CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 09-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2024 |
09-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0636 |
1.0610 |
-0.0026 |
-0.2% |
1.0622 |
| High |
1.0678 |
1.0642 |
-0.0036 |
-0.3% |
1.0678 |
| Low |
1.0590 |
1.0580 |
-0.0010 |
-0.1% |
1.0514 |
| Close |
1.0602 |
1.0602 |
0.0000 |
0.0% |
1.0602 |
| Range |
0.0088 |
0.0062 |
-0.0027 |
-30.1% |
0.0164 |
| ATR |
0.0086 |
0.0085 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
58,491 |
99,514 |
41,023 |
70.1% |
155,013 |
|
| Daily Pivots for day following 09-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0792 |
1.0759 |
1.0636 |
|
| R3 |
1.0731 |
1.0697 |
1.0619 |
|
| R2 |
1.0669 |
1.0669 |
1.0613 |
|
| R1 |
1.0636 |
1.0636 |
1.0608 |
1.0622 |
| PP |
1.0608 |
1.0608 |
1.0608 |
1.0601 |
| S1 |
1.0574 |
1.0574 |
1.0596 |
1.0560 |
| S2 |
1.0546 |
1.0546 |
1.0591 |
|
| S3 |
1.0485 |
1.0513 |
1.0585 |
|
| S4 |
1.0423 |
1.0451 |
1.0568 |
|
|
| 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 |
1.0523 |
0.0155 |
1.5% |
0.0071 |
0.7% |
51% |
False |
False |
46,824 |
| 10 |
1.0678 |
1.0485 |
0.0193 |
1.8% |
0.0084 |
0.8% |
61% |
False |
False |
27,870 |
| 20 |
1.0786 |
1.0392 |
0.0394 |
3.7% |
0.0088 |
0.8% |
53% |
False |
False |
16,004 |
| 40 |
1.1007 |
1.0392 |
0.0615 |
5.8% |
0.0076 |
0.7% |
34% |
False |
False |
8,659 |
| 60 |
1.1282 |
1.0392 |
0.0890 |
8.4% |
0.0071 |
0.7% |
24% |
False |
False |
5,958 |
| 80 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0062 |
0.6% |
23% |
False |
False |
4,565 |
| 100 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0056 |
0.5% |
23% |
False |
False |
3,694 |
| 120 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0050 |
0.5% |
23% |
False |
False |
3,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0903 |
|
2.618 |
1.0803 |
|
1.618 |
1.0741 |
|
1.000 |
1.0703 |
|
0.618 |
1.0680 |
|
HIGH |
1.0642 |
|
0.618 |
1.0618 |
|
0.500 |
1.0611 |
|
0.382 |
1.0603 |
|
LOW |
1.0580 |
|
0.618 |
1.0542 |
|
1.000 |
1.0519 |
|
1.618 |
1.0480 |
|
2.618 |
1.0419 |
|
4.250 |
1.0319 |
|
|
| Fisher Pivots for day following 09-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0611 |
1.0617 |
| PP |
1.0608 |
1.0612 |
| S1 |
1.0605 |
1.0607 |
|