CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 07-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2024 |
07-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0955 |
1.0875 |
-0.0081 |
-0.7% |
1.0948 |
| High |
1.0955 |
1.0928 |
-0.0028 |
-0.3% |
1.1008 |
| Low |
1.0815 |
1.0875 |
0.0060 |
0.6% |
1.0917 |
| Close |
1.0854 |
1.0899 |
0.0046 |
0.4% |
1.0954 |
| Range |
0.0140 |
0.0053 |
-0.0087 |
-62.1% |
0.0091 |
| ATR |
0.0052 |
0.0054 |
0.0002 |
3.0% |
0.0000 |
| Volume |
85 |
14 |
-71 |
-83.5% |
130 |
|
| Daily Pivots for day following 07-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1059 |
1.1032 |
1.0928 |
|
| R3 |
1.1006 |
1.0979 |
1.0914 |
|
| R2 |
1.0953 |
1.0953 |
1.0909 |
|
| R1 |
1.0926 |
1.0926 |
1.0904 |
1.0940 |
| PP |
1.0900 |
1.0900 |
1.0900 |
1.0907 |
| S1 |
1.0873 |
1.0873 |
1.0894 |
1.0887 |
| S2 |
1.0847 |
1.0847 |
1.0889 |
|
| S3 |
1.0794 |
1.0820 |
1.0884 |
|
| S4 |
1.0741 |
1.0767 |
1.0870 |
|
|
| 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 |
1.1050 |
1.0815 |
0.0235 |
2.2% |
0.0062 |
0.6% |
36% |
False |
False |
33 |
| 10 |
1.1050 |
1.0815 |
0.0235 |
2.2% |
0.0043 |
0.4% |
36% |
False |
False |
29 |
| 20 |
1.1062 |
1.0815 |
0.0247 |
2.3% |
0.0034 |
0.3% |
34% |
False |
False |
25 |
| 40 |
1.1308 |
1.0815 |
0.0493 |
4.5% |
0.0030 |
0.3% |
17% |
False |
False |
68 |
| 60 |
1.1327 |
1.0815 |
0.0512 |
4.7% |
0.0028 |
0.3% |
16% |
False |
False |
85 |
| 80 |
1.1327 |
1.0815 |
0.0512 |
4.7% |
0.0024 |
0.2% |
16% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1153 |
|
2.618 |
1.1066 |
|
1.618 |
1.1013 |
|
1.000 |
1.0981 |
|
0.618 |
1.0960 |
|
HIGH |
1.0928 |
|
0.618 |
1.0907 |
|
0.500 |
1.0901 |
|
0.382 |
1.0895 |
|
LOW |
1.0875 |
|
0.618 |
1.0842 |
|
1.000 |
1.0822 |
|
1.618 |
1.0789 |
|
2.618 |
1.0736 |
|
4.250 |
1.0649 |
|
|
| Fisher Pivots for day following 07-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0901 |
1.0933 |
| PP |
1.0900 |
1.0921 |
| S1 |
1.0900 |
1.0910 |
|