CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 31-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2024 |
31-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0891 |
1.0926 |
0.0036 |
0.3% |
1.0939 |
| High |
1.0939 |
1.0954 |
0.0016 |
0.1% |
1.0940 |
| Low |
1.0879 |
1.0914 |
0.0035 |
0.3% |
1.0836 |
| Close |
1.0938 |
1.0937 |
-0.0001 |
0.0% |
1.0874 |
| Range |
0.0060 |
0.0041 |
-0.0020 |
-32.5% |
0.0105 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
1,866 |
1,474 |
-392 |
-21.0% |
4,079 |
|
| Daily Pivots for day following 31-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1056 |
1.1037 |
1.0959 |
|
| R3 |
1.1016 |
1.0997 |
1.0948 |
|
| R2 |
1.0975 |
1.0975 |
1.0944 |
|
| R1 |
1.0956 |
1.0956 |
1.0941 |
1.0966 |
| PP |
1.0935 |
1.0935 |
1.0935 |
1.0940 |
| S1 |
1.0916 |
1.0916 |
1.0933 |
1.0925 |
| S2 |
1.0894 |
1.0894 |
1.0930 |
|
| S3 |
1.0854 |
1.0875 |
1.0926 |
|
| S4 |
1.0813 |
1.0835 |
1.0915 |
|
|
| 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 |
1.0954 |
1.0840 |
0.0114 |
1.0% |
0.0048 |
0.4% |
85% |
True |
False |
1,822 |
| 10 |
1.0954 |
1.0836 |
0.0119 |
1.1% |
0.0047 |
0.4% |
86% |
True |
False |
1,297 |
| 20 |
1.1110 |
1.0836 |
0.0275 |
2.5% |
0.0045 |
0.4% |
37% |
False |
False |
985 |
| 40 |
1.1282 |
1.0836 |
0.0447 |
4.1% |
0.0051 |
0.5% |
23% |
False |
False |
832 |
| 60 |
1.1292 |
1.0836 |
0.0457 |
4.2% |
0.0045 |
0.4% |
22% |
False |
False |
623 |
| 80 |
1.1292 |
1.0836 |
0.0457 |
4.2% |
0.0041 |
0.4% |
22% |
False |
False |
502 |
| 100 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0038 |
0.4% |
26% |
False |
False |
454 |
| 120 |
1.1292 |
1.0812 |
0.0480 |
4.4% |
0.0034 |
0.3% |
26% |
False |
False |
409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1126 |
|
2.618 |
1.1060 |
|
1.618 |
1.1020 |
|
1.000 |
1.0995 |
|
0.618 |
1.0979 |
|
HIGH |
1.0954 |
|
0.618 |
1.0939 |
|
0.500 |
1.0934 |
|
0.382 |
1.0929 |
|
LOW |
1.0914 |
|
0.618 |
1.0888 |
|
1.000 |
1.0873 |
|
1.618 |
1.0848 |
|
2.618 |
1.0807 |
|
4.250 |
1.0741 |
|
|
| Fisher Pivots for day following 31-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0936 |
1.0924 |
| PP |
1.0935 |
1.0910 |
| S1 |
1.0934 |
1.0897 |
|