CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 21-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2024 |
21-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0688 |
1.0632 |
-0.0056 |
-0.5% |
1.0810 |
| High |
1.0688 |
1.0650 |
-0.0039 |
-0.4% |
1.0810 |
| Low |
1.0626 |
1.0589 |
-0.0037 |
-0.3% |
1.0622 |
| Close |
1.0654 |
1.0598 |
-0.0056 |
-0.5% |
1.0653 |
| Range |
0.0062 |
0.0061 |
-0.0002 |
-2.4% |
0.0188 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.8% |
0.0000 |
| Volume |
13 |
20 |
7 |
53.8% |
300 |
|
| Daily Pivots for day following 21-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0794 |
1.0756 |
1.0631 |
|
| R3 |
1.0733 |
1.0696 |
1.0615 |
|
| R2 |
1.0673 |
1.0673 |
1.0609 |
|
| R1 |
1.0635 |
1.0635 |
1.0604 |
1.0624 |
| PP |
1.0612 |
1.0612 |
1.0612 |
1.0606 |
| S1 |
1.0575 |
1.0575 |
1.0592 |
1.0563 |
| S2 |
1.0552 |
1.0552 |
1.0587 |
|
| S3 |
1.0491 |
1.0514 |
1.0581 |
|
| S4 |
1.0431 |
1.0454 |
1.0565 |
|
|
| 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 |
1.0712 |
1.0589 |
0.0123 |
1.2% |
0.0050 |
0.5% |
7% |
False |
True |
43 |
| 10 |
1.0916 |
1.0589 |
0.0327 |
3.1% |
0.0056 |
0.5% |
3% |
False |
True |
46 |
| 20 |
1.1050 |
1.0589 |
0.0461 |
4.3% |
0.0050 |
0.5% |
2% |
False |
True |
37 |
| 40 |
1.1308 |
1.0589 |
0.0719 |
6.8% |
0.0038 |
0.4% |
1% |
False |
True |
31 |
| 60 |
1.1308 |
1.0589 |
0.0719 |
6.8% |
0.0033 |
0.3% |
1% |
False |
True |
74 |
| 80 |
1.1327 |
1.0589 |
0.0738 |
7.0% |
0.0030 |
0.3% |
1% |
False |
True |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0907 |
|
2.618 |
1.0808 |
|
1.618 |
1.0747 |
|
1.000 |
1.0710 |
|
0.618 |
1.0687 |
|
HIGH |
1.0650 |
|
0.618 |
1.0626 |
|
0.500 |
1.0619 |
|
0.382 |
1.0612 |
|
LOW |
1.0589 |
|
0.618 |
1.0552 |
|
1.000 |
1.0529 |
|
1.618 |
1.0491 |
|
2.618 |
1.0431 |
|
4.250 |
1.0332 |
|
|
| Fisher Pivots for day following 21-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0619 |
1.0650 |
| PP |
1.0612 |
1.0632 |
| S1 |
1.0605 |
1.0615 |
|