CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 21-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2024 |
21-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0658 |
1.0603 |
-0.0055 |
-0.5% |
1.0776 |
| High |
1.0667 |
1.0612 |
-0.0055 |
-0.5% |
1.0786 |
| Low |
1.0566 |
1.0520 |
-0.0047 |
-0.4% |
1.0557 |
| Close |
1.0599 |
1.0542 |
-0.0057 |
-0.5% |
1.0597 |
| Range |
0.0101 |
0.0093 |
-0.0008 |
-8.0% |
0.0229 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.3% |
0.0000 |
| Volume |
2,511 |
7,305 |
4,794 |
190.9% |
15,808 |
|
| Daily Pivots for day following 21-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0835 |
1.0781 |
1.0593 |
|
| R3 |
1.0743 |
1.0689 |
1.0567 |
|
| R2 |
1.0650 |
1.0650 |
1.0559 |
|
| R1 |
1.0596 |
1.0596 |
1.0550 |
1.0577 |
| PP |
1.0558 |
1.0558 |
1.0558 |
1.0548 |
| S1 |
1.0504 |
1.0504 |
1.0534 |
1.0485 |
| S2 |
1.0465 |
1.0465 |
1.0525 |
|
| S3 |
1.0373 |
1.0411 |
1.0517 |
|
| S4 |
1.0280 |
1.0319 |
1.0491 |
|
|
| 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 |
1.0667 |
1.0520 |
0.0147 |
1.4% |
0.0084 |
0.8% |
15% |
False |
True |
3,336 |
| 10 |
1.0865 |
1.0520 |
0.0345 |
3.3% |
0.0087 |
0.8% |
7% |
False |
True |
3,118 |
| 20 |
1.1000 |
1.0520 |
0.0481 |
4.6% |
0.0082 |
0.8% |
5% |
False |
True |
2,436 |
| 40 |
1.1278 |
1.0520 |
0.0758 |
7.2% |
0.0066 |
0.6% |
3% |
False |
True |
1,560 |
| 60 |
1.1282 |
1.0520 |
0.0763 |
7.2% |
0.0061 |
0.6% |
3% |
False |
True |
1,249 |
| 80 |
1.1292 |
1.0520 |
0.0773 |
7.3% |
0.0054 |
0.5% |
3% |
False |
True |
992 |
| 100 |
1.1292 |
1.0520 |
0.0773 |
7.3% |
0.0047 |
0.5% |
3% |
False |
True |
802 |
| 120 |
1.1292 |
1.0520 |
0.0773 |
7.3% |
0.0044 |
0.4% |
3% |
False |
True |
724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1005 |
|
2.618 |
1.0854 |
|
1.618 |
1.0762 |
|
1.000 |
1.0705 |
|
0.618 |
1.0669 |
|
HIGH |
1.0612 |
|
0.618 |
1.0577 |
|
0.500 |
1.0566 |
|
0.382 |
1.0555 |
|
LOW |
1.0520 |
|
0.618 |
1.0462 |
|
1.000 |
1.0427 |
|
1.618 |
1.0370 |
|
2.618 |
1.0277 |
|
4.250 |
1.0126 |
|
|
| Fisher Pivots for day following 21-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0566 |
1.0593 |
| PP |
1.0558 |
1.0576 |
| S1 |
1.0550 |
1.0559 |
|