CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 27-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2025 |
27-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0441 |
1.0510 |
0.0069 |
0.7% |
1.0302 |
| High |
1.0546 |
1.0558 |
0.0012 |
0.1% |
1.0546 |
| Low |
1.0436 |
1.0478 |
0.0042 |
0.4% |
1.0292 |
| Close |
1.0520 |
1.0516 |
-0.0004 |
0.0% |
1.0520 |
| Range |
0.0110 |
0.0080 |
-0.0030 |
-27.3% |
0.0254 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
250,653 |
193,625 |
-57,028 |
-22.8% |
1,108,187 |
|
| Daily Pivots for day following 27-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0757 |
1.0717 |
1.0560 |
|
| R3 |
1.0677 |
1.0637 |
1.0538 |
|
| R2 |
1.0597 |
1.0597 |
1.0531 |
|
| R1 |
1.0557 |
1.0557 |
1.0523 |
1.0577 |
| PP |
1.0517 |
1.0517 |
1.0517 |
1.0527 |
| S1 |
1.0477 |
1.0477 |
1.0509 |
1.0497 |
| S2 |
1.0437 |
1.0437 |
1.0501 |
|
| S3 |
1.0357 |
1.0397 |
1.0494 |
|
| S4 |
1.0277 |
1.0317 |
1.0472 |
|
|
| Weekly Pivots for week ending 24-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1213 |
1.1120 |
1.0659 |
|
| R3 |
1.0959 |
1.0866 |
1.0589 |
|
| R2 |
1.0706 |
1.0706 |
1.0566 |
|
| R1 |
1.0613 |
1.0613 |
1.0543 |
1.0659 |
| PP |
1.0452 |
1.0452 |
1.0452 |
1.0476 |
| S1 |
1.0359 |
1.0359 |
1.0496 |
1.0406 |
| S2 |
1.0199 |
1.0199 |
1.0473 |
|
| S3 |
0.9945 |
1.0106 |
1.0450 |
|
| S4 |
0.9692 |
0.9852 |
1.0380 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0558 |
1.0292 |
0.0266 |
2.5% |
0.0098 |
0.9% |
84% |
True |
False |
260,362 |
| 10 |
1.0558 |
1.0205 |
0.0353 |
3.4% |
0.0085 |
0.8% |
88% |
True |
False |
230,750 |
| 20 |
1.0558 |
1.0205 |
0.0353 |
3.4% |
0.0086 |
0.8% |
88% |
True |
False |
209,922 |
| 40 |
1.0678 |
1.0205 |
0.0473 |
4.5% |
0.0080 |
0.8% |
66% |
False |
False |
173,105 |
| 60 |
1.1000 |
1.0205 |
0.0796 |
7.6% |
0.0085 |
0.8% |
39% |
False |
False |
116,464 |
| 80 |
1.1151 |
1.0205 |
0.0946 |
9.0% |
0.0075 |
0.7% |
33% |
False |
False |
87,561 |
| 100 |
1.1282 |
1.0205 |
0.1078 |
10.2% |
0.0071 |
0.7% |
29% |
False |
False |
70,189 |
| 120 |
1.1292 |
1.0205 |
0.1088 |
10.3% |
0.0064 |
0.6% |
29% |
False |
False |
58,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0898 |
|
2.618 |
1.0767 |
|
1.618 |
1.0687 |
|
1.000 |
1.0638 |
|
0.618 |
1.0607 |
|
HIGH |
1.0558 |
|
0.618 |
1.0527 |
|
0.500 |
1.0518 |
|
0.382 |
1.0508 |
|
LOW |
1.0478 |
|
0.618 |
1.0428 |
|
1.000 |
1.0398 |
|
1.618 |
1.0348 |
|
2.618 |
1.0268 |
|
4.250 |
1.0138 |
|
|
| Fisher Pivots for day following 27-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0518 |
1.0503 |
| PP |
1.0517 |
1.0490 |
| S1 |
1.0517 |
1.0477 |
|