CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 23-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2024 |
23-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0888 |
1.0870 |
-0.0018 |
-0.2% |
1.0998 |
| High |
1.0901 |
1.0878 |
-0.0023 |
-0.2% |
1.1007 |
| Low |
1.0868 |
1.0836 |
-0.0032 |
-0.3% |
1.0883 |
| Close |
1.0873 |
1.0854 |
-0.0020 |
-0.2% |
1.0939 |
| Range |
0.0033 |
0.0042 |
0.0009 |
27.3% |
0.0124 |
| ATR |
0.0050 |
0.0050 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
1,205 |
720 |
-485 |
-40.2% |
4,468 |
|
| Daily Pivots for day following 23-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0982 |
1.0960 |
1.0877 |
|
| R3 |
1.0940 |
1.0918 |
1.0865 |
|
| R2 |
1.0898 |
1.0898 |
1.0861 |
|
| R1 |
1.0876 |
1.0876 |
1.0857 |
1.0866 |
| PP |
1.0856 |
1.0856 |
1.0856 |
1.0851 |
| S1 |
1.0834 |
1.0834 |
1.0850 |
1.0824 |
| S2 |
1.0814 |
1.0814 |
1.0846 |
|
| S3 |
1.0772 |
1.0792 |
1.0842 |
|
| S4 |
1.0730 |
1.0750 |
1.0830 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1313 |
1.1249 |
1.1006 |
|
| R3 |
1.1190 |
1.1126 |
1.0972 |
|
| R2 |
1.1066 |
1.1066 |
1.0961 |
|
| R1 |
1.1002 |
1.1002 |
1.0950 |
1.0973 |
| PP |
1.0943 |
1.0943 |
1.0943 |
1.0928 |
| S1 |
1.0879 |
1.0879 |
1.0927 |
1.0849 |
| S2 |
1.0819 |
1.0819 |
1.0916 |
|
| S3 |
1.0696 |
1.0755 |
1.0905 |
|
| S4 |
1.0572 |
1.0632 |
1.0871 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0943 |
1.0836 |
0.0108 |
1.0% |
0.0047 |
0.4% |
17% |
False |
True |
1,236 |
| 10 |
1.1027 |
1.0836 |
0.0192 |
1.8% |
0.0044 |
0.4% |
9% |
False |
True |
799 |
| 20 |
1.1278 |
1.0836 |
0.0442 |
4.1% |
0.0051 |
0.5% |
4% |
False |
True |
679 |
| 40 |
1.1282 |
1.0836 |
0.0447 |
4.1% |
0.0049 |
0.5% |
4% |
False |
True |
644 |
| 60 |
1.1292 |
1.0836 |
0.0457 |
4.2% |
0.0044 |
0.4% |
4% |
False |
True |
503 |
| 80 |
1.1292 |
1.0836 |
0.0457 |
4.2% |
0.0038 |
0.4% |
4% |
False |
True |
389 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0036 |
0.3% |
9% |
False |
False |
378 |
| 120 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0032 |
0.3% |
9% |
False |
False |
334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1056 |
|
2.618 |
1.0987 |
|
1.618 |
1.0945 |
|
1.000 |
1.0920 |
|
0.618 |
1.0903 |
|
HIGH |
1.0878 |
|
0.618 |
1.0861 |
|
0.500 |
1.0857 |
|
0.382 |
1.0852 |
|
LOW |
1.0836 |
|
0.618 |
1.0810 |
|
1.000 |
1.0794 |
|
1.618 |
1.0768 |
|
2.618 |
1.0726 |
|
4.250 |
1.0657 |
|
|
| Fisher Pivots for day following 23-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0857 |
1.0888 |
| PP |
1.0856 |
1.0876 |
| S1 |
1.0855 |
1.0865 |
|