CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 13-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2024 |
13-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0738 |
1.0715 |
-0.0023 |
-0.2% |
1.1002 |
| High |
1.0742 |
1.0750 |
0.0008 |
0.1% |
1.1050 |
| Low |
1.0715 |
1.0674 |
-0.0042 |
-0.4% |
1.0814 |
| Close |
1.0732 |
1.0680 |
-0.0052 |
-0.5% |
1.0832 |
| Range |
0.0027 |
0.0077 |
0.0050 |
183.3% |
0.0236 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
2.4% |
0.0000 |
| Volume |
106 |
36 |
-70 |
-66.0% |
172 |
|
| Daily Pivots for day following 13-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0931 |
1.0882 |
1.0722 |
|
| R3 |
1.0854 |
1.0805 |
1.0701 |
|
| R2 |
1.0778 |
1.0778 |
1.0694 |
|
| R1 |
1.0729 |
1.0729 |
1.0687 |
1.0715 |
| PP |
1.0701 |
1.0701 |
1.0701 |
1.0694 |
| S1 |
1.0652 |
1.0652 |
1.0672 |
1.0638 |
| S2 |
1.0625 |
1.0625 |
1.0665 |
|
| S3 |
1.0548 |
1.0576 |
1.0658 |
|
| S4 |
1.0472 |
1.0499 |
1.0637 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1607 |
1.1455 |
1.0962 |
|
| R3 |
1.1371 |
1.1219 |
1.0897 |
|
| R2 |
1.1135 |
1.1135 |
1.0875 |
|
| R1 |
1.0983 |
1.0983 |
1.0854 |
1.0941 |
| PP |
1.0899 |
1.0899 |
1.0899 |
1.0878 |
| S1 |
1.0747 |
1.0747 |
1.0810 |
1.0705 |
| S2 |
1.0663 |
1.0663 |
1.0789 |
|
| S3 |
1.0427 |
1.0511 |
1.0767 |
|
| S4 |
1.0191 |
1.0275 |
1.0702 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0928 |
1.0674 |
0.0254 |
2.4% |
0.0060 |
0.6% |
2% |
False |
True |
42 |
| 10 |
1.1050 |
1.0674 |
0.0377 |
3.5% |
0.0059 |
0.6% |
2% |
False |
True |
39 |
| 20 |
1.1050 |
1.0674 |
0.0377 |
3.5% |
0.0043 |
0.4% |
2% |
False |
True |
31 |
| 40 |
1.1308 |
1.0674 |
0.0635 |
5.9% |
0.0035 |
0.3% |
1% |
False |
True |
51 |
| 60 |
1.1327 |
1.0674 |
0.0653 |
6.1% |
0.0030 |
0.3% |
1% |
False |
True |
80 |
| 80 |
1.1327 |
1.0674 |
0.0653 |
6.1% |
0.0027 |
0.3% |
1% |
False |
True |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1075 |
|
2.618 |
1.0950 |
|
1.618 |
1.0874 |
|
1.000 |
1.0827 |
|
0.618 |
1.0797 |
|
HIGH |
1.0750 |
|
0.618 |
1.0721 |
|
0.500 |
1.0712 |
|
0.382 |
1.0703 |
|
LOW |
1.0674 |
|
0.618 |
1.0626 |
|
1.000 |
1.0597 |
|
1.618 |
1.0550 |
|
2.618 |
1.0473 |
|
4.250 |
1.0348 |
|
|
| Fisher Pivots for day following 13-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0712 |
1.0742 |
| PP |
1.0701 |
1.0721 |
| S1 |
1.0690 |
1.0700 |
|