CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 09-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2024 |
09-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1053 |
1.1051 |
-0.0002 |
0.0% |
1.1241 |
| High |
1.1066 |
1.1051 |
-0.0015 |
-0.1% |
1.1278 |
| Low |
1.1039 |
1.1012 |
-0.0027 |
-0.2% |
1.1027 |
| Close |
1.1047 |
1.1012 |
-0.0035 |
-0.3% |
1.1048 |
| Range |
0.0027 |
0.0039 |
0.0012 |
44.4% |
0.0251 |
| ATR |
0.0057 |
0.0055 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
346 |
293 |
-53 |
-15.3% |
3,362 |
|
| Daily Pivots for day following 09-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1142 |
1.1116 |
1.1033 |
|
| R3 |
1.1103 |
1.1077 |
1.1023 |
|
| R2 |
1.1064 |
1.1064 |
1.1019 |
|
| R1 |
1.1038 |
1.1038 |
1.1016 |
1.1032 |
| PP |
1.1025 |
1.1025 |
1.1025 |
1.1022 |
| S1 |
1.0999 |
1.0999 |
1.1008 |
1.0993 |
| S2 |
1.0986 |
1.0986 |
1.1005 |
|
| S3 |
1.0947 |
1.0960 |
1.1001 |
|
| S4 |
1.0908 |
1.0921 |
1.0991 |
|
|
| Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1870 |
1.1710 |
1.1186 |
|
| R3 |
1.1619 |
1.1459 |
1.1117 |
|
| R2 |
1.1368 |
1.1368 |
1.1094 |
|
| R1 |
1.1208 |
1.1208 |
1.1071 |
1.1163 |
| PP |
1.1117 |
1.1117 |
1.1117 |
1.1095 |
| S1 |
1.0957 |
1.0957 |
1.1024 |
1.0912 |
| S2 |
1.0866 |
1.0866 |
1.1001 |
|
| S3 |
1.0615 |
1.0706 |
1.0978 |
|
| S4 |
1.0364 |
1.0455 |
1.0909 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1119 |
1.1012 |
0.0107 |
1.0% |
0.0044 |
0.4% |
0% |
False |
True |
491 |
| 10 |
1.1278 |
1.1012 |
0.0266 |
2.4% |
0.0058 |
0.5% |
0% |
False |
True |
559 |
| 20 |
1.1282 |
1.1012 |
0.0270 |
2.5% |
0.0059 |
0.5% |
0% |
False |
True |
531 |
| 40 |
1.1292 |
1.1012 |
0.0280 |
2.5% |
0.0046 |
0.4% |
0% |
False |
True |
452 |
| 60 |
1.1292 |
1.0895 |
0.0397 |
3.6% |
0.0040 |
0.4% |
29% |
False |
False |
372 |
| 80 |
1.1292 |
1.0817 |
0.0475 |
4.3% |
0.0037 |
0.3% |
41% |
False |
False |
330 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0033 |
0.3% |
42% |
False |
False |
314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1217 |
|
2.618 |
1.1153 |
|
1.618 |
1.1114 |
|
1.000 |
1.1090 |
|
0.618 |
1.1075 |
|
HIGH |
1.1051 |
|
0.618 |
1.1036 |
|
0.500 |
1.1032 |
|
0.382 |
1.1027 |
|
LOW |
1.1012 |
|
0.618 |
1.0988 |
|
1.000 |
1.0973 |
|
1.618 |
1.0949 |
|
2.618 |
1.0910 |
|
4.250 |
1.0846 |
|
|
| Fisher Pivots for day following 09-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1032 |
1.1039 |
| PP |
1.1025 |
1.1030 |
| S1 |
1.1019 |
1.1021 |
|