CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 15-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2024 |
15-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0682 |
1.0681 |
-0.0001 |
0.0% |
1.0810 |
| High |
1.0688 |
1.0703 |
0.0015 |
0.1% |
1.0810 |
| Low |
1.0622 |
1.0643 |
0.0021 |
0.2% |
1.0622 |
| Close |
1.0663 |
1.0653 |
-0.0010 |
-0.1% |
1.0653 |
| Range |
0.0066 |
0.0060 |
-0.0006 |
-9.2% |
0.0188 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
0.0% |
0.0000 |
| Volume |
47 |
76 |
29 |
61.7% |
300 |
|
| Daily Pivots for day following 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0845 |
1.0808 |
1.0686 |
|
| R3 |
1.0785 |
1.0749 |
1.0669 |
|
| R2 |
1.0726 |
1.0726 |
1.0664 |
|
| R1 |
1.0689 |
1.0689 |
1.0658 |
1.0678 |
| PP |
1.0666 |
1.0666 |
1.0666 |
1.0660 |
| S1 |
1.0630 |
1.0630 |
1.0648 |
1.0618 |
| S2 |
1.0607 |
1.0607 |
1.0642 |
|
| S3 |
1.0547 |
1.0570 |
1.0637 |
|
| S4 |
1.0488 |
1.0511 |
1.0620 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1259 |
1.1144 |
1.0756 |
|
| R3 |
1.1071 |
1.0956 |
1.0705 |
|
| R2 |
1.0883 |
1.0883 |
1.0687 |
|
| R1 |
1.0768 |
1.0768 |
1.0670 |
1.0732 |
| PP |
1.0695 |
1.0695 |
1.0695 |
1.0677 |
| S1 |
1.0580 |
1.0580 |
1.0636 |
1.0544 |
| S2 |
1.0507 |
1.0507 |
1.0619 |
|
| S3 |
1.0319 |
1.0392 |
1.0601 |
|
| S4 |
1.0131 |
1.0204 |
1.0550 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0810 |
1.0622 |
0.0188 |
1.8% |
0.0054 |
0.5% |
16% |
False |
False |
60 |
| 10 |
1.1050 |
1.0622 |
0.0428 |
4.0% |
0.0063 |
0.6% |
7% |
False |
False |
47 |
| 20 |
1.1050 |
1.0622 |
0.0428 |
4.0% |
0.0047 |
0.4% |
7% |
False |
False |
34 |
| 40 |
1.1308 |
1.0622 |
0.0686 |
6.4% |
0.0037 |
0.3% |
5% |
False |
False |
39 |
| 60 |
1.1327 |
1.0622 |
0.0705 |
6.6% |
0.0031 |
0.3% |
4% |
False |
False |
77 |
| 80 |
1.1327 |
1.0622 |
0.0705 |
6.6% |
0.0028 |
0.3% |
4% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0955 |
|
2.618 |
1.0858 |
|
1.618 |
1.0799 |
|
1.000 |
1.0762 |
|
0.618 |
1.0739 |
|
HIGH |
1.0703 |
|
0.618 |
1.0680 |
|
0.500 |
1.0673 |
|
0.382 |
1.0666 |
|
LOW |
1.0643 |
|
0.618 |
1.0606 |
|
1.000 |
1.0584 |
|
1.618 |
1.0547 |
|
2.618 |
1.0487 |
|
4.250 |
1.0390 |
|
|
| Fisher Pivots for day following 15-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0673 |
1.0686 |
| PP |
1.0666 |
1.0675 |
| S1 |
1.0660 |
1.0664 |
|