CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 02-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2024 |
02-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1208 |
1.1141 |
-0.0068 |
-0.6% |
1.1231 |
| High |
1.1214 |
1.1151 |
-0.0064 |
-0.6% |
1.1282 |
| Low |
1.1120 |
1.1107 |
-0.0013 |
-0.1% |
1.1155 |
| Close |
1.1144 |
1.1111 |
-0.0034 |
-0.3% |
1.1237 |
| Range |
0.0094 |
0.0044 |
-0.0051 |
-53.7% |
0.0127 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
691 |
248 |
-443 |
-64.1% |
4,503 |
|
| Daily Pivots for day following 02-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1253 |
1.1225 |
1.1134 |
|
| R3 |
1.1210 |
1.1182 |
1.1122 |
|
| R2 |
1.1166 |
1.1166 |
1.1118 |
|
| R1 |
1.1138 |
1.1138 |
1.1114 |
1.1131 |
| PP |
1.1123 |
1.1123 |
1.1123 |
1.1119 |
| S1 |
1.1095 |
1.1095 |
1.1107 |
1.1087 |
| S2 |
1.1079 |
1.1079 |
1.1103 |
|
| S3 |
1.1036 |
1.1051 |
1.1099 |
|
| S4 |
1.0992 |
1.1008 |
1.1087 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1606 |
1.1548 |
1.1307 |
|
| R3 |
1.1479 |
1.1421 |
1.1272 |
|
| R2 |
1.1352 |
1.1352 |
1.1260 |
|
| R1 |
1.1294 |
1.1294 |
1.1249 |
1.1323 |
| PP |
1.1225 |
1.1225 |
1.1225 |
1.1239 |
| S1 |
1.1167 |
1.1167 |
1.1225 |
1.1196 |
| S2 |
1.1098 |
1.1098 |
1.1214 |
|
| S3 |
1.0971 |
1.1040 |
1.1202 |
|
| S4 |
1.0844 |
1.0913 |
1.1167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1278 |
1.1107 |
0.0171 |
1.5% |
0.0072 |
0.7% |
2% |
False |
True |
627 |
| 10 |
1.1282 |
1.1107 |
0.0175 |
1.6% |
0.0075 |
0.7% |
2% |
False |
True |
729 |
| 20 |
1.1282 |
1.1091 |
0.0191 |
1.7% |
0.0057 |
0.5% |
10% |
False |
False |
711 |
| 40 |
1.1292 |
1.0992 |
0.0300 |
2.7% |
0.0044 |
0.4% |
40% |
False |
False |
458 |
| 60 |
1.1292 |
1.0895 |
0.0397 |
3.6% |
0.0039 |
0.4% |
54% |
False |
False |
335 |
| 80 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0036 |
0.3% |
62% |
False |
False |
336 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.3% |
0.0031 |
0.3% |
62% |
False |
False |
290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1335 |
|
2.618 |
1.1264 |
|
1.618 |
1.1221 |
|
1.000 |
1.1194 |
|
0.618 |
1.1177 |
|
HIGH |
1.1151 |
|
0.618 |
1.1134 |
|
0.500 |
1.1129 |
|
0.382 |
1.1124 |
|
LOW |
1.1107 |
|
0.618 |
1.1080 |
|
1.000 |
1.1064 |
|
1.618 |
1.1037 |
|
2.618 |
1.0993 |
|
4.250 |
1.0922 |
|
|
| Fisher Pivots for day following 02-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1129 |
1.1192 |
| PP |
1.1123 |
1.1165 |
| S1 |
1.1117 |
1.1138 |
|