CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 19-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2024 |
19-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1198 |
1.1195 |
-0.0003 |
0.0% |
1.1123 |
| High |
1.1260 |
1.1248 |
-0.0013 |
-0.1% |
1.1170 |
| Low |
1.1180 |
1.1143 |
-0.0037 |
-0.3% |
1.1091 |
| Close |
1.1221 |
1.1235 |
0.0014 |
0.1% |
1.1154 |
| Range |
0.0081 |
0.0105 |
0.0024 |
29.8% |
0.0079 |
| ATR |
0.0046 |
0.0050 |
0.0004 |
9.1% |
0.0000 |
| Volume |
283 |
389 |
106 |
37.5% |
3,138 |
|
| Daily Pivots for day following 19-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1522 |
1.1483 |
1.1292 |
|
| R3 |
1.1418 |
1.1379 |
1.1264 |
|
| R2 |
1.1313 |
1.1313 |
1.1254 |
|
| R1 |
1.1274 |
1.1274 |
1.1245 |
1.1294 |
| PP |
1.1209 |
1.1209 |
1.1209 |
1.1218 |
| S1 |
1.1170 |
1.1170 |
1.1225 |
1.1189 |
| S2 |
1.1104 |
1.1104 |
1.1216 |
|
| S3 |
1.1000 |
1.1065 |
1.1206 |
|
| S4 |
1.0895 |
1.0961 |
1.1178 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1375 |
1.1344 |
1.1197 |
|
| R3 |
1.1296 |
1.1265 |
1.1176 |
|
| R2 |
1.1217 |
1.1217 |
1.1168 |
|
| R1 |
1.1186 |
1.1186 |
1.1161 |
1.1202 |
| PP |
1.1138 |
1.1138 |
1.1138 |
1.1146 |
| S1 |
1.1107 |
1.1107 |
1.1147 |
1.1123 |
| S2 |
1.1059 |
1.1059 |
1.1140 |
|
| S3 |
1.0980 |
1.1028 |
1.1132 |
|
| S4 |
1.0901 |
1.0949 |
1.1111 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1260 |
1.1143 |
0.0117 |
1.0% |
0.0056 |
0.5% |
79% |
False |
True |
224 |
| 10 |
1.1260 |
1.1091 |
0.0169 |
1.5% |
0.0046 |
0.4% |
85% |
False |
False |
627 |
| 20 |
1.1292 |
1.1091 |
0.0201 |
1.8% |
0.0040 |
0.4% |
72% |
False |
False |
426 |
| 40 |
1.1292 |
1.0895 |
0.0397 |
3.5% |
0.0037 |
0.3% |
86% |
False |
False |
322 |
| 60 |
1.1292 |
1.0820 |
0.0473 |
4.2% |
0.0031 |
0.3% |
88% |
False |
False |
235 |
| 80 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0030 |
0.3% |
88% |
False |
False |
263 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0026 |
0.2% |
88% |
False |
False |
229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1692 |
|
2.618 |
1.1521 |
|
1.618 |
1.1417 |
|
1.000 |
1.1352 |
|
0.618 |
1.1312 |
|
HIGH |
1.1248 |
|
0.618 |
1.1208 |
|
0.500 |
1.1195 |
|
0.382 |
1.1183 |
|
LOW |
1.1143 |
|
0.618 |
1.1078 |
|
1.000 |
1.1039 |
|
1.618 |
1.0974 |
|
2.618 |
1.0869 |
|
4.250 |
1.0699 |
|
|
| Fisher Pivots for day following 19-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1222 |
1.1224 |
| PP |
1.1209 |
1.1213 |
| S1 |
1.1195 |
1.1202 |
|