CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 20-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2024 |
20-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0388 |
1.0404 |
0.0016 |
0.2% |
1.0541 |
| High |
1.0463 |
1.0488 |
0.0025 |
0.2% |
1.0577 |
| Low |
1.0388 |
1.0383 |
-0.0005 |
0.0% |
1.0383 |
| Close |
1.0402 |
1.0485 |
0.0083 |
0.8% |
1.0485 |
| Range |
0.0076 |
0.0105 |
0.0030 |
39.1% |
0.0195 |
| ATR |
0.0083 |
0.0084 |
0.0002 |
1.9% |
0.0000 |
| Volume |
275,127 |
245,863 |
-29,264 |
-10.6% |
1,094,302 |
|
| Daily Pivots for day following 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0767 |
1.0731 |
1.0542 |
|
| R3 |
1.0662 |
1.0626 |
1.0513 |
|
| R2 |
1.0557 |
1.0557 |
1.0504 |
|
| R1 |
1.0521 |
1.0521 |
1.0494 |
1.0539 |
| PP |
1.0452 |
1.0452 |
1.0452 |
1.0461 |
| S1 |
1.0416 |
1.0416 |
1.0475 |
1.0434 |
| S2 |
1.0347 |
1.0347 |
1.0465 |
|
| S3 |
1.0242 |
1.0311 |
1.0456 |
|
| S4 |
1.0137 |
1.0206 |
1.0427 |
|
|
| Weekly Pivots for week ending 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1065 |
1.0969 |
1.0591 |
|
| R3 |
1.0870 |
1.0775 |
1.0538 |
|
| R2 |
1.0676 |
1.0676 |
1.0520 |
|
| R1 |
1.0580 |
1.0580 |
1.0502 |
1.0531 |
| PP |
1.0481 |
1.0481 |
1.0481 |
1.0457 |
| S1 |
1.0386 |
1.0386 |
1.0467 |
1.0336 |
| S2 |
1.0287 |
1.0287 |
1.0449 |
|
| S3 |
1.0092 |
1.0191 |
1.0431 |
|
| S4 |
0.9898 |
0.9997 |
1.0378 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0577 |
1.0383 |
0.0195 |
1.9% |
0.0091 |
0.9% |
52% |
False |
True |
218,860 |
| 10 |
1.0642 |
1.0383 |
0.0259 |
2.5% |
0.0079 |
0.8% |
39% |
False |
True |
226,995 |
| 20 |
1.0678 |
1.0383 |
0.0295 |
2.8% |
0.0087 |
0.8% |
35% |
False |
True |
123,014 |
| 40 |
1.1000 |
1.0383 |
0.0618 |
5.9% |
0.0084 |
0.8% |
17% |
False |
True |
62,725 |
| 60 |
1.1278 |
1.0383 |
0.0895 |
8.5% |
0.0073 |
0.7% |
11% |
False |
True |
42,044 |
| 80 |
1.1282 |
1.0383 |
0.0900 |
8.6% |
0.0067 |
0.6% |
11% |
False |
True |
31,690 |
| 100 |
1.1292 |
1.0383 |
0.0910 |
8.7% |
0.0060 |
0.6% |
11% |
False |
True |
25,397 |
| 120 |
1.1292 |
1.0383 |
0.0910 |
8.7% |
0.0054 |
0.5% |
11% |
False |
True |
21,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0934 |
|
2.618 |
1.0762 |
|
1.618 |
1.0657 |
|
1.000 |
1.0593 |
|
0.618 |
1.0552 |
|
HIGH |
1.0488 |
|
0.618 |
1.0447 |
|
0.500 |
1.0435 |
|
0.382 |
1.0423 |
|
LOW |
1.0383 |
|
0.618 |
1.0318 |
|
1.000 |
1.0278 |
|
1.618 |
1.0213 |
|
2.618 |
1.0108 |
|
4.250 |
0.9936 |
|
|
| Fisher Pivots for day following 20-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0468 |
1.0479 |
| PP |
1.0452 |
1.0474 |
| S1 |
1.0435 |
1.0469 |
|