CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 15-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2025 |
15-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0291 |
1.0335 |
0.0044 |
0.4% |
1.0335 |
| High |
1.0337 |
1.0383 |
0.0046 |
0.4% |
1.0469 |
| Low |
1.0267 |
1.0285 |
0.0019 |
0.2% |
1.0242 |
| Close |
1.0326 |
1.0322 |
-0.0005 |
0.0% |
1.0274 |
| Range |
0.0071 |
0.0098 |
0.0027 |
38.3% |
0.0227 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.2% |
0.0000 |
| Volume |
219,906 |
207,355 |
-12,551 |
-5.7% |
994,378 |
|
| Daily Pivots for day following 15-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0622 |
1.0569 |
1.0375 |
|
| R3 |
1.0525 |
1.0472 |
1.0348 |
|
| R2 |
1.0427 |
1.0427 |
1.0339 |
|
| R1 |
1.0374 |
1.0374 |
1.0330 |
1.0352 |
| PP |
1.0330 |
1.0330 |
1.0330 |
1.0319 |
| S1 |
1.0277 |
1.0277 |
1.0313 |
1.0255 |
| S2 |
1.0232 |
1.0232 |
1.0304 |
|
| S3 |
1.0135 |
1.0179 |
1.0295 |
|
| S4 |
1.0037 |
1.0082 |
1.0268 |
|
|
| 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 |
1.0383 |
1.0205 |
0.0178 |
1.7% |
0.0076 |
0.7% |
66% |
True |
False |
193,351 |
| 10 |
1.0469 |
1.0205 |
0.0264 |
2.6% |
0.0090 |
0.9% |
44% |
False |
False |
207,454 |
| 20 |
1.0577 |
1.0205 |
0.0373 |
3.6% |
0.0082 |
0.8% |
31% |
False |
False |
187,009 |
| 40 |
1.0678 |
1.0205 |
0.0473 |
4.6% |
0.0083 |
0.8% |
25% |
False |
False |
132,014 |
| 60 |
1.1000 |
1.0205 |
0.0796 |
7.7% |
0.0080 |
0.8% |
15% |
False |
False |
88,636 |
| 80 |
1.1282 |
1.0205 |
0.1078 |
10.4% |
0.0074 |
0.7% |
11% |
False |
False |
66,654 |
| 100 |
1.1292 |
1.0205 |
0.1088 |
10.5% |
0.0067 |
0.7% |
11% |
False |
False |
53,412 |
| 120 |
1.1292 |
1.0205 |
0.1088 |
10.5% |
0.0062 |
0.6% |
11% |
False |
False |
44,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0797 |
|
2.618 |
1.0638 |
|
1.618 |
1.0540 |
|
1.000 |
1.0480 |
|
0.618 |
1.0443 |
|
HIGH |
1.0383 |
|
0.618 |
1.0345 |
|
0.500 |
1.0334 |
|
0.382 |
1.0322 |
|
LOW |
1.0285 |
|
0.618 |
1.0225 |
|
1.000 |
1.0188 |
|
1.618 |
1.0127 |
|
2.618 |
1.0030 |
|
4.250 |
0.9871 |
|
|
| Fisher Pivots for day following 15-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0334 |
1.0312 |
| PP |
1.0330 |
1.0303 |
| S1 |
1.0326 |
1.0294 |
|