CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 30-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2024 |
30-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0461 |
1.0465 |
0.0004 |
0.0% |
1.0472 |
| High |
1.0482 |
1.0494 |
0.0012 |
0.1% |
1.0484 |
| Low |
1.0443 |
1.0407 |
-0.0036 |
-0.3% |
1.0421 |
| Close |
1.0466 |
1.0431 |
-0.0035 |
-0.3% |
1.0466 |
| Range |
0.0040 |
0.0087 |
0.0048 |
120.3% |
0.0063 |
| ATR |
0.0074 |
0.0074 |
0.0001 |
1.3% |
0.0000 |
| Volume |
141,014 |
175,947 |
34,933 |
24.8% |
427,211 |
|
| Daily Pivots for day following 30-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0705 |
1.0655 |
1.0479 |
|
| R3 |
1.0618 |
1.0568 |
1.0455 |
|
| R2 |
1.0531 |
1.0531 |
1.0447 |
|
| R1 |
1.0481 |
1.0481 |
1.0439 |
1.0462 |
| PP |
1.0444 |
1.0444 |
1.0444 |
1.0434 |
| S1 |
1.0394 |
1.0394 |
1.0423 |
1.0375 |
| S2 |
1.0357 |
1.0357 |
1.0415 |
|
| S3 |
1.0270 |
1.0307 |
1.0407 |
|
| S4 |
1.0183 |
1.0220 |
1.0383 |
|
|
| 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 |
1.0494 |
1.0407 |
0.0087 |
0.8% |
0.0051 |
0.5% |
28% |
True |
True |
120,631 |
| 10 |
1.0577 |
1.0383 |
0.0195 |
1.9% |
0.0071 |
0.7% |
25% |
False |
False |
169,746 |
| 20 |
1.0678 |
1.0383 |
0.0295 |
2.8% |
0.0072 |
0.7% |
16% |
False |
False |
151,406 |
| 40 |
1.1000 |
1.0383 |
0.0618 |
5.9% |
0.0085 |
0.8% |
8% |
False |
False |
77,576 |
| 60 |
1.1110 |
1.0383 |
0.0728 |
7.0% |
0.0072 |
0.7% |
7% |
False |
False |
52,045 |
| 80 |
1.1282 |
1.0383 |
0.0900 |
8.6% |
0.0068 |
0.7% |
5% |
False |
False |
39,204 |
| 100 |
1.1292 |
1.0383 |
0.0910 |
8.7% |
0.0061 |
0.6% |
5% |
False |
False |
31,404 |
| 120 |
1.1292 |
1.0383 |
0.0910 |
8.7% |
0.0055 |
0.5% |
5% |
False |
False |
26,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0863 |
|
2.618 |
1.0721 |
|
1.618 |
1.0634 |
|
1.000 |
1.0581 |
|
0.618 |
1.0547 |
|
HIGH |
1.0494 |
|
0.618 |
1.0460 |
|
0.500 |
1.0450 |
|
0.382 |
1.0440 |
|
LOW |
1.0407 |
|
0.618 |
1.0353 |
|
1.000 |
1.0320 |
|
1.618 |
1.0266 |
|
2.618 |
1.0179 |
|
4.250 |
1.0037 |
|
|
| Fisher Pivots for day following 30-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0450 |
1.0450 |
| PP |
1.0444 |
1.0444 |
| S1 |
1.0437 |
1.0437 |
|