CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 09-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2025 |
09-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0373 |
1.0348 |
-0.0025 |
-0.2% |
1.0465 |
| High |
1.0388 |
1.0351 |
-0.0038 |
-0.4% |
1.0494 |
| Low |
1.0304 |
1.0313 |
0.0010 |
0.1% |
1.0256 |
| Close |
1.0340 |
1.0328 |
-0.0012 |
-0.1% |
1.0334 |
| Range |
0.0085 |
0.0038 |
-0.0047 |
-55.6% |
0.0238 |
| ATR |
0.0084 |
0.0081 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
187,961 |
94,168 |
-93,793 |
-49.9% |
755,556 |
|
| Daily Pivots for day following 09-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0443 |
1.0423 |
1.0348 |
|
| R3 |
1.0405 |
1.0385 |
1.0338 |
|
| R2 |
1.0368 |
1.0368 |
1.0334 |
|
| R1 |
1.0348 |
1.0348 |
1.0331 |
1.0339 |
| PP |
1.0330 |
1.0330 |
1.0330 |
1.0326 |
| S1 |
1.0310 |
1.0310 |
1.0324 |
1.0302 |
| S2 |
1.0293 |
1.0293 |
1.0321 |
|
| S3 |
1.0255 |
1.0273 |
1.0317 |
|
| S4 |
1.0218 |
1.0235 |
1.0307 |
|
|
| 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 |
1.0297 |
0.0172 |
1.7% |
0.0081 |
0.8% |
18% |
False |
False |
185,086 |
| 10 |
1.0494 |
1.0256 |
0.0238 |
2.3% |
0.0080 |
0.8% |
30% |
False |
False |
171,023 |
| 20 |
1.0586 |
1.0256 |
0.0330 |
3.2% |
0.0077 |
0.7% |
22% |
False |
False |
191,822 |
| 40 |
1.0720 |
1.0256 |
0.0464 |
4.5% |
0.0082 |
0.8% |
15% |
False |
False |
110,539 |
| 60 |
1.1000 |
1.0256 |
0.0744 |
7.2% |
0.0077 |
0.7% |
10% |
False |
False |
74,163 |
| 80 |
1.1282 |
1.0256 |
0.1026 |
9.9% |
0.0073 |
0.7% |
7% |
False |
False |
55,764 |
| 100 |
1.1292 |
1.0256 |
0.1036 |
10.0% |
0.0065 |
0.6% |
7% |
False |
False |
44,689 |
| 120 |
1.1292 |
1.0256 |
0.1036 |
10.0% |
0.0060 |
0.6% |
7% |
False |
False |
37,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0510 |
|
2.618 |
1.0449 |
|
1.618 |
1.0411 |
|
1.000 |
1.0388 |
|
0.618 |
1.0374 |
|
HIGH |
1.0351 |
|
0.618 |
1.0336 |
|
0.500 |
1.0332 |
|
0.382 |
1.0327 |
|
LOW |
1.0313 |
|
0.618 |
1.0290 |
|
1.000 |
1.0276 |
|
1.618 |
1.0252 |
|
2.618 |
1.0215 |
|
4.250 |
1.0154 |
|
|
| Fisher Pivots for day following 09-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0332 |
1.0385 |
| PP |
1.0330 |
1.0366 |
| S1 |
1.0329 |
1.0347 |
|