CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 06-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2025 |
06-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0297 |
1.0335 |
0.0038 |
0.4% |
1.0465 |
| High |
1.0342 |
1.0469 |
0.0127 |
1.2% |
1.0494 |
| Low |
1.0297 |
1.0327 |
0.0031 |
0.3% |
1.0256 |
| Close |
1.0334 |
1.0419 |
0.0086 |
0.8% |
1.0334 |
| Range |
0.0045 |
0.0142 |
0.0097 |
214.4% |
0.0238 |
| ATR |
0.0079 |
0.0083 |
0.0004 |
5.7% |
0.0000 |
| Volume |
174,940 |
279,621 |
104,681 |
59.8% |
755,556 |
|
| Daily Pivots for day following 06-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0829 |
1.0766 |
1.0497 |
|
| R3 |
1.0688 |
1.0624 |
1.0458 |
|
| R2 |
1.0546 |
1.0546 |
1.0445 |
|
| R1 |
1.0483 |
1.0483 |
1.0432 |
1.0515 |
| PP |
1.0405 |
1.0405 |
1.0405 |
1.0421 |
| S1 |
1.0341 |
1.0341 |
1.0406 |
1.0373 |
| S2 |
1.0263 |
1.0263 |
1.0393 |
|
| S3 |
1.0122 |
1.0200 |
1.0380 |
|
| S4 |
0.9980 |
1.0058 |
1.0341 |
|
|
| 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% |
0.0101 |
1.0% |
69% |
False |
False |
207,035 |
| 10 |
1.0494 |
1.0256 |
0.0238 |
2.3% |
0.0078 |
0.7% |
69% |
False |
False |
170,825 |
| 20 |
1.0678 |
1.0256 |
0.0422 |
4.0% |
0.0077 |
0.7% |
39% |
False |
False |
189,541 |
| 40 |
1.0887 |
1.0256 |
0.0631 |
6.1% |
0.0085 |
0.8% |
26% |
False |
False |
98,895 |
| 60 |
1.1027 |
1.0256 |
0.0771 |
7.4% |
0.0076 |
0.7% |
21% |
False |
False |
66,332 |
| 80 |
1.1282 |
1.0256 |
0.1026 |
9.8% |
0.0072 |
0.7% |
16% |
False |
False |
49,881 |
| 100 |
1.1292 |
1.0256 |
0.1036 |
9.9% |
0.0064 |
0.6% |
16% |
False |
False |
39,980 |
| 120 |
1.1292 |
1.0256 |
0.1036 |
9.9% |
0.0058 |
0.6% |
16% |
False |
False |
33,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1070 |
|
2.618 |
1.0839 |
|
1.618 |
1.0697 |
|
1.000 |
1.0610 |
|
0.618 |
1.0556 |
|
HIGH |
1.0469 |
|
0.618 |
1.0414 |
|
0.500 |
1.0398 |
|
0.382 |
1.0381 |
|
LOW |
1.0327 |
|
0.618 |
1.0240 |
|
1.000 |
1.0186 |
|
1.618 |
1.0098 |
|
2.618 |
0.9957 |
|
4.250 |
0.9726 |
|
|
| Fisher Pivots for day following 06-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0412 |
1.0400 |
| PP |
1.0405 |
1.0381 |
| S1 |
1.0398 |
1.0362 |
|