CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 15-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2024 |
15-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0998 |
1.0984 |
-0.0014 |
-0.1% |
1.1048 |
| High |
1.1007 |
1.0988 |
-0.0019 |
-0.2% |
1.1066 |
| Low |
1.0963 |
1.0955 |
-0.0008 |
-0.1% |
1.0975 |
| Close |
1.0971 |
1.0959 |
-0.0012 |
-0.1% |
1.1012 |
| Range |
0.0044 |
0.0033 |
-0.0011 |
-25.0% |
0.0091 |
| ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
261 |
401 |
140 |
53.6% |
1,851 |
|
| Daily Pivots for day following 15-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1066 |
1.1046 |
1.0977 |
|
| R3 |
1.1033 |
1.1013 |
1.0968 |
|
| R2 |
1.1000 |
1.1000 |
1.0965 |
|
| R1 |
1.0980 |
1.0980 |
1.0962 |
1.0974 |
| PP |
1.0967 |
1.0967 |
1.0967 |
1.0964 |
| S1 |
1.0947 |
1.0947 |
1.0956 |
1.0941 |
| S2 |
1.0934 |
1.0934 |
1.0953 |
|
| S3 |
1.0901 |
1.0914 |
1.0950 |
|
| S4 |
1.0868 |
1.0881 |
1.0941 |
|
|
| Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1291 |
1.1242 |
1.1062 |
|
| R3 |
1.1200 |
1.1151 |
1.1037 |
|
| R2 |
1.1109 |
1.1109 |
1.1029 |
|
| R1 |
1.1060 |
1.1060 |
1.1020 |
1.1039 |
| PP |
1.1018 |
1.1018 |
1.1018 |
1.1007 |
| S1 |
1.0969 |
1.0969 |
1.1004 |
1.0948 |
| S2 |
1.0927 |
1.0927 |
1.0995 |
|
| S3 |
1.0836 |
1.0878 |
1.0987 |
|
| S4 |
1.0745 |
1.0787 |
1.0962 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1051 |
1.0955 |
0.0096 |
0.9% |
0.0039 |
0.4% |
4% |
False |
True |
334 |
| 10 |
1.1151 |
1.0955 |
0.0196 |
1.8% |
0.0042 |
0.4% |
2% |
False |
True |
408 |
| 20 |
1.1282 |
1.0955 |
0.0327 |
3.0% |
0.0060 |
0.5% |
1% |
False |
True |
570 |
| 40 |
1.1292 |
1.0955 |
0.0337 |
3.1% |
0.0047 |
0.4% |
1% |
False |
True |
486 |
| 60 |
1.1292 |
1.0895 |
0.0397 |
3.6% |
0.0042 |
0.4% |
16% |
False |
False |
394 |
| 80 |
1.1292 |
1.0820 |
0.0473 |
4.3% |
0.0037 |
0.3% |
30% |
False |
False |
324 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0034 |
0.3% |
31% |
False |
False |
321 |
| 120 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0030 |
0.3% |
31% |
False |
False |
281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1128 |
|
2.618 |
1.1074 |
|
1.618 |
1.1041 |
|
1.000 |
1.1021 |
|
0.618 |
1.1008 |
|
HIGH |
1.0988 |
|
0.618 |
1.0975 |
|
0.500 |
1.0972 |
|
0.382 |
1.0968 |
|
LOW |
1.0955 |
|
0.618 |
1.0935 |
|
1.000 |
1.0922 |
|
1.618 |
1.0902 |
|
2.618 |
1.0869 |
|
4.250 |
1.0815 |
|
|
| Fisher Pivots for day following 15-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0972 |
1.0991 |
| PP |
1.0967 |
1.0980 |
| S1 |
1.0963 |
1.0970 |
|