CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 29-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2024 |
29-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0870 |
1.0885 |
0.0015 |
0.1% |
1.0939 |
| High |
1.0897 |
1.0894 |
-0.0004 |
0.0% |
1.0940 |
| Low |
1.0855 |
1.0840 |
-0.0015 |
-0.1% |
1.0836 |
| Close |
1.0883 |
1.0884 |
0.0001 |
0.0% |
1.0874 |
| Range |
0.0042 |
0.0054 |
0.0012 |
27.4% |
0.0105 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
0.7% |
0.0000 |
| Volume |
419 |
4,634 |
4,215 |
1,006.0% |
4,079 |
|
| Daily Pivots for day following 29-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1033 |
1.1012 |
1.0913 |
|
| R3 |
1.0979 |
1.0958 |
1.0898 |
|
| R2 |
1.0926 |
1.0926 |
1.0893 |
|
| R1 |
1.0905 |
1.0905 |
1.0888 |
1.0889 |
| PP |
1.0872 |
1.0872 |
1.0872 |
1.0864 |
| S1 |
1.0851 |
1.0851 |
1.0879 |
1.0835 |
| S2 |
1.0819 |
1.0819 |
1.0874 |
|
| S3 |
1.0765 |
1.0798 |
1.0869 |
|
| S4 |
1.0712 |
1.0744 |
1.0854 |
|
|
| Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1197 |
1.1140 |
1.0931 |
|
| R3 |
1.1092 |
1.1035 |
1.0903 |
|
| R2 |
1.0988 |
1.0988 |
1.0893 |
|
| R1 |
1.0931 |
1.0931 |
1.0884 |
1.0907 |
| PP |
1.0883 |
1.0883 |
1.0883 |
1.0871 |
| S1 |
1.0826 |
1.0826 |
1.0864 |
1.0803 |
| S2 |
1.0779 |
1.0779 |
1.0855 |
|
| S3 |
1.0674 |
1.0722 |
1.0845 |
|
| S4 |
1.0570 |
1.0617 |
1.0817 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0910 |
1.0836 |
0.0075 |
0.7% |
0.0047 |
0.4% |
64% |
False |
False |
1,408 |
| 10 |
1.0973 |
1.0836 |
0.0137 |
1.3% |
0.0047 |
0.4% |
35% |
False |
False |
1,293 |
| 20 |
1.1151 |
1.0836 |
0.0315 |
2.9% |
0.0045 |
0.4% |
15% |
False |
False |
851 |
| 40 |
1.1282 |
1.0836 |
0.0447 |
4.1% |
0.0051 |
0.5% |
11% |
False |
False |
777 |
| 60 |
1.1292 |
1.0836 |
0.0457 |
4.2% |
0.0044 |
0.4% |
11% |
False |
False |
590 |
| 80 |
1.1292 |
1.0836 |
0.0457 |
4.2% |
0.0040 |
0.4% |
11% |
False |
False |
462 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0038 |
0.4% |
15% |
False |
False |
437 |
| 120 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0033 |
0.3% |
15% |
False |
False |
382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1121 |
|
2.618 |
1.1034 |
|
1.618 |
1.0980 |
|
1.000 |
1.0947 |
|
0.618 |
1.0927 |
|
HIGH |
1.0894 |
|
0.618 |
1.0873 |
|
0.500 |
1.0867 |
|
0.382 |
1.0860 |
|
LOW |
1.0840 |
|
0.618 |
1.0807 |
|
1.000 |
1.0787 |
|
1.618 |
1.0753 |
|
2.618 |
1.0700 |
|
4.250 |
1.0613 |
|
|
| Fisher Pivots for day following 29-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0878 |
1.0881 |
| PP |
1.0872 |
1.0878 |
| S1 |
1.0867 |
1.0875 |
|