CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 16-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2025 |
16-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0335 |
1.0316 |
-0.0019 |
-0.2% |
1.0335 |
| High |
1.0383 |
1.0342 |
-0.0041 |
-0.4% |
1.0469 |
| Low |
1.0285 |
1.0287 |
0.0002 |
0.0% |
1.0242 |
| Close |
1.0322 |
1.0328 |
0.0007 |
0.1% |
1.0274 |
| Range |
0.0098 |
0.0055 |
-0.0043 |
-43.6% |
0.0227 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
207,355 |
191,064 |
-16,291 |
-7.9% |
994,378 |
|
| Daily Pivots for day following 16-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0484 |
1.0461 |
1.0358 |
|
| R3 |
1.0429 |
1.0406 |
1.0343 |
|
| R2 |
1.0374 |
1.0374 |
1.0338 |
|
| R1 |
1.0351 |
1.0351 |
1.0333 |
1.0362 |
| PP |
1.0319 |
1.0319 |
1.0319 |
1.0324 |
| S1 |
1.0296 |
1.0296 |
1.0323 |
1.0307 |
| S2 |
1.0264 |
1.0264 |
1.0318 |
|
| S3 |
1.0209 |
1.0241 |
1.0313 |
|
| S4 |
1.0154 |
1.0186 |
1.0298 |
|
|
| 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% |
0.0079 |
0.8% |
69% |
False |
False |
212,730 |
| 10 |
1.0469 |
1.0205 |
0.0264 |
2.6% |
0.0080 |
0.8% |
47% |
False |
False |
198,908 |
| 20 |
1.0555 |
1.0205 |
0.0350 |
3.4% |
0.0082 |
0.8% |
35% |
False |
False |
188,442 |
| 40 |
1.0678 |
1.0205 |
0.0473 |
4.6% |
0.0082 |
0.8% |
26% |
False |
False |
136,744 |
| 60 |
1.1000 |
1.0205 |
0.0796 |
7.7% |
0.0080 |
0.8% |
16% |
False |
False |
91,806 |
| 80 |
1.1282 |
1.0205 |
0.1078 |
10.4% |
0.0074 |
0.7% |
11% |
False |
False |
69,015 |
| 100 |
1.1282 |
1.0205 |
0.1078 |
10.4% |
0.0067 |
0.7% |
11% |
False |
False |
55,323 |
| 120 |
1.1292 |
1.0205 |
0.1088 |
10.5% |
0.0062 |
0.6% |
11% |
False |
False |
46,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0575 |
|
2.618 |
1.0485 |
|
1.618 |
1.0430 |
|
1.000 |
1.0397 |
|
0.618 |
1.0375 |
|
HIGH |
1.0342 |
|
0.618 |
1.0320 |
|
0.500 |
1.0314 |
|
0.382 |
1.0308 |
|
LOW |
1.0287 |
|
0.618 |
1.0253 |
|
1.000 |
1.0232 |
|
1.618 |
1.0198 |
|
2.618 |
1.0143 |
|
4.250 |
1.0053 |
|
|
| Fisher Pivots for day following 16-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0323 |
1.0327 |
| PP |
1.0319 |
1.0326 |
| S1 |
1.0314 |
1.0325 |
|