CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 23-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2025 |
23-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0451 |
1.0435 |
-0.0016 |
-0.2% |
1.0274 |
| High |
1.0483 |
1.0462 |
-0.0021 |
-0.2% |
1.0383 |
| Low |
1.0418 |
1.0396 |
-0.0023 |
-0.2% |
1.0205 |
| Close |
1.0446 |
1.0448 |
0.0002 |
0.0% |
1.0303 |
| Range |
0.0065 |
0.0067 |
0.0002 |
2.3% |
0.0178 |
| ATR |
0.0086 |
0.0084 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
185,043 |
200,481 |
15,438 |
8.3% |
1,005,697 |
|
| Daily Pivots for day following 23-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0635 |
1.0608 |
1.0484 |
|
| R3 |
1.0568 |
1.0541 |
1.0466 |
|
| R2 |
1.0502 |
1.0502 |
1.0460 |
|
| R1 |
1.0475 |
1.0475 |
1.0454 |
1.0488 |
| PP |
1.0435 |
1.0435 |
1.0435 |
1.0442 |
| S1 |
1.0408 |
1.0408 |
1.0441 |
1.0422 |
| S2 |
1.0369 |
1.0369 |
1.0435 |
|
| S3 |
1.0302 |
1.0342 |
1.0429 |
|
| S4 |
1.0236 |
1.0275 |
1.0411 |
|
|
| 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 |
1.0287 |
0.0197 |
1.9% |
0.0084 |
0.8% |
82% |
False |
False |
246,905 |
| 10 |
1.0483 |
1.0205 |
0.0279 |
2.7% |
0.0080 |
0.8% |
87% |
False |
False |
220,128 |
| 20 |
1.0494 |
1.0205 |
0.0289 |
2.8% |
0.0080 |
0.8% |
84% |
False |
False |
194,177 |
| 40 |
1.0678 |
1.0205 |
0.0473 |
4.5% |
0.0081 |
0.8% |
51% |
False |
False |
162,238 |
| 60 |
1.1000 |
1.0205 |
0.0796 |
7.6% |
0.0083 |
0.8% |
31% |
False |
False |
109,144 |
| 80 |
1.1278 |
1.0205 |
0.1073 |
10.3% |
0.0075 |
0.7% |
23% |
False |
False |
82,030 |
| 100 |
1.1282 |
1.0205 |
0.1078 |
10.3% |
0.0070 |
0.7% |
23% |
False |
False |
65,756 |
| 120 |
1.1292 |
1.0205 |
0.1088 |
10.4% |
0.0064 |
0.6% |
22% |
False |
False |
54,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0745 |
|
2.618 |
1.0636 |
|
1.618 |
1.0570 |
|
1.000 |
1.0529 |
|
0.618 |
1.0503 |
|
HIGH |
1.0462 |
|
0.618 |
1.0437 |
|
0.500 |
1.0429 |
|
0.382 |
1.0421 |
|
LOW |
1.0396 |
|
0.618 |
1.0354 |
|
1.000 |
1.0329 |
|
1.618 |
1.0288 |
|
2.618 |
1.0221 |
|
4.250 |
1.0113 |
|
|
| Fisher Pivots for day following 23-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0441 |
1.0428 |
| PP |
1.0435 |
1.0408 |
| S1 |
1.0429 |
1.0388 |
|