CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 10-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2024 |
10-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0610 |
1.0602 |
-0.0008 |
-0.1% |
1.0622 |
| High |
1.0642 |
1.0615 |
-0.0027 |
-0.3% |
1.0678 |
| Low |
1.0580 |
1.0546 |
-0.0035 |
-0.3% |
1.0514 |
| Close |
1.0602 |
1.0573 |
-0.0029 |
-0.3% |
1.0602 |
| Range |
0.0062 |
0.0069 |
0.0008 |
12.2% |
0.0164 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
99,514 |
267,261 |
167,747 |
168.6% |
155,013 |
|
| Daily Pivots for day following 10-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0785 |
1.0748 |
1.0611 |
|
| R3 |
1.0716 |
1.0679 |
1.0592 |
|
| R2 |
1.0647 |
1.0647 |
1.0586 |
|
| R1 |
1.0610 |
1.0610 |
1.0579 |
1.0594 |
| PP |
1.0578 |
1.0578 |
1.0578 |
1.0570 |
| S1 |
1.0541 |
1.0541 |
1.0567 |
1.0525 |
| S2 |
1.0509 |
1.0509 |
1.0560 |
|
| S3 |
1.0440 |
1.0472 |
1.0554 |
|
| S4 |
1.0371 |
1.0403 |
1.0535 |
|
|
| 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% |
0.0074 |
0.7% |
33% |
False |
False |
95,459 |
| 10 |
1.0678 |
1.0485 |
0.0193 |
1.8% |
0.0083 |
0.8% |
46% |
False |
False |
54,224 |
| 20 |
1.0720 |
1.0392 |
0.0328 |
3.1% |
0.0087 |
0.8% |
55% |
False |
False |
29,257 |
| 40 |
1.1000 |
1.0392 |
0.0608 |
5.8% |
0.0077 |
0.7% |
30% |
False |
False |
15,334 |
| 60 |
1.1282 |
1.0392 |
0.0890 |
8.4% |
0.0071 |
0.7% |
20% |
False |
False |
10,411 |
| 80 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0062 |
0.6% |
20% |
False |
False |
7,905 |
| 100 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0056 |
0.5% |
20% |
False |
False |
6,366 |
| 120 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0050 |
0.5% |
20% |
False |
False |
5,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0908 |
|
2.618 |
1.0795 |
|
1.618 |
1.0726 |
|
1.000 |
1.0684 |
|
0.618 |
1.0657 |
|
HIGH |
1.0615 |
|
0.618 |
1.0588 |
|
0.500 |
1.0580 |
|
0.382 |
1.0572 |
|
LOW |
1.0546 |
|
0.618 |
1.0503 |
|
1.000 |
1.0477 |
|
1.618 |
1.0434 |
|
2.618 |
1.0365 |
|
4.250 |
1.0252 |
|
|
| Fisher Pivots for day following 10-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0580 |
1.0612 |
| PP |
1.0578 |
1.0599 |
| S1 |
1.0575 |
1.0586 |
|