CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 13-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2024 |
13-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0542 |
1.0510 |
-0.0032 |
-0.3% |
1.0610 |
| High |
1.0576 |
1.0568 |
-0.0008 |
-0.1% |
1.0642 |
| Low |
1.0508 |
1.0496 |
-0.0012 |
-0.1% |
1.0496 |
| Close |
1.0516 |
1.0538 |
0.0022 |
0.2% |
1.0538 |
| Range |
0.0068 |
0.0072 |
0.0004 |
5.1% |
0.0146 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
270,095 |
223,733 |
-46,362 |
-17.2% |
1,175,654 |
|
| Daily Pivots for day following 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0748 |
1.0714 |
1.0577 |
|
| R3 |
1.0677 |
1.0643 |
1.0557 |
|
| R2 |
1.0605 |
1.0605 |
1.0551 |
|
| R1 |
1.0571 |
1.0571 |
1.0544 |
1.0588 |
| PP |
1.0534 |
1.0534 |
1.0534 |
1.0542 |
| S1 |
1.0500 |
1.0500 |
1.0531 |
1.0517 |
| S2 |
1.0462 |
1.0462 |
1.0524 |
|
| S3 |
1.0391 |
1.0428 |
1.0518 |
|
| S4 |
1.0319 |
1.0357 |
1.0498 |
|
|
| Weekly Pivots for week ending 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0995 |
1.0912 |
1.0618 |
|
| R3 |
1.0849 |
1.0766 |
1.0578 |
|
| R2 |
1.0704 |
1.0704 |
1.0564 |
|
| R1 |
1.0621 |
1.0621 |
1.0551 |
1.0590 |
| PP |
1.0558 |
1.0558 |
1.0558 |
1.0543 |
| S1 |
1.0475 |
1.0475 |
1.0524 |
1.0444 |
| S2 |
1.0413 |
1.0413 |
1.0511 |
|
| S3 |
1.0267 |
1.0330 |
1.0497 |
|
| S4 |
1.0122 |
1.0184 |
1.0457 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0642 |
1.0496 |
0.0146 |
1.4% |
0.0066 |
0.6% |
29% |
False |
True |
235,130 |
| 10 |
1.0678 |
1.0496 |
0.0182 |
1.7% |
0.0073 |
0.7% |
23% |
False |
True |
133,066 |
| 20 |
1.0678 |
1.0392 |
0.0286 |
2.7% |
0.0085 |
0.8% |
51% |
False |
False |
69,132 |
| 40 |
1.1000 |
1.0392 |
0.0608 |
5.8% |
0.0079 |
0.7% |
24% |
False |
False |
35,463 |
| 60 |
1.1282 |
1.0392 |
0.0890 |
8.4% |
0.0071 |
0.7% |
16% |
False |
False |
23,876 |
| 80 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0063 |
0.6% |
16% |
False |
False |
18,014 |
| 100 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0057 |
0.5% |
16% |
False |
False |
14,455 |
| 120 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0051 |
0.5% |
16% |
False |
False |
12,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0871 |
|
2.618 |
1.0755 |
|
1.618 |
1.0683 |
|
1.000 |
1.0639 |
|
0.618 |
1.0612 |
|
HIGH |
1.0568 |
|
0.618 |
1.0540 |
|
0.500 |
1.0532 |
|
0.382 |
1.0523 |
|
LOW |
1.0496 |
|
0.618 |
1.0452 |
|
1.000 |
1.0425 |
|
1.618 |
1.0380 |
|
2.618 |
1.0309 |
|
4.250 |
1.0192 |
|
|
| Fisher Pivots for day following 13-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0536 |
1.0541 |
| PP |
1.0534 |
1.0540 |
| S1 |
1.0532 |
1.0539 |
|