CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 10-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2025 |
10-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0348 |
1.0329 |
-0.0019 |
-0.2% |
1.0335 |
| High |
1.0351 |
1.0341 |
-0.0010 |
-0.1% |
1.0469 |
| Low |
1.0313 |
1.0242 |
-0.0072 |
-0.7% |
1.0242 |
| Close |
1.0328 |
1.0274 |
-0.0054 |
-0.5% |
1.0274 |
| Range |
0.0038 |
0.0100 |
0.0062 |
165.3% |
0.0227 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
1.6% |
0.0000 |
| Volume |
94,168 |
243,886 |
149,718 |
159.0% |
994,378 |
|
| Daily Pivots for day following 10-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0584 |
1.0529 |
1.0329 |
|
| R3 |
1.0485 |
1.0429 |
1.0301 |
|
| R2 |
1.0385 |
1.0385 |
1.0292 |
|
| R1 |
1.0330 |
1.0330 |
1.0283 |
1.0308 |
| PP |
1.0286 |
1.0286 |
1.0286 |
1.0275 |
| S1 |
1.0230 |
1.0230 |
1.0265 |
1.0208 |
| S2 |
1.0186 |
1.0186 |
1.0256 |
|
| S3 |
1.0087 |
1.0131 |
1.0247 |
|
| S4 |
0.9987 |
1.0031 |
1.0219 |
|
|
| Weekly Pivots for week ending 10-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1009 |
1.0869 |
1.0399 |
|
| R3 |
1.0782 |
1.0642 |
1.0336 |
|
| R2 |
1.0555 |
1.0555 |
1.0316 |
|
| R1 |
1.0415 |
1.0415 |
1.0295 |
1.0371 |
| PP |
1.0328 |
1.0328 |
1.0328 |
1.0306 |
| S1 |
1.0188 |
1.0188 |
1.0253 |
1.0144 |
| S2 |
1.0101 |
1.0101 |
1.0232 |
|
| S3 |
0.9874 |
0.9961 |
1.0212 |
|
| S4 |
0.9647 |
0.9734 |
1.0149 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0469 |
1.0242 |
0.0227 |
2.2% |
0.0092 |
0.9% |
14% |
False |
True |
198,875 |
| 10 |
1.0494 |
1.0242 |
0.0252 |
2.5% |
0.0086 |
0.8% |
13% |
False |
True |
189,094 |
| 20 |
1.0577 |
1.0242 |
0.0336 |
3.3% |
0.0079 |
0.8% |
10% |
False |
True |
188,263 |
| 40 |
1.0712 |
1.0242 |
0.0471 |
4.6% |
0.0083 |
0.8% |
7% |
False |
True |
116,550 |
| 60 |
1.1000 |
1.0242 |
0.0759 |
7.4% |
0.0078 |
0.8% |
4% |
False |
True |
78,221 |
| 80 |
1.1282 |
1.0242 |
0.1041 |
10.1% |
0.0074 |
0.7% |
3% |
False |
True |
58,809 |
| 100 |
1.1292 |
1.0242 |
0.1051 |
10.2% |
0.0066 |
0.6% |
3% |
False |
True |
47,127 |
| 120 |
1.1292 |
1.0242 |
0.1051 |
10.2% |
0.0060 |
0.6% |
3% |
False |
True |
39,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0764 |
|
2.618 |
1.0601 |
|
1.618 |
1.0502 |
|
1.000 |
1.0441 |
|
0.618 |
1.0402 |
|
HIGH |
1.0341 |
|
0.618 |
1.0303 |
|
0.500 |
1.0291 |
|
0.382 |
1.0280 |
|
LOW |
1.0242 |
|
0.618 |
1.0180 |
|
1.000 |
1.0142 |
|
1.618 |
1.0081 |
|
2.618 |
0.9981 |
|
4.250 |
0.9819 |
|
|
| Fisher Pivots for day following 10-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0291 |
1.0315 |
| PP |
1.0286 |
1.0301 |
| S1 |
1.0280 |
1.0288 |
|