CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 22-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2024 |
22-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0989 |
1.0939 |
-0.0050 |
-0.5% |
1.1030 |
| High |
1.0989 |
1.0939 |
-0.0050 |
-0.5% |
1.1030 |
| Low |
1.0933 |
1.0918 |
-0.0015 |
-0.1% |
1.0940 |
| Close |
1.0933 |
1.0923 |
-0.0010 |
-0.1% |
1.0987 |
| Range |
0.0056 |
0.0021 |
-0.0036 |
-63.4% |
0.0090 |
| ATR |
0.0036 |
0.0035 |
-0.0001 |
-3.1% |
0.0000 |
| Volume |
33 |
6 |
-27 |
-81.8% |
112 |
|
| Daily Pivots for day following 22-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0988 |
1.0976 |
1.0934 |
|
| R3 |
1.0968 |
1.0956 |
1.0929 |
|
| R2 |
1.0947 |
1.0947 |
1.0927 |
|
| R1 |
1.0935 |
1.0935 |
1.0925 |
1.0931 |
| PP |
1.0927 |
1.0927 |
1.0927 |
1.0924 |
| S1 |
1.0915 |
1.0915 |
1.0921 |
1.0910 |
| S2 |
1.0906 |
1.0906 |
1.0919 |
|
| S3 |
1.0886 |
1.0894 |
1.0917 |
|
| S4 |
1.0865 |
1.0874 |
1.0912 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1256 |
1.1211 |
1.1037 |
|
| R3 |
1.1166 |
1.1121 |
1.1012 |
|
| R2 |
1.1076 |
1.1076 |
1.1004 |
|
| R1 |
1.1031 |
1.1031 |
1.0995 |
1.1009 |
| PP |
1.0986 |
1.0986 |
1.0986 |
1.0974 |
| S1 |
1.0941 |
1.0941 |
1.0979 |
1.0919 |
| S2 |
1.0896 |
1.0896 |
1.0971 |
|
| S3 |
1.0806 |
1.0851 |
1.0962 |
|
| S4 |
1.0716 |
1.0761 |
1.0938 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0989 |
1.0918 |
0.0071 |
0.6% |
0.0030 |
0.3% |
7% |
False |
True |
24 |
| 10 |
1.1079 |
1.0918 |
0.0161 |
1.5% |
0.0024 |
0.2% |
3% |
False |
True |
22 |
| 20 |
1.1308 |
1.0918 |
0.0390 |
3.6% |
0.0027 |
0.2% |
1% |
False |
True |
24 |
| 40 |
1.1317 |
1.0918 |
0.0399 |
3.6% |
0.0025 |
0.2% |
1% |
False |
True |
96 |
| 60 |
1.1327 |
1.0918 |
0.0409 |
3.7% |
0.0023 |
0.2% |
1% |
False |
True |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1026 |
|
2.618 |
1.0992 |
|
1.618 |
1.0972 |
|
1.000 |
1.0959 |
|
0.618 |
1.0951 |
|
HIGH |
1.0939 |
|
0.618 |
1.0931 |
|
0.500 |
1.0928 |
|
0.382 |
1.0926 |
|
LOW |
1.0918 |
|
0.618 |
1.0905 |
|
1.000 |
1.0898 |
|
1.618 |
1.0885 |
|
2.618 |
1.0864 |
|
4.250 |
1.0831 |
|
|
| Fisher Pivots for day following 22-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0928 |
1.0953 |
| PP |
1.0927 |
1.0943 |
| S1 |
1.0925 |
1.0933 |
|