.0115 |
0.0029 |
32.9% |
0.0275 |
| ATR |
0.0087 |
0.0089 |
0.0002 |
2.3% |
0.0000 |
| Volume |
3,724 |
5,848 |
2,124 |
57.0% |
25,568 |
|
| Daily Pivots for day following 26-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0883 |
1.0821 |
1.0593 |
|
| R3 |
1.0768 |
1.0706 |
1.0561 |
|
| R2 |
1.0653 |
1.0653 |
1.0551 |
|
| R1 |
1.0591 |
1.0591 |
1.0540 |
1.0565 |
| PP |
1.0538 |
1.0538 |
1.0538 |
1.0525 |
| S1 |
1.0476 |
1.0476 |
1.0519 |
1.0450 |
| S2 |
1.0423 |
1.0423 |
1.0508 |
|
| S3 |
1.0308 |
1.0361 |
1.0498 |
|
| S4 |
1.0193 |
1.0246 |
1.0466 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1333 |
1.1176 |
1.0621 |
|
| R3 |
1.1059 |
1.0902 |
1.0545 |
|
| R2 |
1.0784 |
1.0784 |
1.0520 |
|
| R1 |
1.0627 |
1.0627 |
1.0495 |
1.0568 |
| PP |
1.0510 |
1.0510 |
1.0510 |
1.0480 |
| S1 |
1.0353 |
1.0353 |
1.0445 |
1.0294 |
| S2 |
1.0235 |
1.0235 |
1.0420 |
|
| S3 |
0.9961 |
1.0078 |
1.0395 |
|
| S4 |
0.9686 |
0.9804 |
1.0319 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0667 |
1.0392 |
0.0275 |
2.6% |
0.0111 |
1.1% |
50% |
False |
False |
6,103 |
| 10 |
1.0712 |
1.0392 |
0.0320 |
3.0% |
0.0096 |
0.9% |
43% |
False |
False |
4,531 |
| 20 |
1.1000 |
1.0392 |
0.0608 |
5.8% |
0.0093 |
0.9% |
23% |
False |
False |
3,182 |
| 40 |
1.1151 |
1.0392 |
0.0759 |
7.2% |
0.0069 |
0.7% |
18% |
False |
False |
2,016 |
| 60 |
1.1282 |
1.0392 |
0.0890 |
8.5% |
0.0065 |
0.6% |
15% |
False |
False |
1,579 |
| 80 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0056 |
0.5% |
15% |
False |
False |
1,238 |
| 100 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0050 |
0.5% |
15% |
False |
False |
1,006 |
| 120 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0047 |
0.4% |
15% |
False |
False |
895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1089 |
|
2.618 |
1.0901 |
|
1.618 |
1.0786 |
|
1.000 |
1.0715 |
|
0.618 |
1.0671 |
|
HIGH |
1.0600 |
|
0.618 |
1.0556 |
|
0.500 |
1.0543 |
|
0.382 |
1.0529 |
|
LOW |
1.0485 |
|
0.618 |
1.0414 |
|
1.000 |
1.0370 |
|
1.618 |
1.0299 |
|
2.618 |
1.0184 |
|
4.250 |
0.9996 |
|
|
| Fisher Pivots for day following 26-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0543 |
1.0518 |
| PP |
1.0538 |
1.0507 |
| S1 |
1.0534 |
1.0496 |
|