CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 31-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2024 |
31-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0465 |
1.0441 |
-0.0024 |
-0.2% |
1.0472 |
| High |
1.0494 |
1.0459 |
-0.0035 |
-0.3% |
1.0484 |
| Low |
1.0407 |
1.0378 |
-0.0029 |
-0.3% |
1.0421 |
| Close |
1.0431 |
1.0389 |
-0.0043 |
-0.4% |
1.0466 |
| Range |
0.0087 |
0.0081 |
-0.0007 |
-7.5% |
0.0063 |
| ATR |
0.0074 |
0.0075 |
0.0000 |
0.6% |
0.0000 |
| Volume |
175,947 |
128,147 |
-47,800 |
-27.2% |
427,211 |
|
| Daily Pivots for day following 31-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0650 |
1.0600 |
1.0433 |
|
| R3 |
1.0569 |
1.0519 |
1.0411 |
|
| R2 |
1.0489 |
1.0489 |
1.0403 |
|
| R1 |
1.0439 |
1.0439 |
1.0396 |
1.0424 |
| PP |
1.0408 |
1.0408 |
1.0408 |
1.0401 |
| S1 |
1.0358 |
1.0358 |
1.0381 |
1.0343 |
| S2 |
1.0328 |
1.0328 |
1.0374 |
|
| S3 |
1.0247 |
1.0278 |
1.0366 |
|
| S4 |
1.0167 |
1.0197 |
1.0344 |
|
|
| 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 |
1.0378 |
0.0116 |
1.1% |
0.0055 |
0.5% |
9% |
False |
True |
114,893 |
| 10 |
1.0577 |
1.0378 |
0.0199 |
1.9% |
0.0074 |
0.7% |
5% |
False |
True |
166,564 |
| 20 |
1.0678 |
1.0378 |
0.0300 |
2.9% |
0.0071 |
0.7% |
4% |
False |
True |
156,793 |
| 40 |
1.1000 |
1.0378 |
0.0622 |
6.0% |
0.0085 |
0.8% |
2% |
False |
True |
80,754 |
| 60 |
1.1066 |
1.0378 |
0.0688 |
6.6% |
0.0072 |
0.7% |
2% |
False |
True |
54,166 |
| 80 |
1.1282 |
1.0378 |
0.0904 |
8.7% |
0.0068 |
0.7% |
1% |
False |
True |
40,780 |
| 100 |
1.1292 |
1.0378 |
0.0914 |
8.8% |
0.0061 |
0.6% |
1% |
False |
True |
32,677 |
| 120 |
1.1292 |
1.0378 |
0.0914 |
8.8% |
0.0056 |
0.5% |
1% |
False |
True |
27,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0801 |
|
2.618 |
1.0669 |
|
1.618 |
1.0589 |
|
1.000 |
1.0539 |
|
0.618 |
1.0508 |
|
HIGH |
1.0459 |
|
0.618 |
1.0428 |
|
0.500 |
1.0418 |
|
0.382 |
1.0409 |
|
LOW |
1.0378 |
|
0.618 |
1.0328 |
|
1.000 |
1.0298 |
|
1.618 |
1.0248 |
|
2.618 |
1.0167 |
|
4.250 |
1.0036 |
|
|
| Fisher Pivots for day following 31-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0418 |
1.0436 |
| PP |
1.0408 |
1.0420 |
| S1 |
1.0398 |
1.0404 |
|