CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 04-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2024 |
04-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0999 |
1.1002 |
0.0003 |
0.0% |
1.0948 |
| High |
1.1008 |
1.1020 |
0.0012 |
0.1% |
1.1008 |
| Low |
1.0956 |
1.0994 |
0.0038 |
0.3% |
1.0917 |
| Close |
1.0954 |
1.0994 |
0.0040 |
0.4% |
1.0954 |
| Range |
0.0053 |
0.0027 |
-0.0026 |
-49.5% |
0.0091 |
| ATR |
0.0035 |
0.0037 |
0.0002 |
6.3% |
0.0000 |
| Volume |
14 |
34 |
20 |
142.9% |
130 |
|
| Daily Pivots for day following 04-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1082 |
1.1064 |
1.1008 |
|
| R3 |
1.1055 |
1.1038 |
1.1001 |
|
| R2 |
1.1029 |
1.1029 |
1.0998 |
|
| R1 |
1.1011 |
1.1011 |
1.0996 |
1.1007 |
| PP |
1.1002 |
1.1002 |
1.1002 |
1.1000 |
| S1 |
1.0985 |
1.0985 |
1.0991 |
1.0980 |
| S2 |
1.0976 |
1.0976 |
1.0989 |
|
| S3 |
1.0949 |
1.0958 |
1.0986 |
|
| S4 |
1.0923 |
1.0932 |
1.0979 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1233 |
1.1184 |
1.1004 |
|
| R3 |
1.1142 |
1.1093 |
1.0979 |
|
| R2 |
1.1051 |
1.1051 |
1.0971 |
|
| R1 |
1.1002 |
1.1002 |
1.0962 |
1.1027 |
| PP |
1.0960 |
1.0960 |
1.0960 |
1.0972 |
| S1 |
1.0911 |
1.0911 |
1.0946 |
1.0936 |
| S2 |
1.0869 |
1.0869 |
1.0937 |
|
| S3 |
1.0778 |
1.0820 |
1.0929 |
|
| S4 |
1.0687 |
1.0729 |
1.0904 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1020 |
1.0917 |
0.0103 |
0.9% |
0.0032 |
0.3% |
74% |
True |
False |
31 |
| 10 |
1.1020 |
1.0900 |
0.0120 |
1.1% |
0.0027 |
0.2% |
78% |
True |
False |
21 |
| 20 |
1.1090 |
1.0900 |
0.0190 |
1.7% |
0.0024 |
0.2% |
49% |
False |
False |
22 |
| 40 |
1.1308 |
1.0900 |
0.0408 |
3.7% |
0.0026 |
0.2% |
23% |
False |
False |
78 |
| 60 |
1.1327 |
1.0900 |
0.0427 |
3.9% |
0.0024 |
0.2% |
22% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1133 |
|
2.618 |
1.1089 |
|
1.618 |
1.1063 |
|
1.000 |
1.1047 |
|
0.618 |
1.1036 |
|
HIGH |
1.1020 |
|
0.618 |
1.1010 |
|
0.500 |
1.1007 |
|
0.382 |
1.1004 |
|
LOW |
1.0994 |
|
0.618 |
1.0977 |
|
1.000 |
1.0967 |
|
1.618 |
1.0951 |
|
2.618 |
1.0924 |
|
4.250 |
1.0881 |
|
|
| Fisher Pivots for day following 04-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1007 |
1.0992 |
| PP |
1.1002 |
1.0990 |
| S1 |
1.0998 |
1.0988 |
|