CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 03-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2025 |
03-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0388 |
1.0297 |
-0.0091 |
-0.9% |
1.0465 |
| High |
1.0408 |
1.0342 |
-0.0067 |
-0.6% |
1.0494 |
| Low |
1.0256 |
1.0297 |
0.0041 |
0.4% |
1.0256 |
| Close |
1.0283 |
1.0334 |
0.0051 |
0.5% |
1.0334 |
| Range |
0.0152 |
0.0045 |
-0.0107 |
-70.4% |
0.0238 |
| ATR |
0.0080 |
0.0079 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
276,522 |
174,940 |
-101,582 |
-36.7% |
755,556 |
|
| Daily Pivots for day following 03-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0459 |
1.0441 |
1.0358 |
|
| R3 |
1.0414 |
1.0396 |
1.0346 |
|
| R2 |
1.0369 |
1.0369 |
1.0342 |
|
| R1 |
1.0351 |
1.0351 |
1.0338 |
1.0360 |
| PP |
1.0324 |
1.0324 |
1.0324 |
1.0328 |
| S1 |
1.0306 |
1.0306 |
1.0329 |
1.0315 |
| S2 |
1.0279 |
1.0279 |
1.0325 |
|
| S3 |
1.0234 |
1.0261 |
1.0321 |
|
| S4 |
1.0189 |
1.0216 |
1.0309 |
|
|
| Weekly Pivots for week ending 03-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1074 |
1.0941 |
1.0464 |
|
| R3 |
1.0836 |
1.0704 |
1.0399 |
|
| R2 |
1.0599 |
1.0599 |
1.0377 |
|
| R1 |
1.0466 |
1.0466 |
1.0355 |
1.0414 |
| PP |
1.0361 |
1.0361 |
1.0361 |
1.0335 |
| S1 |
1.0229 |
1.0229 |
1.0312 |
1.0176 |
| S2 |
1.0124 |
1.0124 |
1.0290 |
|
| S3 |
0.9886 |
0.9991 |
1.0268 |
|
| S4 |
0.9649 |
0.9754 |
1.0203 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0494 |
1.0256 |
0.0238 |
2.3% |
0.0081 |
0.8% |
33% |
False |
False |
179,314 |
| 10 |
1.0494 |
1.0256 |
0.0238 |
2.3% |
0.0071 |
0.7% |
33% |
False |
False |
170,375 |
| 20 |
1.0678 |
1.0256 |
0.0422 |
4.1% |
0.0074 |
0.7% |
18% |
False |
False |
176,957 |
| 40 |
1.1000 |
1.0256 |
0.0744 |
7.2% |
0.0087 |
0.8% |
10% |
False |
False |
91,982 |
| 60 |
1.1051 |
1.0256 |
0.0795 |
7.7% |
0.0074 |
0.7% |
10% |
False |
False |
61,676 |
| 80 |
1.1282 |
1.0256 |
0.1026 |
9.9% |
0.0070 |
0.7% |
8% |
False |
False |
46,407 |
| 100 |
1.1292 |
1.0256 |
0.1036 |
10.0% |
0.0063 |
0.6% |
7% |
False |
False |
37,184 |
| 120 |
1.1292 |
1.0256 |
0.1036 |
10.0% |
0.0057 |
0.6% |
7% |
False |
False |
31,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0533 |
|
2.618 |
1.0459 |
|
1.618 |
1.0414 |
|
1.000 |
1.0387 |
|
0.618 |
1.0369 |
|
HIGH |
1.0342 |
|
0.618 |
1.0324 |
|
0.500 |
1.0319 |
|
0.382 |
1.0314 |
|
LOW |
1.0297 |
|
0.618 |
1.0269 |
|
1.000 |
1.0252 |
|
1.618 |
1.0224 |
|
2.618 |
1.0179 |
|
4.250 |
1.0105 |
|
|
| Fisher Pivots for day following 03-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0329 |
1.0357 |
| PP |
1.0324 |
1.0349 |
| S1 |
1.0319 |
1.0341 |
|