CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 16-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2024 |
16-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0510 |
1.0541 |
0.0031 |
0.3% |
1.0610 |
| High |
1.0568 |
1.0568 |
0.0000 |
0.0% |
1.0642 |
| Low |
1.0496 |
1.0517 |
0.0021 |
0.2% |
1.0496 |
| Close |
1.0538 |
1.0553 |
0.0016 |
0.1% |
1.0538 |
| Range |
0.0072 |
0.0051 |
-0.0021 |
-29.4% |
0.0146 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
223,733 |
159,966 |
-63,767 |
-28.5% |
1,175,654 |
|
| Daily Pivots for day following 16-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0697 |
1.0676 |
1.0581 |
|
| R3 |
1.0647 |
1.0625 |
1.0567 |
|
| R2 |
1.0596 |
1.0596 |
1.0562 |
|
| R1 |
1.0575 |
1.0575 |
1.0558 |
1.0586 |
| PP |
1.0546 |
1.0546 |
1.0546 |
1.0551 |
| S1 |
1.0524 |
1.0524 |
1.0548 |
1.0535 |
| S2 |
1.0495 |
1.0495 |
1.0544 |
|
| S3 |
1.0445 |
1.0474 |
1.0539 |
|
| S4 |
1.0394 |
1.0423 |
1.0525 |
|
|
| 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 |
1.0615 |
1.0496 |
0.0119 |
1.1% |
0.0064 |
0.6% |
48% |
False |
False |
247,221 |
| 10 |
1.0678 |
1.0496 |
0.0182 |
1.7% |
0.0067 |
0.6% |
31% |
False |
False |
147,022 |
| 20 |
1.0678 |
1.0392 |
0.0286 |
2.7% |
0.0083 |
0.8% |
56% |
False |
False |
77,019 |
| 40 |
1.1000 |
1.0392 |
0.0608 |
5.8% |
0.0079 |
0.7% |
26% |
False |
False |
39,450 |
| 60 |
1.1282 |
1.0392 |
0.0890 |
8.4% |
0.0071 |
0.7% |
18% |
False |
False |
26,536 |
| 80 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0064 |
0.6% |
18% |
False |
False |
20,013 |
| 100 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0058 |
0.5% |
18% |
False |
False |
16,054 |
| 120 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0051 |
0.5% |
18% |
False |
False |
13,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0782 |
|
2.618 |
1.0700 |
|
1.618 |
1.0649 |
|
1.000 |
1.0618 |
|
0.618 |
1.0599 |
|
HIGH |
1.0568 |
|
0.618 |
1.0548 |
|
0.500 |
1.0542 |
|
0.382 |
1.0536 |
|
LOW |
1.0517 |
|
0.618 |
1.0486 |
|
1.000 |
1.0467 |
|
1.618 |
1.0435 |
|
2.618 |
1.0385 |
|
4.250 |
1.0302 |
|
|
| Fisher Pivots for day following 16-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0549 |
1.0547 |
| PP |
1.0546 |
1.0542 |
| S1 |
1.0542 |
1.0536 |
|