CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 12-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2024 |
12-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0575 |
1.0542 |
-0.0033 |
-0.3% |
1.0622 |
| High |
1.0586 |
1.0576 |
-0.0010 |
-0.1% |
1.0678 |
| Low |
1.0526 |
1.0508 |
-0.0018 |
-0.2% |
1.0514 |
| Close |
1.0537 |
1.0516 |
-0.0021 |
-0.2% |
1.0602 |
| Range |
0.0060 |
0.0068 |
0.0008 |
13.3% |
0.0164 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
315,051 |
270,095 |
-44,956 |
-14.3% |
155,013 |
|
| Daily Pivots for day following 12-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0737 |
1.0695 |
1.0553 |
|
| R3 |
1.0669 |
1.0627 |
1.0535 |
|
| R2 |
1.0601 |
1.0601 |
1.0528 |
|
| R1 |
1.0559 |
1.0559 |
1.0522 |
1.0546 |
| PP |
1.0533 |
1.0533 |
1.0533 |
1.0527 |
| S1 |
1.0491 |
1.0491 |
1.0510 |
1.0478 |
| S2 |
1.0465 |
1.0465 |
1.0504 |
|
| S3 |
1.0397 |
1.0423 |
1.0497 |
|
| S4 |
1.0329 |
1.0355 |
1.0479 |
|
|
| 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 |
1.0508 |
0.0170 |
1.6% |
0.0069 |
0.7% |
5% |
False |
True |
202,082 |
| 10 |
1.0678 |
1.0508 |
0.0170 |
1.6% |
0.0073 |
0.7% |
5% |
False |
True |
111,424 |
| 20 |
1.0678 |
1.0392 |
0.0286 |
2.7% |
0.0085 |
0.8% |
43% |
False |
False |
58,147 |
| 40 |
1.1000 |
1.0392 |
0.0608 |
5.8% |
0.0078 |
0.7% |
20% |
False |
False |
29,942 |
| 60 |
1.1282 |
1.0392 |
0.0890 |
8.5% |
0.0072 |
0.7% |
14% |
False |
False |
20,154 |
| 80 |
1.1292 |
1.0392 |
0.0900 |
8.6% |
0.0063 |
0.6% |
14% |
False |
False |
15,219 |
| 100 |
1.1292 |
1.0392 |
0.0900 |
8.6% |
0.0057 |
0.5% |
14% |
False |
False |
12,218 |
| 120 |
1.1292 |
1.0392 |
0.0900 |
8.6% |
0.0051 |
0.5% |
14% |
False |
False |
10,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0865 |
|
2.618 |
1.0754 |
|
1.618 |
1.0686 |
|
1.000 |
1.0644 |
|
0.618 |
1.0618 |
|
HIGH |
1.0576 |
|
0.618 |
1.0550 |
|
0.500 |
1.0542 |
|
0.382 |
1.0533 |
|
LOW |
1.0508 |
|
0.618 |
1.0465 |
|
1.000 |
1.0440 |
|
1.618 |
1.0397 |
|
2.618 |
1.0329 |
|
4.250 |
1.0219 |
|
|
| Fisher Pivots for day following 12-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0542 |
1.0561 |
| PP |
1.0533 |
1.0546 |
| S1 |
1.0525 |
1.0531 |
|