CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 17-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2024 |
17-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0541 |
1.0553 |
0.0013 |
0.1% |
1.0610 |
| High |
1.0568 |
1.0577 |
0.0010 |
0.1% |
1.0642 |
| Low |
1.0517 |
1.0522 |
0.0005 |
0.0% |
1.0496 |
| Close |
1.0553 |
1.0531 |
-0.0022 |
-0.2% |
1.0538 |
| Range |
0.0051 |
0.0056 |
0.0005 |
9.9% |
0.0146 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
159,966 |
162,407 |
2,441 |
1.5% |
1,175,654 |
|
| Daily Pivots for day following 17-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0710 |
1.0676 |
1.0562 |
|
| R3 |
1.0654 |
1.0620 |
1.0546 |
|
| R2 |
1.0599 |
1.0599 |
1.0541 |
|
| R1 |
1.0565 |
1.0565 |
1.0536 |
1.0554 |
| PP |
1.0543 |
1.0543 |
1.0543 |
1.0538 |
| S1 |
1.0509 |
1.0509 |
1.0526 |
1.0499 |
| S2 |
1.0488 |
1.0488 |
1.0521 |
|
| S3 |
1.0432 |
1.0454 |
1.0516 |
|
| S4 |
1.0377 |
1.0398 |
1.0500 |
|
|
| 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 |
1.0586 |
1.0496 |
0.0090 |
0.8% |
0.0061 |
0.6% |
39% |
False |
False |
226,250 |
| 10 |
1.0678 |
1.0496 |
0.0182 |
1.7% |
0.0068 |
0.6% |
19% |
False |
False |
160,855 |
| 20 |
1.0678 |
1.0392 |
0.0286 |
2.7% |
0.0083 |
0.8% |
49% |
False |
False |
85,047 |
| 40 |
1.1000 |
1.0392 |
0.0608 |
5.8% |
0.0079 |
0.7% |
23% |
False |
False |
43,488 |
| 60 |
1.1282 |
1.0392 |
0.0890 |
8.5% |
0.0071 |
0.7% |
16% |
False |
False |
29,206 |
| 80 |
1.1282 |
1.0392 |
0.0890 |
8.5% |
0.0064 |
0.6% |
16% |
False |
False |
22,043 |
| 100 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0058 |
0.6% |
15% |
False |
False |
17,678 |
| 120 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0052 |
0.5% |
15% |
False |
False |
14,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0813 |
|
2.618 |
1.0722 |
|
1.618 |
1.0667 |
|
1.000 |
1.0633 |
|
0.618 |
1.0611 |
|
HIGH |
1.0577 |
|
0.618 |
1.0556 |
|
0.500 |
1.0549 |
|
0.382 |
1.0543 |
|
LOW |
1.0522 |
|
0.618 |
1.0487 |
|
1.000 |
1.0466 |
|
1.618 |
1.0432 |
|
2.618 |
1.0376 |
|
4.250 |
1.0286 |
|
|
| Fisher Pivots for day following 17-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0549 |
1.0537 |
| PP |
1.0543 |
1.0535 |
| S1 |
1.0537 |
1.0533 |
|