CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 18-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2024 |
18-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0590 |
1.0596 |
0.0006 |
0.1% |
1.0776 |
| High |
1.0652 |
1.0665 |
0.0013 |
0.1% |
1.0786 |
| Low |
1.0576 |
1.0590 |
0.0014 |
0.1% |
1.0557 |
| Close |
1.0597 |
1.0649 |
0.0053 |
0.5% |
1.0597 |
| Range |
0.0076 |
0.0075 |
-0.0002 |
-2.0% |
0.0229 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
2,243 |
1,840 |
-403 |
-18.0% |
15,808 |
|
| Daily Pivots for day following 18-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0858 |
1.0828 |
1.0690 |
|
| R3 |
1.0784 |
1.0754 |
1.0669 |
|
| R2 |
1.0709 |
1.0709 |
1.0663 |
|
| R1 |
1.0679 |
1.0679 |
1.0656 |
1.0694 |
| PP |
1.0635 |
1.0635 |
1.0635 |
1.0642 |
| S1 |
1.0605 |
1.0605 |
1.0642 |
1.0620 |
| S2 |
1.0560 |
1.0560 |
1.0635 |
|
| S3 |
1.0486 |
1.0530 |
1.0629 |
|
| S4 |
1.0411 |
1.0456 |
1.0608 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1334 |
1.1194 |
1.0722 |
|
| R3 |
1.1105 |
1.0965 |
1.0659 |
|
| R2 |
1.0876 |
1.0876 |
1.0638 |
|
| R1 |
1.0736 |
1.0736 |
1.0617 |
1.0691 |
| PP |
1.0647 |
1.0647 |
1.0647 |
1.0624 |
| S1 |
1.0507 |
1.0507 |
1.0576 |
1.0462 |
| S2 |
1.0418 |
1.0418 |
1.0555 |
|
| S3 |
1.0189 |
1.0278 |
1.0534 |
|
| S4 |
0.9960 |
1.0049 |
1.0471 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0720 |
1.0557 |
0.0163 |
1.5% |
0.0078 |
0.7% |
56% |
False |
False |
3,091 |
| 10 |
1.1000 |
1.0557 |
0.0443 |
4.2% |
0.0102 |
1.0% |
21% |
False |
False |
2,434 |
| 20 |
1.1000 |
1.0557 |
0.0443 |
4.2% |
0.0075 |
0.7% |
21% |
False |
False |
1,929 |
| 40 |
1.1282 |
1.0557 |
0.0725 |
6.8% |
0.0065 |
0.6% |
13% |
False |
False |
1,286 |
| 60 |
1.1282 |
1.0557 |
0.0725 |
6.8% |
0.0057 |
0.5% |
13% |
False |
False |
1,042 |
| 80 |
1.1292 |
1.0557 |
0.0735 |
6.9% |
0.0052 |
0.5% |
13% |
False |
False |
836 |
| 100 |
1.1292 |
1.0557 |
0.0735 |
6.9% |
0.0045 |
0.4% |
13% |
False |
False |
678 |
| 120 |
1.1292 |
1.0557 |
0.0735 |
6.9% |
0.0042 |
0.4% |
13% |
False |
False |
624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0981 |
|
2.618 |
1.0860 |
|
1.618 |
1.0785 |
|
1.000 |
1.0739 |
|
0.618 |
1.0711 |
|
HIGH |
1.0665 |
|
0.618 |
1.0636 |
|
0.500 |
1.0627 |
|
0.382 |
1.0618 |
|
LOW |
1.0590 |
|
0.618 |
1.0544 |
|
1.000 |
1.0516 |
|
1.618 |
1.0469 |
|
2.618 |
1.0395 |
|
4.250 |
1.0273 |
|
|
| Fisher Pivots for day following 18-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0642 |
1.0636 |
| PP |
1.0635 |
1.0624 |
| S1 |
1.0627 |
1.0611 |
|