CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 10-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2024 |
10-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1123 |
1.1111 |
-0.0012 |
-0.1% |
1.1141 |
| High |
1.1127 |
1.1121 |
-0.0007 |
-0.1% |
1.1227 |
| Low |
1.1123 |
1.1100 |
-0.0024 |
-0.2% |
1.1116 |
| Close |
1.1127 |
1.1106 |
-0.0021 |
-0.2% |
1.1170 |
| Range |
0.0004 |
0.0021 |
0.0017 |
425.0% |
0.0111 |
| ATR |
0.0047 |
0.0046 |
-0.0001 |
-3.1% |
0.0000 |
| Volume |
213 |
1,035 |
822 |
385.9% |
4,119 |
|
| Daily Pivots for day following 10-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1172 |
1.1160 |
1.1117 |
|
| R3 |
1.1151 |
1.1139 |
1.1111 |
|
| R2 |
1.1130 |
1.1130 |
1.1109 |
|
| R1 |
1.1118 |
1.1118 |
1.1107 |
1.1113 |
| PP |
1.1109 |
1.1109 |
1.1109 |
1.1106 |
| S1 |
1.1097 |
1.1097 |
1.1104 |
1.1092 |
| S2 |
1.1088 |
1.1088 |
1.1102 |
|
| S3 |
1.1067 |
1.1076 |
1.1100 |
|
| S4 |
1.1046 |
1.1055 |
1.1094 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1504 |
1.1448 |
1.1231 |
|
| R3 |
1.1393 |
1.1337 |
1.1201 |
|
| R2 |
1.1282 |
1.1282 |
1.1190 |
|
| R1 |
1.1226 |
1.1226 |
1.1180 |
1.1254 |
| PP |
1.1171 |
1.1171 |
1.1171 |
1.1185 |
| S1 |
1.1115 |
1.1115 |
1.1160 |
1.1143 |
| S2 |
1.1060 |
1.1060 |
1.1150 |
|
| S3 |
1.0949 |
1.1004 |
1.1139 |
|
| S4 |
1.0838 |
1.0893 |
1.1109 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1227 |
1.1100 |
0.0127 |
1.1% |
0.0036 |
0.3% |
5% |
False |
True |
895 |
| 10 |
1.1281 |
1.1100 |
0.0181 |
1.6% |
0.0034 |
0.3% |
3% |
False |
True |
549 |
| 20 |
1.1292 |
1.1025 |
0.0268 |
2.4% |
0.0034 |
0.3% |
30% |
False |
False |
293 |
| 40 |
1.1292 |
1.0895 |
0.0397 |
3.6% |
0.0030 |
0.3% |
53% |
False |
False |
252 |
| 60 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0030 |
0.3% |
61% |
False |
False |
236 |
| 80 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0026 |
0.2% |
61% |
False |
False |
238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1210 |
|
2.618 |
1.1175 |
|
1.618 |
1.1154 |
|
1.000 |
1.1142 |
|
0.618 |
1.1133 |
|
HIGH |
1.1121 |
|
0.618 |
1.1112 |
|
0.500 |
1.1110 |
|
0.382 |
1.1108 |
|
LOW |
1.1100 |
|
0.618 |
1.1087 |
|
1.000 |
1.1079 |
|
1.618 |
1.1066 |
|
2.618 |
1.1045 |
|
4.250 |
1.1010 |
|
|
| Fisher Pivots for day following 10-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1110 |
1.1163 |
| PP |
1.1109 |
1.1144 |
| S1 |
1.1107 |
1.1125 |
|