CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 04-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2024 |
04-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0550 |
1.0557 |
0.0008 |
0.1% |
1.0531 |
| High |
1.0586 |
1.0594 |
0.0008 |
0.1% |
1.0651 |
| Low |
1.0533 |
1.0523 |
-0.0010 |
-0.1% |
1.0485 |
| Close |
1.0556 |
1.0564 |
0.0008 |
0.1% |
1.0621 |
| Range |
0.0053 |
0.0071 |
0.0018 |
34.0% |
0.0166 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
24,083 |
24,094 |
11 |
0.0% |
24,181 |
|
| Daily Pivots for day following 04-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0773 |
1.0740 |
1.0603 |
|
| R3 |
1.0702 |
1.0669 |
1.0584 |
|
| R2 |
1.0631 |
1.0631 |
1.0577 |
|
| R1 |
1.0598 |
1.0598 |
1.0571 |
1.0614 |
| PP |
1.0560 |
1.0560 |
1.0560 |
1.0568 |
| S1 |
1.0527 |
1.0527 |
1.0557 |
1.0543 |
| S2 |
1.0489 |
1.0489 |
1.0551 |
|
| S3 |
1.0418 |
1.0456 |
1.0544 |
|
| S4 |
1.0347 |
1.0385 |
1.0525 |
|
|
| 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 |
1.0514 |
0.0137 |
1.3% |
0.0082 |
0.8% |
37% |
False |
False |
16,638 |
| 10 |
1.0667 |
1.0392 |
0.0275 |
2.6% |
0.0097 |
0.9% |
63% |
False |
False |
11,371 |
| 20 |
1.1000 |
1.0392 |
0.0608 |
5.8% |
0.0100 |
0.9% |
28% |
False |
False |
7,007 |
| 40 |
1.1051 |
1.0392 |
0.0659 |
6.2% |
0.0074 |
0.7% |
26% |
False |
False |
4,036 |
| 60 |
1.1282 |
1.0392 |
0.0890 |
8.4% |
0.0069 |
0.7% |
19% |
False |
False |
2,891 |
| 80 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0060 |
0.6% |
19% |
False |
False |
2,241 |
| 100 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0053 |
0.5% |
19% |
False |
False |
1,835 |
| 120 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0049 |
0.5% |
19% |
False |
False |
1,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0895 |
|
2.618 |
1.0779 |
|
1.618 |
1.0708 |
|
1.000 |
1.0665 |
|
0.618 |
1.0637 |
|
HIGH |
1.0594 |
|
0.618 |
1.0566 |
|
0.500 |
1.0558 |
|
0.382 |
1.0550 |
|
LOW |
1.0523 |
|
0.618 |
1.0479 |
|
1.000 |
1.0452 |
|
1.618 |
1.0408 |
|
2.618 |
1.0337 |
|
4.250 |
1.0221 |
|
|
| Fisher Pivots for day following 04-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0562 |
1.0568 |
| PP |
1.0560 |
1.0566 |
| S1 |
1.0558 |
1.0565 |
|