CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 17-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2025 |
17-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0316 |
1.0327 |
0.0011 |
0.1% |
1.0274 |
| High |
1.0342 |
1.0357 |
0.0016 |
0.1% |
1.0383 |
| Low |
1.0287 |
1.0291 |
0.0005 |
0.0% |
1.0205 |
| Close |
1.0328 |
1.0303 |
-0.0026 |
-0.2% |
1.0303 |
| Range |
0.0055 |
0.0066 |
0.0011 |
20.0% |
0.0178 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
191,064 |
185,929 |
-5,135 |
-2.7% |
1,005,697 |
|
| Daily Pivots for day following 17-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0515 |
1.0475 |
1.0339 |
|
| R3 |
1.0449 |
1.0409 |
1.0321 |
|
| R2 |
1.0383 |
1.0383 |
1.0315 |
|
| R1 |
1.0343 |
1.0343 |
1.0309 |
1.0330 |
| PP |
1.0317 |
1.0317 |
1.0317 |
1.0310 |
| S1 |
1.0277 |
1.0277 |
1.0296 |
1.0264 |
| S2 |
1.0251 |
1.0251 |
1.0290 |
|
| S3 |
1.0185 |
1.0211 |
1.0284 |
|
| S4 |
1.0119 |
1.0145 |
1.0266 |
|
|
| Weekly Pivots for week ending 17-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0831 |
1.0745 |
1.0400 |
|
| R3 |
1.0653 |
1.0567 |
1.0351 |
|
| R2 |
1.0475 |
1.0475 |
1.0335 |
|
| R1 |
1.0389 |
1.0389 |
1.0319 |
1.0432 |
| PP |
1.0297 |
1.0297 |
1.0297 |
1.0318 |
| S1 |
1.0211 |
1.0211 |
1.0286 |
1.0254 |
| S2 |
1.0119 |
1.0119 |
1.0270 |
|
| S3 |
0.9941 |
1.0033 |
1.0254 |
|
| S4 |
0.9763 |
0.9855 |
1.0205 |
|
|
| 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% |
0.0073 |
0.7% |
55% |
False |
False |
201,139 |
| 10 |
1.0469 |
1.0205 |
0.0264 |
2.6% |
0.0082 |
0.8% |
37% |
False |
False |
200,007 |
| 20 |
1.0494 |
1.0205 |
0.0289 |
2.8% |
0.0077 |
0.7% |
34% |
False |
False |
185,191 |
| 40 |
1.0678 |
1.0205 |
0.0473 |
4.6% |
0.0082 |
0.8% |
21% |
False |
False |
141,323 |
| 60 |
1.1000 |
1.0205 |
0.0796 |
7.7% |
0.0080 |
0.8% |
12% |
False |
False |
94,885 |
| 80 |
1.1282 |
1.0205 |
0.1078 |
10.5% |
0.0074 |
0.7% |
9% |
False |
False |
71,332 |
| 100 |
1.1282 |
1.0205 |
0.1078 |
10.5% |
0.0068 |
0.7% |
9% |
False |
False |
57,181 |
| 120 |
1.1292 |
1.0205 |
0.1088 |
10.6% |
0.0062 |
0.6% |
9% |
False |
False |
47,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0638 |
|
2.618 |
1.0530 |
|
1.618 |
1.0464 |
|
1.000 |
1.0423 |
|
0.618 |
1.0398 |
|
HIGH |
1.0357 |
|
0.618 |
1.0332 |
|
0.500 |
1.0324 |
|
0.382 |
1.0316 |
|
LOW |
1.0291 |
|
0.618 |
1.0250 |
|
1.000 |
1.0225 |
|
1.618 |
1.0184 |
|
2.618 |
1.0118 |
|
4.250 |
1.0011 |
|
|
| Fisher Pivots for day following 17-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0324 |
1.0334 |
| PP |
1.0317 |
1.0323 |
| S1 |
1.0310 |
1.0313 |
|