CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 27-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2024 |
27-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0557 |
1.0545 |
-0.0012 |
-0.1% |
1.0596 |
| High |
1.0600 |
1.0642 |
0.0042 |
0.4% |
1.0667 |
| Low |
1.0485 |
1.0532 |
0.0047 |
0.4% |
1.0392 |
| Close |
1.0530 |
1.0618 |
0.0088 |
0.8% |
1.0470 |
| Range |
0.0115 |
0.0110 |
-0.0005 |
-4.3% |
0.0275 |
| ATR |
0.0089 |
0.0091 |
0.0002 |
1.8% |
0.0000 |
| Volume |
5,848 |
7,295 |
1,447 |
24.7% |
25,568 |
|
| Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0927 |
1.0882 |
1.0678 |
|
| R3 |
1.0817 |
1.0772 |
1.0648 |
|
| R2 |
1.0707 |
1.0707 |
1.0638 |
|
| R1 |
1.0662 |
1.0662 |
1.0628 |
1.0685 |
| PP |
1.0597 |
1.0597 |
1.0597 |
1.0608 |
| S1 |
1.0552 |
1.0552 |
1.0607 |
1.0575 |
| S2 |
1.0487 |
1.0487 |
1.0597 |
|
| S3 |
1.0377 |
1.0442 |
1.0587 |
|
| S4 |
1.0267 |
1.0332 |
1.0557 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1333 |
1.1176 |
1.0621 |
|
| R3 |
1.1059 |
1.0902 |
1.0545 |
|
| R2 |
1.0784 |
1.0784 |
1.0520 |
|
| R1 |
1.0627 |
1.0627 |
1.0495 |
1.0568 |
| PP |
1.0510 |
1.0510 |
1.0510 |
1.0480 |
| S1 |
1.0353 |
1.0353 |
1.0445 |
1.0294 |
| S2 |
1.0235 |
1.0235 |
1.0420 |
|
| S3 |
0.9961 |
1.0078 |
1.0395 |
|
| S4 |
0.9686 |
0.9804 |
1.0319 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0642 |
1.0392 |
0.0250 |
2.3% |
0.0113 |
1.1% |
90% |
True |
False |
7,060 |
| 10 |
1.0667 |
1.0392 |
0.0275 |
2.6% |
0.0098 |
0.9% |
82% |
False |
False |
4,869 |
| 20 |
1.1000 |
1.0392 |
0.0608 |
5.7% |
0.0096 |
0.9% |
37% |
False |
False |
3,453 |
| 40 |
1.1119 |
1.0392 |
0.0727 |
6.8% |
0.0071 |
0.7% |
31% |
False |
False |
2,192 |
| 60 |
1.1282 |
1.0392 |
0.0890 |
8.4% |
0.0066 |
0.6% |
25% |
False |
False |
1,699 |
| 80 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0057 |
0.5% |
25% |
False |
False |
1,325 |
| 100 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0052 |
0.5% |
25% |
False |
False |
1,078 |
| 120 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0048 |
0.4% |
25% |
False |
False |
955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1109 |
|
2.618 |
1.0929 |
|
1.618 |
1.0819 |
|
1.000 |
1.0752 |
|
0.618 |
1.0709 |
|
HIGH |
1.0642 |
|
0.618 |
1.0599 |
|
0.500 |
1.0587 |
|
0.382 |
1.0574 |
|
LOW |
1.0532 |
|
0.618 |
1.0464 |
|
1.000 |
1.0422 |
|
1.618 |
1.0354 |
|
2.618 |
1.0244 |
|
4.250 |
1.0064 |
|
|
| Fisher Pivots for day following 27-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0607 |
1.0599 |
| PP |
1.0597 |
1.0581 |
| S1 |
1.0587 |
1.0563 |
|