CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 20-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2024 |
20-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1195 |
1.1229 |
0.0034 |
0.3% |
1.1158 |
| High |
1.1248 |
1.1250 |
0.0002 |
0.0% |
1.1260 |
| Low |
1.1143 |
1.1205 |
0.0062 |
0.6% |
1.1143 |
| Close |
1.1235 |
1.1233 |
-0.0003 |
0.0% |
1.1233 |
| Range |
0.0105 |
0.0045 |
-0.0060 |
-57.4% |
0.0117 |
| ATR |
0.0050 |
0.0050 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
389 |
364 |
-25 |
-6.4% |
1,425 |
|
| Daily Pivots for day following 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1363 |
1.1342 |
1.1257 |
|
| R3 |
1.1318 |
1.1298 |
1.1245 |
|
| R2 |
1.1274 |
1.1274 |
1.1241 |
|
| R1 |
1.1253 |
1.1253 |
1.1237 |
1.1263 |
| PP |
1.1229 |
1.1229 |
1.1229 |
1.1234 |
| S1 |
1.1209 |
1.1209 |
1.1228 |
1.1219 |
| S2 |
1.1185 |
1.1185 |
1.1224 |
|
| S3 |
1.1140 |
1.1164 |
1.1220 |
|
| S4 |
1.1096 |
1.1120 |
1.1208 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1563 |
1.1515 |
1.1297 |
|
| R3 |
1.1446 |
1.1398 |
1.1265 |
|
| R2 |
1.1329 |
1.1329 |
1.1254 |
|
| R1 |
1.1281 |
1.1281 |
1.1243 |
1.1305 |
| PP |
1.1212 |
1.1212 |
1.1212 |
1.1224 |
| S1 |
1.1164 |
1.1164 |
1.1222 |
1.1188 |
| S2 |
1.1095 |
1.1095 |
1.1211 |
|
| S3 |
1.0978 |
1.1047 |
1.1200 |
|
| S4 |
1.0861 |
1.0930 |
1.1168 |
|
|
| 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% |
0.0062 |
0.5% |
76% |
False |
False |
285 |
| 10 |
1.1260 |
1.1091 |
0.0169 |
1.5% |
0.0043 |
0.4% |
84% |
False |
False |
456 |
| 20 |
1.1292 |
1.1091 |
0.0201 |
1.8% |
0.0042 |
0.4% |
70% |
False |
False |
444 |
| 40 |
1.1292 |
1.0895 |
0.0397 |
3.5% |
0.0037 |
0.3% |
85% |
False |
False |
330 |
| 60 |
1.1292 |
1.0834 |
0.0458 |
4.1% |
0.0031 |
0.3% |
87% |
False |
False |
237 |
| 80 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0030 |
0.3% |
88% |
False |
False |
266 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0026 |
0.2% |
88% |
False |
False |
233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1439 |
|
2.618 |
1.1366 |
|
1.618 |
1.1322 |
|
1.000 |
1.1294 |
|
0.618 |
1.1277 |
|
HIGH |
1.1250 |
|
0.618 |
1.1233 |
|
0.500 |
1.1227 |
|
0.382 |
1.1222 |
|
LOW |
1.1205 |
|
0.618 |
1.1177 |
|
1.000 |
1.1161 |
|
1.618 |
1.1133 |
|
2.618 |
1.1088 |
|
4.250 |
1.1016 |
|
|
| Fisher Pivots for day following 20-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1231 |
1.1222 |
| PP |
1.1229 |
1.1212 |
| S1 |
1.1227 |
1.1202 |
|