CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 18-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2024 |
18-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0553 |
1.0534 |
-0.0020 |
-0.2% |
1.0610 |
| High |
1.0577 |
1.0555 |
-0.0023 |
-0.2% |
1.0642 |
| Low |
1.0522 |
1.0385 |
-0.0137 |
-1.3% |
1.0496 |
| Close |
1.0531 |
1.0418 |
-0.0113 |
-1.1% |
1.0538 |
| Range |
0.0056 |
0.0170 |
0.0115 |
206.3% |
0.0146 |
| ATR |
0.0076 |
0.0083 |
0.0007 |
8.7% |
0.0000 |
| Volume |
162,407 |
250,939 |
88,532 |
54.5% |
1,175,654 |
|
| Daily Pivots for day following 18-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0962 |
1.0860 |
1.0512 |
|
| R3 |
1.0792 |
1.0690 |
1.0465 |
|
| R2 |
1.0622 |
1.0622 |
1.0449 |
|
| R1 |
1.0520 |
1.0520 |
1.0434 |
1.0486 |
| PP |
1.0452 |
1.0452 |
1.0452 |
1.0435 |
| S1 |
1.0350 |
1.0350 |
1.0402 |
1.0316 |
| S2 |
1.0282 |
1.0282 |
1.0387 |
|
| S3 |
1.0112 |
1.0180 |
1.0371 |
|
| S4 |
0.9942 |
1.0010 |
1.0325 |
|
|
| 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 |
1.0577 |
1.0385 |
0.0193 |
1.8% |
0.0083 |
0.8% |
17% |
False |
True |
213,428 |
| 10 |
1.0678 |
1.0385 |
0.0293 |
2.8% |
0.0078 |
0.7% |
11% |
False |
True |
183,539 |
| 20 |
1.0678 |
1.0385 |
0.0293 |
2.8% |
0.0087 |
0.8% |
11% |
False |
True |
97,455 |
| 40 |
1.1000 |
1.0385 |
0.0616 |
5.9% |
0.0082 |
0.8% |
5% |
False |
True |
49,732 |
| 60 |
1.1282 |
1.0385 |
0.0898 |
8.6% |
0.0073 |
0.7% |
4% |
False |
True |
33,379 |
| 80 |
1.1282 |
1.0385 |
0.0898 |
8.6% |
0.0066 |
0.6% |
4% |
False |
True |
25,179 |
| 100 |
1.1292 |
1.0385 |
0.0908 |
8.7% |
0.0059 |
0.6% |
4% |
False |
True |
20,187 |
| 120 |
1.1292 |
1.0385 |
0.0908 |
8.7% |
0.0053 |
0.5% |
4% |
False |
True |
16,831 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1277 |
|
2.618 |
1.1000 |
|
1.618 |
1.0830 |
|
1.000 |
1.0725 |
|
0.618 |
1.0660 |
|
HIGH |
1.0555 |
|
0.618 |
1.0490 |
|
0.500 |
1.0470 |
|
0.382 |
1.0449 |
|
LOW |
1.0385 |
|
0.618 |
1.0279 |
|
1.000 |
1.0215 |
|
1.618 |
1.0109 |
|
2.618 |
0.9939 |
|
4.250 |
0.9662 |
|
|
| Fisher Pivots for day following 18-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0470 |
1.0481 |
| PP |
1.0452 |
1.0460 |
| S1 |
1.0435 |
1.0439 |
|