CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 17-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2024 |
17-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0961 |
1.0933 |
-0.0028 |
-0.3% |
1.1048 |
| High |
1.0973 |
1.0943 |
-0.0030 |
-0.3% |
1.1066 |
| Low |
1.0926 |
1.0883 |
-0.0043 |
-0.4% |
1.0975 |
| Close |
1.0927 |
1.0898 |
-0.0030 |
-0.3% |
1.1012 |
| Range |
0.0047 |
0.0060 |
0.0013 |
27.7% |
0.0091 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
1.2% |
0.0000 |
| Volume |
432 |
2,876 |
2,444 |
565.7% |
1,851 |
|
| Daily Pivots for day following 17-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1088 |
1.1053 |
1.0931 |
|
| R3 |
1.1028 |
1.0993 |
1.0914 |
|
| R2 |
1.0968 |
1.0968 |
1.0909 |
|
| R1 |
1.0933 |
1.0933 |
1.0903 |
1.0920 |
| PP |
1.0908 |
1.0908 |
1.0908 |
1.0902 |
| S1 |
1.0873 |
1.0873 |
1.0892 |
1.0860 |
| S2 |
1.0848 |
1.0848 |
1.0887 |
|
| S3 |
1.0788 |
1.0813 |
1.0881 |
|
| S4 |
1.0728 |
1.0753 |
1.0865 |
|
|
| 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 |
1.1027 |
1.0883 |
0.0144 |
1.3% |
0.0042 |
0.4% |
10% |
False |
True |
840 |
| 10 |
1.1110 |
1.0883 |
0.0227 |
2.1% |
0.0044 |
0.4% |
6% |
False |
True |
673 |
| 20 |
1.1282 |
1.0883 |
0.0399 |
3.7% |
0.0056 |
0.5% |
4% |
False |
True |
702 |
| 40 |
1.1292 |
1.0883 |
0.0409 |
3.8% |
0.0048 |
0.4% |
4% |
False |
True |
564 |
| 60 |
1.1292 |
1.0883 |
0.0409 |
3.8% |
0.0043 |
0.4% |
4% |
False |
True |
449 |
| 80 |
1.1292 |
1.0820 |
0.0473 |
4.3% |
0.0037 |
0.3% |
17% |
False |
False |
352 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0035 |
0.3% |
18% |
False |
False |
351 |
| 120 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0031 |
0.3% |
18% |
False |
False |
308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1198 |
|
2.618 |
1.1100 |
|
1.618 |
1.1040 |
|
1.000 |
1.1003 |
|
0.618 |
1.0980 |
|
HIGH |
1.0943 |
|
0.618 |
1.0920 |
|
0.500 |
1.0913 |
|
0.382 |
1.0906 |
|
LOW |
1.0883 |
|
0.618 |
1.0846 |
|
1.000 |
1.0823 |
|
1.618 |
1.0786 |
|
2.618 |
1.0726 |
|
4.250 |
1.0628 |
|
|
| Fisher Pivots for day following 17-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0913 |
1.0936 |
| PP |
1.0908 |
1.0923 |
| S1 |
1.0903 |
1.0910 |
|