CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 23-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2024 |
23-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0404 |
1.0472 |
0.0068 |
0.6% |
1.0541 |
| High |
1.0488 |
1.0484 |
-0.0004 |
0.0% |
1.0577 |
| Low |
1.0383 |
1.0423 |
0.0041 |
0.4% |
1.0383 |
| Close |
1.0485 |
1.0451 |
-0.0034 |
-0.3% |
1.0485 |
| Range |
0.0105 |
0.0061 |
-0.0044 |
-41.9% |
0.0195 |
| ATR |
0.0084 |
0.0083 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
245,863 |
156,836 |
-89,027 |
-36.2% |
1,094,302 |
|
| Daily Pivots for day following 23-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0636 |
1.0604 |
1.0484 |
|
| R3 |
1.0575 |
1.0543 |
1.0467 |
|
| R2 |
1.0514 |
1.0514 |
1.0462 |
|
| R1 |
1.0482 |
1.0482 |
1.0456 |
1.0467 |
| PP |
1.0453 |
1.0453 |
1.0453 |
1.0445 |
| S1 |
1.0421 |
1.0421 |
1.0445 |
1.0406 |
| S2 |
1.0392 |
1.0392 |
1.0439 |
|
| S3 |
1.0331 |
1.0360 |
1.0434 |
|
| S4 |
1.0270 |
1.0299 |
1.0417 |
|
|
| 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% |
0.0093 |
0.9% |
35% |
False |
False |
218,234 |
| 10 |
1.0615 |
1.0383 |
0.0232 |
2.2% |
0.0079 |
0.8% |
29% |
False |
False |
232,727 |
| 20 |
1.0678 |
1.0383 |
0.0295 |
2.8% |
0.0081 |
0.8% |
23% |
False |
False |
130,299 |
| 40 |
1.1000 |
1.0383 |
0.0618 |
5.9% |
0.0085 |
0.8% |
11% |
False |
False |
66,627 |
| 60 |
1.1278 |
1.0383 |
0.0895 |
8.6% |
0.0073 |
0.7% |
8% |
False |
False |
44,647 |
| 80 |
1.1282 |
1.0383 |
0.0900 |
8.6% |
0.0068 |
0.6% |
8% |
False |
False |
33,651 |
| 100 |
1.1292 |
1.0383 |
0.0910 |
8.7% |
0.0061 |
0.6% |
7% |
False |
False |
26,965 |
| 120 |
1.1292 |
1.0383 |
0.0910 |
8.7% |
0.0054 |
0.5% |
7% |
False |
False |
22,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0743 |
|
2.618 |
1.0644 |
|
1.618 |
1.0583 |
|
1.000 |
1.0545 |
|
0.618 |
1.0522 |
|
HIGH |
1.0484 |
|
0.618 |
1.0461 |
|
0.500 |
1.0454 |
|
0.382 |
1.0446 |
|
LOW |
1.0423 |
|
0.618 |
1.0385 |
|
1.000 |
1.0362 |
|
1.618 |
1.0324 |
|
2.618 |
1.0263 |
|
4.250 |
1.0164 |
|
|
| Fisher Pivots for day following 23-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0454 |
1.0445 |
| PP |
1.0453 |
1.0440 |
| S1 |
1.0452 |
1.0435 |
|