CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 25-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2024 |
25-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0955 |
1.0957 |
0.0002 |
0.0% |
1.1006 |
| High |
1.0980 |
1.0980 |
0.0001 |
0.0% |
1.1059 |
| Low |
1.0955 |
1.0957 |
0.0002 |
0.0% |
1.0999 |
| Close |
1.0956 |
1.0967 |
0.0011 |
0.1% |
1.0999 |
| Range |
0.0025 |
0.0024 |
-0.0002 |
-6.0% |
0.0060 |
| ATR |
0.0033 |
0.0033 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
16 |
53 |
37 |
231.3% |
178 |
|
| Daily Pivots for day following 25-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1038 |
1.1026 |
1.0979 |
|
| R3 |
1.1015 |
1.1002 |
1.0973 |
|
| R2 |
1.0991 |
1.0991 |
1.0971 |
|
| R1 |
1.0979 |
1.0979 |
1.0969 |
1.0985 |
| PP |
1.0968 |
1.0968 |
1.0968 |
1.0971 |
| S1 |
1.0955 |
1.0955 |
1.0964 |
1.0962 |
| S2 |
1.0944 |
1.0944 |
1.0962 |
|
| S3 |
1.0921 |
1.0932 |
1.0960 |
|
| S4 |
1.0897 |
1.0908 |
1.0954 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1197 |
1.1157 |
1.1031 |
|
| R3 |
1.1138 |
1.1098 |
1.1015 |
|
| R2 |
1.1078 |
1.1078 |
1.1009 |
|
| R1 |
1.1038 |
1.1038 |
1.1004 |
1.1029 |
| PP |
1.1019 |
1.1019 |
1.1019 |
1.1014 |
| S1 |
1.0979 |
1.0979 |
1.0993 |
1.0969 |
| S2 |
1.0959 |
1.0959 |
1.0988 |
|
| S3 |
1.0900 |
1.0919 |
1.0982 |
|
| S4 |
1.0840 |
1.0860 |
1.0966 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1020 |
1.0955 |
0.0065 |
0.6% |
0.0020 |
0.2% |
18% |
False |
False |
17 |
| 10 |
1.1059 |
1.0955 |
0.0104 |
0.9% |
0.0019 |
0.2% |
12% |
False |
False |
31 |
| 20 |
1.1059 |
1.0834 |
0.0225 |
2.0% |
0.0019 |
0.2% |
59% |
False |
False |
50 |
| 40 |
1.1059 |
1.0812 |
0.0247 |
2.2% |
0.0023 |
0.2% |
63% |
False |
False |
202 |
| 60 |
1.1059 |
1.0812 |
0.0247 |
2.2% |
0.0019 |
0.2% |
63% |
False |
False |
168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1080 |
|
2.618 |
1.1042 |
|
1.618 |
1.1018 |
|
1.000 |
1.1004 |
|
0.618 |
1.0995 |
|
HIGH |
1.0980 |
|
0.618 |
1.0971 |
|
0.500 |
1.0968 |
|
0.382 |
1.0965 |
|
LOW |
1.0957 |
|
0.618 |
1.0942 |
|
1.000 |
1.0933 |
|
1.618 |
1.0918 |
|
2.618 |
1.0895 |
|
4.250 |
1.0857 |
|
|
| Fisher Pivots for day following 25-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0968 |
1.0972 |
| PP |
1.0968 |
1.0970 |
| S1 |
1.0967 |
1.0968 |
|