CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 24-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2024 |
24-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0472 |
1.0445 |
-0.0027 |
-0.3% |
1.0541 |
| High |
1.0484 |
1.0448 |
-0.0036 |
-0.3% |
1.0577 |
| Low |
1.0423 |
1.0421 |
-0.0002 |
0.0% |
1.0383 |
| Close |
1.0451 |
1.0427 |
-0.0024 |
-0.2% |
1.0485 |
| Range |
0.0061 |
0.0027 |
-0.0034 |
-55.7% |
0.0195 |
| ATR |
0.0083 |
0.0079 |
-0.0004 |
-4.6% |
0.0000 |
| Volume |
156,836 |
66,189 |
-90,647 |
-57.8% |
1,094,302 |
|
| Daily Pivots for day following 24-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0513 |
1.0497 |
1.0442 |
|
| R3 |
1.0486 |
1.0470 |
1.0434 |
|
| R2 |
1.0459 |
1.0459 |
1.0432 |
|
| R1 |
1.0443 |
1.0443 |
1.0429 |
1.0438 |
| PP |
1.0432 |
1.0432 |
1.0432 |
1.0429 |
| S1 |
1.0416 |
1.0416 |
1.0425 |
1.0411 |
| S2 |
1.0405 |
1.0405 |
1.0422 |
|
| S3 |
1.0378 |
1.0389 |
1.0420 |
|
| S4 |
1.0351 |
1.0362 |
1.0412 |
|
|
| 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 |
1.0555 |
1.0383 |
0.0172 |
1.6% |
0.0088 |
0.8% |
26% |
False |
False |
198,990 |
| 10 |
1.0586 |
1.0383 |
0.0203 |
1.9% |
0.0074 |
0.7% |
22% |
False |
False |
212,620 |
| 20 |
1.0678 |
1.0383 |
0.0295 |
2.8% |
0.0078 |
0.8% |
15% |
False |
False |
133,422 |
| 40 |
1.1000 |
1.0383 |
0.0618 |
5.9% |
0.0084 |
0.8% |
7% |
False |
False |
68,272 |
| 60 |
1.1214 |
1.0383 |
0.0832 |
8.0% |
0.0072 |
0.7% |
5% |
False |
False |
45,732 |
| 80 |
1.1282 |
1.0383 |
0.0900 |
8.6% |
0.0068 |
0.6% |
5% |
False |
False |
34,478 |
| 100 |
1.1292 |
1.0383 |
0.0910 |
8.7% |
0.0060 |
0.6% |
5% |
False |
False |
27,623 |
| 120 |
1.1292 |
1.0383 |
0.0910 |
8.7% |
0.0054 |
0.5% |
5% |
False |
False |
23,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0563 |
|
2.618 |
1.0519 |
|
1.618 |
1.0492 |
|
1.000 |
1.0475 |
|
0.618 |
1.0465 |
|
HIGH |
1.0448 |
|
0.618 |
1.0438 |
|
0.500 |
1.0435 |
|
0.382 |
1.0431 |
|
LOW |
1.0421 |
|
0.618 |
1.0404 |
|
1.000 |
1.0394 |
|
1.618 |
1.0377 |
|
2.618 |
1.0350 |
|
4.250 |
1.0306 |
|
|
| Fisher Pivots for day following 24-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0435 |
1.0435 |
| PP |
1.0432 |
1.0432 |
| S1 |
1.0430 |
1.0430 |
|