CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 21-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2025 |
21-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0327 |
1.0302 |
-0.0025 |
-0.2% |
1.0274 |
| High |
1.0357 |
1.0461 |
0.0104 |
1.0% |
1.0383 |
| Low |
1.0291 |
1.0292 |
0.0001 |
0.0% |
1.0205 |
| Close |
1.0303 |
1.0444 |
0.0142 |
1.4% |
1.0303 |
| Range |
0.0066 |
0.0169 |
0.0103 |
156.1% |
0.0178 |
| ATR |
0.0081 |
0.0087 |
0.0006 |
7.8% |
0.0000 |
| Volume |
185,929 |
472,010 |
286,081 |
153.9% |
1,005,697 |
|
| Daily Pivots for day following 21-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0906 |
1.0844 |
1.0537 |
|
| R3 |
1.0737 |
1.0675 |
1.0490 |
|
| R2 |
1.0568 |
1.0568 |
1.0475 |
|
| R1 |
1.0506 |
1.0506 |
1.0459 |
1.0537 |
| PP |
1.0399 |
1.0399 |
1.0399 |
1.0415 |
| S1 |
1.0337 |
1.0337 |
1.0429 |
1.0368 |
| S2 |
1.0230 |
1.0230 |
1.0413 |
|
| S3 |
1.0061 |
1.0168 |
1.0398 |
|
| S4 |
0.9892 |
0.9999 |
1.0351 |
|
|
| 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 |
1.0461 |
1.0267 |
0.0195 |
1.9% |
0.0092 |
0.9% |
91% |
True |
False |
255,252 |
| 10 |
1.0466 |
1.0205 |
0.0261 |
2.5% |
0.0085 |
0.8% |
92% |
False |
False |
219,246 |
| 20 |
1.0494 |
1.0205 |
0.0289 |
2.8% |
0.0081 |
0.8% |
83% |
False |
False |
195,035 |
| 40 |
1.0678 |
1.0205 |
0.0473 |
4.5% |
0.0084 |
0.8% |
51% |
False |
False |
153,060 |
| 60 |
1.1000 |
1.0205 |
0.0796 |
7.6% |
0.0082 |
0.8% |
30% |
False |
False |
102,740 |
| 80 |
1.1278 |
1.0205 |
0.1073 |
10.3% |
0.0075 |
0.7% |
22% |
False |
False |
77,224 |
| 100 |
1.1282 |
1.0205 |
0.1078 |
10.3% |
0.0069 |
0.7% |
22% |
False |
False |
61,901 |
| 120 |
1.1292 |
1.0205 |
0.1088 |
10.4% |
0.0063 |
0.6% |
22% |
False |
False |
51,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1179 |
|
2.618 |
1.0903 |
|
1.618 |
1.0734 |
|
1.000 |
1.0630 |
|
0.618 |
1.0565 |
|
HIGH |
1.0461 |
|
0.618 |
1.0396 |
|
0.500 |
1.0377 |
|
0.382 |
1.0357 |
|
LOW |
1.0292 |
|
0.618 |
1.0188 |
|
1.000 |
1.0123 |
|
1.618 |
1.0019 |
|
2.618 |
0.9850 |
|
4.250 |
0.9574 |
|
|
| Fisher Pivots for day following 21-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0422 |
1.0421 |
| PP |
1.0399 |
1.0397 |
| S1 |
1.0377 |
1.0374 |
|