CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 06-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2024 |
06-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0942 |
1.0984 |
0.0042 |
0.4% |
1.0870 |
| High |
1.1000 |
1.1000 |
0.0001 |
0.0% |
1.0970 |
| Low |
1.0938 |
1.0749 |
-0.0190 |
-1.7% |
1.0840 |
| Close |
1.0996 |
1.0799 |
-0.0197 |
-1.8% |
1.0904 |
| Range |
0.0062 |
0.0252 |
0.0190 |
308.9% |
0.0130 |
| ATR |
0.0053 |
0.0067 |
0.0014 |
26.7% |
0.0000 |
| Volume |
681 |
3,126 |
2,445 |
359.0% |
9,399 |
|
| Daily Pivots for day following 06-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1604 |
1.1453 |
1.0937 |
|
| R3 |
1.1352 |
1.1201 |
1.0868 |
|
| R2 |
1.1101 |
1.1101 |
1.0845 |
|
| R1 |
1.0950 |
1.0950 |
1.0822 |
1.0900 |
| PP |
1.0849 |
1.0849 |
1.0849 |
1.0824 |
| S1 |
1.0698 |
1.0698 |
1.0776 |
1.0648 |
| S2 |
1.0598 |
1.0598 |
1.0753 |
|
| S3 |
1.0346 |
1.0447 |
1.0730 |
|
| S4 |
1.0095 |
1.0195 |
1.0661 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1295 |
1.1229 |
1.0976 |
|
| R3 |
1.1165 |
1.1099 |
1.0940 |
|
| R2 |
1.1035 |
1.1035 |
1.0928 |
|
| R1 |
1.0969 |
1.0969 |
1.0916 |
1.1002 |
| PP |
1.0905 |
1.0905 |
1.0905 |
1.0921 |
| S1 |
1.0839 |
1.0839 |
1.0892 |
1.0872 |
| S2 |
1.0775 |
1.0775 |
1.0880 |
|
| S3 |
1.0645 |
1.0709 |
1.0868 |
|
| S4 |
1.0515 |
1.0579 |
1.0833 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1000 |
1.0749 |
0.0252 |
2.3% |
0.0093 |
0.9% |
20% |
True |
True |
1,588 |
| 10 |
1.1000 |
1.0749 |
0.0252 |
2.3% |
0.0071 |
0.7% |
20% |
True |
True |
1,613 |
| 20 |
1.1027 |
1.0749 |
0.0279 |
2.6% |
0.0058 |
0.5% |
18% |
False |
True |
1,206 |
| 40 |
1.1282 |
1.0749 |
0.0534 |
4.9% |
0.0058 |
0.5% |
9% |
False |
True |
868 |
| 60 |
1.1292 |
1.0749 |
0.0544 |
5.0% |
0.0050 |
0.5% |
9% |
False |
True |
704 |
| 80 |
1.1292 |
1.0749 |
0.0544 |
5.0% |
0.0045 |
0.4% |
9% |
False |
True |
581 |
| 100 |
1.1292 |
1.0749 |
0.0544 |
5.0% |
0.0041 |
0.4% |
9% |
False |
True |
505 |
| 120 |
1.1292 |
1.0749 |
0.0544 |
5.0% |
0.0037 |
0.3% |
9% |
False |
True |
462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2069 |
|
2.618 |
1.1658 |
|
1.618 |
1.1407 |
|
1.000 |
1.1252 |
|
0.618 |
1.1155 |
|
HIGH |
1.1000 |
|
0.618 |
1.0904 |
|
0.500 |
1.0874 |
|
0.382 |
1.0845 |
|
LOW |
1.0749 |
|
0.618 |
1.0593 |
|
1.000 |
1.0497 |
|
1.618 |
1.0342 |
|
2.618 |
1.0090 |
|
4.250 |
0.9680 |
|
|
| Fisher Pivots for day following 06-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0874 |
1.0874 |
| PP |
1.0849 |
1.0849 |
| S1 |
1.0824 |
1.0824 |
|