CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 27-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2024 |
27-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0437 |
1.0461 |
0.0025 |
0.2% |
1.0472 |
| High |
1.0469 |
1.0482 |
0.0014 |
0.1% |
1.0484 |
| Low |
1.0429 |
1.0443 |
0.0014 |
0.1% |
1.0421 |
| Close |
1.0457 |
1.0466 |
0.0010 |
0.1% |
1.0466 |
| Range |
0.0040 |
0.0040 |
-0.0001 |
-1.3% |
0.0063 |
| ATR |
0.0076 |
0.0074 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
63,172 |
141,014 |
77,842 |
123.2% |
427,211 |
|
| Daily Pivots for day following 27-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0582 |
1.0564 |
1.0488 |
|
| R3 |
1.0543 |
1.0524 |
1.0477 |
|
| R2 |
1.0503 |
1.0503 |
1.0473 |
|
| R1 |
1.0485 |
1.0485 |
1.0470 |
1.0494 |
| PP |
1.0464 |
1.0464 |
1.0464 |
1.0468 |
| S1 |
1.0445 |
1.0445 |
1.0462 |
1.0454 |
| S2 |
1.0424 |
1.0424 |
1.0459 |
|
| S3 |
1.0385 |
1.0406 |
1.0455 |
|
| S4 |
1.0345 |
1.0366 |
1.0444 |
|
|
| Weekly Pivots for week ending 27-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0646 |
1.0619 |
1.0501 |
|
| R3 |
1.0583 |
1.0556 |
1.0483 |
|
| R2 |
1.0520 |
1.0520 |
1.0478 |
|
| R1 |
1.0493 |
1.0493 |
1.0472 |
1.0475 |
| PP |
1.0457 |
1.0457 |
1.0457 |
1.0448 |
| S1 |
1.0430 |
1.0430 |
1.0460 |
1.0412 |
| S2 |
1.0394 |
1.0394 |
1.0454 |
|
| S3 |
1.0331 |
1.0367 |
1.0449 |
|
| S4 |
1.0268 |
1.0304 |
1.0431 |
|
|
| 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% |
0.0055 |
0.5% |
80% |
False |
False |
134,614 |
| 10 |
1.0577 |
1.0383 |
0.0195 |
1.9% |
0.0070 |
0.7% |
43% |
False |
False |
174,524 |
| 20 |
1.0678 |
1.0383 |
0.0295 |
2.8% |
0.0071 |
0.7% |
28% |
False |
False |
142,974 |
| 40 |
1.1000 |
1.0383 |
0.0618 |
5.9% |
0.0084 |
0.8% |
14% |
False |
False |
73,214 |
| 60 |
1.1119 |
1.0383 |
0.0737 |
7.0% |
0.0071 |
0.7% |
11% |
False |
False |
49,120 |
| 80 |
1.1282 |
1.0383 |
0.0900 |
8.6% |
0.0067 |
0.6% |
9% |
False |
False |
37,018 |
| 100 |
1.1292 |
1.0383 |
0.0910 |
8.7% |
0.0060 |
0.6% |
9% |
False |
False |
29,655 |
| 120 |
1.1292 |
1.0383 |
0.0910 |
8.7% |
0.0055 |
0.5% |
9% |
False |
False |
24,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0650 |
|
2.618 |
1.0585 |
|
1.618 |
1.0546 |
|
1.000 |
1.0522 |
|
0.618 |
1.0506 |
|
HIGH |
1.0482 |
|
0.618 |
1.0467 |
|
0.500 |
1.0462 |
|
0.382 |
1.0458 |
|
LOW |
1.0443 |
|
0.618 |
1.0418 |
|
1.000 |
1.0403 |
|
1.618 |
1.0379 |
|
2.618 |
1.0339 |
|
4.250 |
1.0275 |
|
|
| Fisher Pivots for day following 27-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0465 |
1.0461 |
| PP |
1.0464 |
1.0456 |
| S1 |
1.0462 |
1.0452 |
|