CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 25-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2024 |
25-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0587 |
1.0573 |
-0.0014 |
-0.1% |
1.0655 |
| High |
1.0587 |
1.0631 |
0.0045 |
0.4% |
1.0712 |
| Low |
1.0507 |
1.0573 |
0.0067 |
0.6% |
1.0507 |
| Close |
1.0530 |
1.0622 |
0.0093 |
0.9% |
1.0530 |
| Range |
0.0080 |
0.0058 |
-0.0022 |
-27.5% |
0.0206 |
| ATR |
0.0061 |
0.0063 |
0.0003 |
4.8% |
0.0000 |
| Volume |
34 |
27 |
-7 |
-20.6% |
176 |
|
| Daily Pivots for day following 25-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0783 |
1.0760 |
1.0654 |
|
| R3 |
1.0725 |
1.0702 |
1.0638 |
|
| R2 |
1.0667 |
1.0667 |
1.0633 |
|
| R1 |
1.0644 |
1.0644 |
1.0627 |
1.0656 |
| PP |
1.0609 |
1.0609 |
1.0609 |
1.0614 |
| S1 |
1.0586 |
1.0586 |
1.0617 |
1.0598 |
| S2 |
1.0551 |
1.0551 |
1.0611 |
|
| S3 |
1.0493 |
1.0528 |
1.0606 |
|
| S4 |
1.0435 |
1.0470 |
1.0590 |
|
|
| 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 |
1.0710 |
1.0507 |
0.0204 |
1.9% |
0.0054 |
0.5% |
57% |
False |
False |
21 |
| 10 |
1.0750 |
1.0507 |
0.0244 |
2.3% |
0.0056 |
0.5% |
47% |
False |
False |
46 |
| 20 |
1.1050 |
1.0507 |
0.0544 |
5.1% |
0.0055 |
0.5% |
21% |
False |
False |
39 |
| 40 |
1.1230 |
1.0507 |
0.0724 |
6.8% |
0.0039 |
0.4% |
16% |
False |
False |
30 |
| 60 |
1.1308 |
1.0507 |
0.0802 |
7.5% |
0.0035 |
0.3% |
14% |
False |
False |
74 |
| 80 |
1.1327 |
1.0507 |
0.0820 |
7.7% |
0.0030 |
0.3% |
14% |
False |
False |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0878 |
|
2.618 |
1.0783 |
|
1.618 |
1.0725 |
|
1.000 |
1.0689 |
|
0.618 |
1.0667 |
|
HIGH |
1.0631 |
|
0.618 |
1.0609 |
|
0.500 |
1.0602 |
|
0.382 |
1.0595 |
|
LOW |
1.0573 |
|
0.618 |
1.0537 |
|
1.000 |
1.0515 |
|
1.618 |
1.0479 |
|
2.618 |
1.0421 |
|
4.250 |
1.0327 |
|
|
| Fisher Pivots for day following 25-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0615 |
1.0607 |
| PP |
1.0609 |
1.0593 |
| S1 |
1.0602 |
1.0578 |
|