CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 26-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2024 |
26-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0445 |
1.0437 |
-0.0009 |
-0.1% |
1.0541 |
| High |
1.0448 |
1.0469 |
0.0021 |
0.2% |
1.0577 |
| Low |
1.0421 |
1.0429 |
0.0008 |
0.1% |
1.0383 |
| Close |
1.0427 |
1.0457 |
0.0030 |
0.3% |
1.0485 |
| Range |
0.0027 |
0.0040 |
0.0013 |
48.1% |
0.0195 |
| ATR |
0.0079 |
0.0076 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
66,189 |
63,172 |
-3,017 |
-4.6% |
1,094,302 |
|
| Daily Pivots for day following 26-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0571 |
1.0554 |
1.0479 |
|
| R3 |
1.0531 |
1.0514 |
1.0468 |
|
| R2 |
1.0491 |
1.0491 |
1.0464 |
|
| R1 |
1.0474 |
1.0474 |
1.0460 |
1.0483 |
| PP |
1.0451 |
1.0451 |
1.0451 |
1.0456 |
| S1 |
1.0434 |
1.0434 |
1.0453 |
1.0443 |
| S2 |
1.0411 |
1.0411 |
1.0449 |
|
| S3 |
1.0371 |
1.0394 |
1.0446 |
|
| S4 |
1.0331 |
1.0354 |
1.0435 |
|
|
| 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 |
1.0488 |
1.0383 |
0.0105 |
1.0% |
0.0062 |
0.6% |
70% |
False |
False |
161,437 |
| 10 |
1.0577 |
1.0383 |
0.0195 |
1.9% |
0.0072 |
0.7% |
38% |
False |
False |
187,432 |
| 20 |
1.0678 |
1.0383 |
0.0295 |
2.8% |
0.0075 |
0.7% |
25% |
False |
False |
136,288 |
| 40 |
1.1000 |
1.0383 |
0.0618 |
5.9% |
0.0084 |
0.8% |
12% |
False |
False |
69,735 |
| 60 |
1.1151 |
1.0383 |
0.0768 |
7.3% |
0.0071 |
0.7% |
10% |
False |
False |
46,774 |
| 80 |
1.1282 |
1.0383 |
0.0900 |
8.6% |
0.0067 |
0.6% |
8% |
False |
False |
35,256 |
| 100 |
1.1292 |
1.0383 |
0.0910 |
8.7% |
0.0060 |
0.6% |
8% |
False |
False |
28,248 |
| 120 |
1.1292 |
1.0383 |
0.0910 |
8.7% |
0.0055 |
0.5% |
8% |
False |
False |
23,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0639 |
|
2.618 |
1.0573 |
|
1.618 |
1.0533 |
|
1.000 |
1.0509 |
|
0.618 |
1.0493 |
|
HIGH |
1.0469 |
|
0.618 |
1.0453 |
|
0.500 |
1.0449 |
|
0.382 |
1.0444 |
|
LOW |
1.0429 |
|
0.618 |
1.0404 |
|
1.000 |
1.0389 |
|
1.618 |
1.0364 |
|
2.618 |
1.0324 |
|
4.250 |
1.0259 |
|
|
| Fisher Pivots for day following 26-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0454 |
1.0455 |
| PP |
1.0451 |
1.0454 |
| S1 |
1.0449 |
1.0453 |
|