CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 07-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2025 |
07-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0335 |
1.0420 |
0.0086 |
0.8% |
1.0465 |
| High |
1.0469 |
1.0466 |
-0.0003 |
0.0% |
1.0494 |
| Low |
1.0327 |
1.0371 |
0.0044 |
0.4% |
1.0256 |
| Close |
1.0419 |
1.0387 |
-0.0033 |
-0.3% |
1.0334 |
| Range |
0.0142 |
0.0095 |
-0.0047 |
-32.9% |
0.0238 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.0% |
0.0000 |
| Volume |
279,621 |
188,742 |
-90,879 |
-32.5% |
755,556 |
|
| Daily Pivots for day following 07-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0693 |
1.0635 |
1.0439 |
|
| R3 |
1.0598 |
1.0540 |
1.0413 |
|
| R2 |
1.0503 |
1.0503 |
1.0404 |
|
| R1 |
1.0445 |
1.0445 |
1.0395 |
1.0426 |
| PP |
1.0408 |
1.0408 |
1.0408 |
1.0398 |
| S1 |
1.0350 |
1.0350 |
1.0378 |
1.0331 |
| S2 |
1.0313 |
1.0313 |
1.0369 |
|
| S3 |
1.0218 |
1.0255 |
1.0360 |
|
| S4 |
1.0123 |
1.0160 |
1.0334 |
|
|
| 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 |
1.0469 |
1.0256 |
0.0213 |
2.0% |
0.0103 |
1.0% |
61% |
False |
False |
209,594 |
| 10 |
1.0494 |
1.0256 |
0.0238 |
2.3% |
0.0077 |
0.7% |
55% |
False |
False |
165,113 |
| 20 |
1.0642 |
1.0256 |
0.0386 |
3.7% |
0.0078 |
0.7% |
34% |
False |
False |
196,054 |
| 40 |
1.0865 |
1.0256 |
0.0609 |
5.9% |
0.0084 |
0.8% |
21% |
False |
False |
103,564 |
| 60 |
1.1027 |
1.0256 |
0.0771 |
7.4% |
0.0076 |
0.7% |
17% |
False |
False |
69,469 |
| 80 |
1.1282 |
1.0256 |
0.1026 |
9.9% |
0.0072 |
0.7% |
13% |
False |
False |
52,239 |
| 100 |
1.1292 |
1.0256 |
0.1036 |
10.0% |
0.0065 |
0.6% |
13% |
False |
False |
41,867 |
| 120 |
1.1292 |
1.0256 |
0.1036 |
10.0% |
0.0059 |
0.6% |
13% |
False |
False |
34,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0869 |
|
2.618 |
1.0714 |
|
1.618 |
1.0619 |
|
1.000 |
1.0561 |
|
0.618 |
1.0524 |
|
HIGH |
1.0466 |
|
0.618 |
1.0429 |
|
0.500 |
1.0418 |
|
0.382 |
1.0407 |
|
LOW |
1.0371 |
|
0.618 |
1.0312 |
|
1.000 |
1.0276 |
|
1.618 |
1.0217 |
|
2.618 |
1.0122 |
|
4.250 |
0.9967 |
|
|
| Fisher Pivots for day following 07-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0418 |
1.0385 |
| PP |
1.0408 |
1.0384 |
| S1 |
1.0397 |
1.0383 |
|