CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 02-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2024 |
02-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0623 |
1.0622 |
-0.0001 |
0.0% |
1.0531 |
| High |
1.0651 |
1.0622 |
-0.0029 |
-0.3% |
1.0651 |
| Low |
1.0582 |
1.0514 |
-0.0068 |
-0.6% |
1.0485 |
| Close |
1.0621 |
1.0543 |
-0.0078 |
-0.7% |
1.0621 |
| Range |
0.0069 |
0.0108 |
0.0039 |
56.5% |
0.0166 |
| ATR |
0.0089 |
0.0091 |
0.0001 |
1.5% |
0.0000 |
| Volume |
7,314 |
20,407 |
13,093 |
179.0% |
24,181 |
|
| Daily Pivots for day following 02-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0883 |
1.0821 |
1.0602 |
|
| R3 |
1.0775 |
1.0713 |
1.0572 |
|
| R2 |
1.0667 |
1.0667 |
1.0562 |
|
| R1 |
1.0605 |
1.0605 |
1.0552 |
1.0582 |
| PP |
1.0559 |
1.0559 |
1.0559 |
1.0548 |
| S1 |
1.0497 |
1.0497 |
1.0533 |
1.0474 |
| S2 |
1.0451 |
1.0451 |
1.0523 |
|
| S3 |
1.0343 |
1.0389 |
1.0513 |
|
| S4 |
1.0235 |
1.0281 |
1.0483 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1082 |
1.1017 |
1.0712 |
|
| R3 |
1.0916 |
1.0851 |
1.0666 |
|
| R2 |
1.0751 |
1.0751 |
1.0651 |
|
| R1 |
1.0686 |
1.0686 |
1.0636 |
1.0718 |
| PP |
1.0585 |
1.0585 |
1.0585 |
1.0602 |
| S1 |
1.0520 |
1.0520 |
1.0605 |
1.0553 |
| S2 |
1.0420 |
1.0420 |
1.0590 |
|
| S3 |
1.0254 |
1.0355 |
1.0575 |
|
| S4 |
1.0089 |
1.0189 |
1.0529 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0651 |
1.0485 |
0.0166 |
1.6% |
0.0098 |
0.9% |
35% |
False |
False |
8,917 |
| 10 |
1.0667 |
1.0392 |
0.0275 |
2.6% |
0.0100 |
0.9% |
55% |
False |
False |
7,015 |
| 20 |
1.1000 |
1.0392 |
0.0608 |
5.8% |
0.0099 |
0.9% |
25% |
False |
False |
4,715 |
| 40 |
1.1066 |
1.0392 |
0.0674 |
6.4% |
0.0072 |
0.7% |
22% |
False |
False |
2,852 |
| 60 |
1.1282 |
1.0392 |
0.0890 |
8.4% |
0.0067 |
0.6% |
17% |
False |
False |
2,109 |
| 80 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0059 |
0.6% |
17% |
False |
False |
1,649 |
| 100 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0053 |
0.5% |
17% |
False |
False |
1,355 |
| 120 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0049 |
0.5% |
17% |
False |
False |
1,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1081 |
|
2.618 |
1.0904 |
|
1.618 |
1.0796 |
|
1.000 |
1.0730 |
|
0.618 |
1.0688 |
|
HIGH |
1.0622 |
|
0.618 |
1.0580 |
|
0.500 |
1.0568 |
|
0.382 |
1.0555 |
|
LOW |
1.0514 |
|
0.618 |
1.0447 |
|
1.000 |
1.0406 |
|
1.618 |
1.0339 |
|
2.618 |
1.0231 |
|
4.250 |
1.0055 |
|
|
| Fisher Pivots for day following 02-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0568 |
1.0582 |
| PP |
1.0559 |
1.0569 |
| S1 |
1.0551 |
1.0556 |
|