CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 15-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2024 |
15-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1030 |
1.1022 |
-0.0008 |
-0.1% |
1.1090 |
| High |
1.1030 |
1.1022 |
-0.0008 |
-0.1% |
1.1090 |
| Low |
1.1015 |
1.1000 |
-0.0015 |
-0.1% |
1.1040 |
| Close |
1.1015 |
1.1004 |
-0.0012 |
-0.1% |
1.1056 |
| Range |
0.0015 |
0.0022 |
0.0007 |
46.7% |
0.0051 |
| ATR |
0.0035 |
0.0034 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
17 |
10 |
-7 |
-41.2% |
113 |
|
| Daily Pivots for day following 15-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1075 |
1.1061 |
1.1016 |
|
| R3 |
1.1053 |
1.1039 |
1.1010 |
|
| R2 |
1.1031 |
1.1031 |
1.1008 |
|
| R1 |
1.1017 |
1.1017 |
1.1006 |
1.1013 |
| PP |
1.1009 |
1.1009 |
1.1009 |
1.1006 |
| S1 |
1.0995 |
1.0995 |
1.1001 |
1.0991 |
| S2 |
1.0987 |
1.0987 |
1.0999 |
|
| S3 |
1.0965 |
1.0973 |
1.0997 |
|
| S4 |
1.0943 |
1.0951 |
1.0991 |
|
|
| Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1213 |
1.1185 |
1.1083 |
|
| R3 |
1.1163 |
1.1134 |
1.1069 |
|
| R2 |
1.1112 |
1.1112 |
1.1065 |
|
| R1 |
1.1084 |
1.1084 |
1.1060 |
1.1073 |
| PP |
1.1062 |
1.1062 |
1.1062 |
1.1056 |
| S1 |
1.1033 |
1.1033 |
1.1051 |
1.1022 |
| S2 |
1.1011 |
1.1011 |
1.1046 |
|
| S3 |
1.0961 |
1.0983 |
1.1042 |
|
| S4 |
1.0910 |
1.0932 |
1.1028 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1079 |
1.1000 |
0.0079 |
0.7% |
0.0018 |
0.2% |
4% |
False |
True |
20 |
| 10 |
1.1171 |
1.1000 |
0.0171 |
1.6% |
0.0019 |
0.2% |
2% |
False |
True |
24 |
| 20 |
1.1308 |
1.1000 |
0.0308 |
2.8% |
0.0029 |
0.3% |
1% |
False |
True |
77 |
| 40 |
1.1327 |
1.1000 |
0.0327 |
3.0% |
0.0024 |
0.2% |
1% |
False |
True |
109 |
| 60 |
1.1327 |
1.0932 |
0.0395 |
3.6% |
0.0022 |
0.2% |
18% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1116 |
|
2.618 |
1.1080 |
|
1.618 |
1.1058 |
|
1.000 |
1.1044 |
|
0.618 |
1.1036 |
|
HIGH |
1.1022 |
|
0.618 |
1.1014 |
|
0.500 |
1.1011 |
|
0.382 |
1.1008 |
|
LOW |
1.1000 |
|
0.618 |
1.0986 |
|
1.000 |
1.0978 |
|
1.618 |
1.0964 |
|
2.618 |
1.0942 |
|
4.250 |
1.0907 |
|
|
| Fisher Pivots for day following 15-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1011 |
1.1031 |
| PP |
1.1009 |
1.1022 |
| S1 |
1.1006 |
1.1013 |
|