CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 22-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2024 |
22-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0632 |
1.0587 |
-0.0046 |
-0.4% |
1.0655 |
| High |
1.0650 |
1.0587 |
-0.0063 |
-0.6% |
1.0712 |
| Low |
1.0589 |
1.0507 |
-0.0083 |
-0.8% |
1.0507 |
| Close |
1.0598 |
1.0530 |
-0.0069 |
-0.6% |
1.0530 |
| Range |
0.0061 |
0.0080 |
0.0020 |
32.2% |
0.0206 |
| ATR |
0.0058 |
0.0061 |
0.0002 |
4.1% |
0.0000 |
| Volume |
20 |
34 |
14 |
70.0% |
176 |
|
| Daily Pivots for day following 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0781 |
1.0735 |
1.0574 |
|
| R3 |
1.0701 |
1.0655 |
1.0552 |
|
| R2 |
1.0621 |
1.0621 |
1.0544 |
|
| R1 |
1.0575 |
1.0575 |
1.0537 |
1.0558 |
| PP |
1.0541 |
1.0541 |
1.0541 |
1.0532 |
| S1 |
1.0495 |
1.0495 |
1.0522 |
1.0478 |
| S2 |
1.0461 |
1.0461 |
1.0515 |
|
| S3 |
1.0381 |
1.0415 |
1.0508 |
|
| S4 |
1.0301 |
1.0335 |
1.0486 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1199 |
1.1070 |
1.0643 |
|
| R3 |
1.0994 |
1.0864 |
1.0586 |
|
| R2 |
1.0788 |
1.0788 |
1.0567 |
|
| R1 |
1.0659 |
1.0659 |
1.0548 |
1.0621 |
| PP |
1.0583 |
1.0583 |
1.0583 |
1.0564 |
| S1 |
1.0453 |
1.0453 |
1.0511 |
1.0415 |
| S2 |
1.0377 |
1.0377 |
1.0492 |
|
| S3 |
1.0172 |
1.0248 |
1.0473 |
|
| S4 |
0.9966 |
1.0042 |
1.0416 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0712 |
1.0507 |
0.0206 |
2.0% |
0.0054 |
0.5% |
11% |
False |
True |
35 |
| 10 |
1.0810 |
1.0507 |
0.0304 |
2.9% |
0.0054 |
0.5% |
8% |
False |
True |
47 |
| 20 |
1.1050 |
1.0507 |
0.0544 |
5.2% |
0.0052 |
0.5% |
4% |
False |
True |
38 |
| 40 |
1.1308 |
1.0507 |
0.0802 |
7.6% |
0.0040 |
0.4% |
3% |
False |
True |
31 |
| 60 |
1.1308 |
1.0507 |
0.0802 |
7.6% |
0.0035 |
0.3% |
3% |
False |
True |
74 |
| 80 |
1.1327 |
1.0507 |
0.0820 |
7.8% |
0.0031 |
0.3% |
3% |
False |
True |
91 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0927 |
|
2.618 |
1.0796 |
|
1.618 |
1.0716 |
|
1.000 |
1.0667 |
|
0.618 |
1.0636 |
|
HIGH |
1.0587 |
|
0.618 |
1.0556 |
|
0.500 |
1.0547 |
|
0.382 |
1.0537 |
|
LOW |
1.0507 |
|
0.618 |
1.0457 |
|
1.000 |
1.0427 |
|
1.618 |
1.0377 |
|
2.618 |
1.0297 |
|
4.250 |
1.0167 |
|
|
| Fisher Pivots for day following 22-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0547 |
1.0597 |
| PP |
1.0541 |
1.0575 |
| S1 |
1.0535 |
1.0552 |
|