CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 11-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2024 |
11-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0862 |
1.0776 |
-0.0086 |
-0.8% |
1.0938 |
| High |
1.0865 |
1.0786 |
-0.0079 |
-0.7% |
1.1000 |
| Low |
1.0750 |
1.0693 |
-0.0057 |
-0.5% |
1.0749 |
| Close |
1.0776 |
1.0713 |
-0.0064 |
-0.6% |
1.0776 |
| Range |
0.0115 |
0.0094 |
-0.0022 |
-18.7% |
0.0252 |
| ATR |
0.0073 |
0.0075 |
0.0001 |
1.9% |
0.0000 |
| Volume |
943 |
2,190 |
1,247 |
132.2% |
8,355 |
|
| Daily Pivots for day following 11-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1011 |
1.0955 |
1.0764 |
|
| R3 |
1.0917 |
1.0862 |
1.0738 |
|
| R2 |
1.0824 |
1.0824 |
1.0730 |
|
| R1 |
1.0768 |
1.0768 |
1.0721 |
1.0749 |
| PP |
1.0730 |
1.0730 |
1.0730 |
1.0721 |
| S1 |
1.0675 |
1.0675 |
1.0704 |
1.0656 |
| S2 |
1.0637 |
1.0637 |
1.0695 |
|
| S3 |
1.0543 |
1.0581 |
1.0687 |
|
| S4 |
1.0450 |
1.0488 |
1.0661 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1596 |
1.1438 |
1.0914 |
|
| R3 |
1.1345 |
1.1186 |
1.0845 |
|
| R2 |
1.1093 |
1.1093 |
1.0822 |
|
| R1 |
1.0935 |
1.0935 |
1.0799 |
1.0888 |
| PP |
1.0842 |
1.0842 |
1.0842 |
1.0818 |
| S1 |
1.0683 |
1.0683 |
1.0753 |
1.0637 |
| S2 |
1.0590 |
1.0590 |
1.0730 |
|
| S3 |
1.0339 |
1.0432 |
1.0707 |
|
| S4 |
1.0087 |
1.0180 |
1.0638 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1000 |
1.0693 |
0.0308 |
2.9% |
0.0126 |
1.2% |
7% |
False |
True |
1,777 |
| 10 |
1.1000 |
1.0693 |
0.0308 |
2.9% |
0.0090 |
0.8% |
7% |
False |
True |
1,952 |
| 20 |
1.1000 |
1.0693 |
0.0308 |
2.9% |
0.0067 |
0.6% |
7% |
False |
True |
1,411 |
| 40 |
1.1282 |
1.0693 |
0.0590 |
5.5% |
0.0064 |
0.6% |
3% |
False |
True |
988 |
| 60 |
1.1292 |
1.0693 |
0.0600 |
5.6% |
0.0054 |
0.5% |
3% |
False |
True |
788 |
| 80 |
1.1292 |
1.0693 |
0.0600 |
5.6% |
0.0048 |
0.5% |
3% |
False |
True |
643 |
| 100 |
1.1292 |
1.0693 |
0.0600 |
5.6% |
0.0043 |
0.4% |
3% |
False |
True |
540 |
| 120 |
1.1292 |
1.0693 |
0.0600 |
5.6% |
0.0039 |
0.4% |
3% |
False |
True |
502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1183 |
|
2.618 |
1.1031 |
|
1.618 |
1.0937 |
|
1.000 |
1.0880 |
|
0.618 |
1.0844 |
|
HIGH |
1.0786 |
|
0.618 |
1.0750 |
|
0.500 |
1.0739 |
|
0.382 |
1.0728 |
|
LOW |
1.0693 |
|
0.618 |
1.0635 |
|
1.000 |
1.0599 |
|
1.618 |
1.0541 |
|
2.618 |
1.0448 |
|
4.250 |
1.0295 |
|
|
| Fisher Pivots for day following 11-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0739 |
1.0790 |
| PP |
1.0730 |
1.0764 |
| S1 |
1.0721 |
1.0738 |
|