CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 06-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2024 |
06-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0559 |
1.0636 |
0.0077 |
0.7% |
1.0622 |
| High |
1.0638 |
1.0678 |
0.0040 |
0.4% |
1.0678 |
| Low |
1.0557 |
1.0590 |
0.0033 |
0.3% |
1.0514 |
| Close |
1.0637 |
1.0602 |
-0.0035 |
-0.3% |
1.0602 |
| Range |
0.0081 |
0.0088 |
0.0007 |
8.6% |
0.0164 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.1% |
0.0000 |
| Volume |
27,938 |
58,491 |
30,553 |
109.4% |
155,013 |
|
| Daily Pivots for day following 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0887 |
1.0833 |
1.0650 |
|
| R3 |
1.0799 |
1.0745 |
1.0626 |
|
| R2 |
1.0711 |
1.0711 |
1.0618 |
|
| R1 |
1.0657 |
1.0657 |
1.0610 |
1.0640 |
| PP |
1.0623 |
1.0623 |
1.0623 |
1.0615 |
| S1 |
1.0569 |
1.0569 |
1.0594 |
1.0552 |
| S2 |
1.0535 |
1.0535 |
1.0586 |
|
| S3 |
1.0447 |
1.0481 |
1.0578 |
|
| S4 |
1.0359 |
1.0393 |
1.0554 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1090 |
1.1010 |
1.0692 |
|
| R3 |
1.0926 |
1.0846 |
1.0647 |
|
| R2 |
1.0762 |
1.0762 |
1.0632 |
|
| R1 |
1.0682 |
1.0682 |
1.0617 |
1.0640 |
| PP |
1.0598 |
1.0598 |
1.0598 |
1.0577 |
| S1 |
1.0518 |
1.0518 |
1.0587 |
1.0476 |
| S2 |
1.0434 |
1.0434 |
1.0572 |
|
| S3 |
1.0270 |
1.0354 |
1.0557 |
|
| S4 |
1.0106 |
1.0190 |
1.0512 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0678 |
1.0514 |
0.0164 |
1.5% |
0.0080 |
0.8% |
54% |
True |
False |
31,002 |
| 10 |
1.0678 |
1.0392 |
0.0286 |
2.7% |
0.0094 |
0.9% |
74% |
True |
False |
19,032 |
| 20 |
1.0865 |
1.0392 |
0.0473 |
4.5% |
0.0091 |
0.9% |
44% |
False |
False |
11,075 |
| 40 |
1.1027 |
1.0392 |
0.0635 |
6.0% |
0.0076 |
0.7% |
33% |
False |
False |
6,177 |
| 60 |
1.1282 |
1.0392 |
0.0890 |
8.4% |
0.0070 |
0.7% |
24% |
False |
False |
4,301 |
| 80 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0061 |
0.6% |
23% |
False |
False |
3,321 |
| 100 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0055 |
0.5% |
23% |
False |
False |
2,699 |
| 120 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0050 |
0.5% |
23% |
False |
False |
2,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1052 |
|
2.618 |
1.0908 |
|
1.618 |
1.0820 |
|
1.000 |
1.0766 |
|
0.618 |
1.0732 |
|
HIGH |
1.0678 |
|
0.618 |
1.0644 |
|
0.500 |
1.0634 |
|
0.382 |
1.0623 |
|
LOW |
1.0590 |
|
0.618 |
1.0535 |
|
1.000 |
1.0502 |
|
1.618 |
1.0447 |
|
2.618 |
1.0359 |
|
4.250 |
1.0216 |
|
|
| Fisher Pivots for day following 06-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0634 |
1.0601 |
| PP |
1.0623 |
1.0601 |
| S1 |
1.0613 |
1.0600 |
|