CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 22-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2025 |
22-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0302 |
1.0451 |
0.0149 |
1.4% |
1.0274 |
| High |
1.0461 |
1.0483 |
0.0022 |
0.2% |
1.0383 |
| Low |
1.0292 |
1.0418 |
0.0126 |
1.2% |
1.0205 |
| Close |
1.0444 |
1.0446 |
0.0002 |
0.0% |
1.0303 |
| Range |
0.0169 |
0.0065 |
-0.0104 |
-61.5% |
0.0178 |
| ATR |
0.0087 |
0.0086 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
472,010 |
185,043 |
-286,967 |
-60.8% |
1,005,697 |
|
| Daily Pivots for day following 22-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0644 |
1.0610 |
1.0481 |
|
| R3 |
1.0579 |
1.0545 |
1.0463 |
|
| R2 |
1.0514 |
1.0514 |
1.0457 |
|
| R1 |
1.0480 |
1.0480 |
1.0451 |
1.0464 |
| PP |
1.0449 |
1.0449 |
1.0449 |
1.0441 |
| S1 |
1.0415 |
1.0415 |
1.0440 |
1.0399 |
| S2 |
1.0384 |
1.0384 |
1.0434 |
|
| S3 |
1.0319 |
1.0350 |
1.0428 |
|
| S4 |
1.0254 |
1.0285 |
1.0410 |
|
|
| 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 |
1.0483 |
1.0285 |
0.0198 |
1.9% |
0.0091 |
0.9% |
81% |
True |
False |
248,280 |
| 10 |
1.0483 |
1.0205 |
0.0279 |
2.7% |
0.0082 |
0.8% |
87% |
True |
False |
218,876 |
| 20 |
1.0494 |
1.0205 |
0.0289 |
2.8% |
0.0079 |
0.8% |
83% |
False |
False |
191,994 |
| 40 |
1.0678 |
1.0205 |
0.0473 |
4.5% |
0.0083 |
0.8% |
51% |
False |
False |
157,504 |
| 60 |
1.1000 |
1.0205 |
0.0796 |
7.6% |
0.0083 |
0.8% |
30% |
False |
False |
105,814 |
| 80 |
1.1278 |
1.0205 |
0.1073 |
10.3% |
0.0075 |
0.7% |
22% |
False |
False |
79,532 |
| 100 |
1.1282 |
1.0205 |
0.1078 |
10.3% |
0.0070 |
0.7% |
22% |
False |
False |
63,751 |
| 120 |
1.1292 |
1.0205 |
0.1088 |
10.4% |
0.0064 |
0.6% |
22% |
False |
False |
53,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0759 |
|
2.618 |
1.0653 |
|
1.618 |
1.0588 |
|
1.000 |
1.0548 |
|
0.618 |
1.0523 |
|
HIGH |
1.0483 |
|
0.618 |
1.0458 |
|
0.500 |
1.0451 |
|
0.382 |
1.0443 |
|
LOW |
1.0418 |
|
0.618 |
1.0378 |
|
1.000 |
1.0353 |
|
1.618 |
1.0313 |
|
2.618 |
1.0248 |
|
4.250 |
1.0142 |
|
|
| Fisher Pivots for day following 22-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0451 |
1.0426 |
| PP |
1.0449 |
1.0407 |
| S1 |
1.0447 |
1.0387 |
|