CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 13-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2025 |
13-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0329 |
1.0274 |
-0.0055 |
-0.5% |
1.0335 |
| High |
1.0341 |
1.0279 |
-0.0063 |
-0.6% |
1.0469 |
| Low |
1.0242 |
1.0205 |
-0.0037 |
-0.4% |
1.0242 |
| Close |
1.0274 |
1.0236 |
-0.0038 |
-0.4% |
1.0274 |
| Range |
0.0100 |
0.0074 |
-0.0026 |
-25.6% |
0.0227 |
| ATR |
0.0082 |
0.0082 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
243,886 |
201,443 |
-42,443 |
-17.4% |
994,378 |
|
| Daily Pivots for day following 13-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0462 |
1.0423 |
1.0277 |
|
| R3 |
1.0388 |
1.0349 |
1.0256 |
|
| R2 |
1.0314 |
1.0314 |
1.0250 |
|
| R1 |
1.0275 |
1.0275 |
1.0243 |
1.0257 |
| PP |
1.0240 |
1.0240 |
1.0240 |
1.0231 |
| S1 |
1.0201 |
1.0201 |
1.0229 |
1.0183 |
| S2 |
1.0166 |
1.0166 |
1.0222 |
|
| S3 |
1.0092 |
1.0127 |
1.0216 |
|
| S4 |
1.0018 |
1.0053 |
1.0195 |
|
|
| 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 |
1.0466 |
1.0205 |
0.0261 |
2.5% |
0.0078 |
0.8% |
12% |
False |
True |
183,240 |
| 10 |
1.0494 |
1.0205 |
0.0289 |
2.8% |
0.0090 |
0.9% |
11% |
False |
True |
195,137 |
| 20 |
1.0577 |
1.0205 |
0.0373 |
3.6% |
0.0080 |
0.8% |
8% |
False |
True |
184,831 |
| 40 |
1.0678 |
1.0205 |
0.0473 |
4.6% |
0.0082 |
0.8% |
7% |
False |
True |
121,489 |
| 60 |
1.1000 |
1.0205 |
0.0796 |
7.8% |
0.0079 |
0.8% |
4% |
False |
True |
81,572 |
| 80 |
1.1282 |
1.0205 |
0.1078 |
10.5% |
0.0074 |
0.7% |
3% |
False |
True |
61,323 |
| 100 |
1.1292 |
1.0205 |
0.1088 |
10.6% |
0.0066 |
0.6% |
3% |
False |
True |
49,141 |
| 120 |
1.1292 |
1.0205 |
0.1088 |
10.6% |
0.0061 |
0.6% |
3% |
False |
True |
40,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0593 |
|
2.618 |
1.0472 |
|
1.618 |
1.0398 |
|
1.000 |
1.0353 |
|
0.618 |
1.0324 |
|
HIGH |
1.0279 |
|
0.618 |
1.0250 |
|
0.500 |
1.0242 |
|
0.382 |
1.0233 |
|
LOW |
1.0205 |
|
0.618 |
1.0159 |
|
1.000 |
1.0131 |
|
1.618 |
1.0085 |
|
2.618 |
1.0011 |
|
4.250 |
0.9890 |
|
|
| Fisher Pivots for day following 13-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0242 |
1.0278 |
| PP |
1.0240 |
1.0264 |
| S1 |
1.0238 |
1.0250 |
|