CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 28-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2025 |
28-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0510 |
1.0515 |
0.0005 |
0.0% |
1.0302 |
| High |
1.0558 |
1.0515 |
-0.0043 |
-0.4% |
1.0546 |
| Low |
1.0478 |
1.0437 |
-0.0041 |
-0.4% |
1.0292 |
| Close |
1.0516 |
1.0459 |
-0.0058 |
-0.5% |
1.0520 |
| Range |
0.0080 |
0.0078 |
-0.0002 |
-2.5% |
0.0254 |
| ATR |
0.0086 |
0.0085 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
193,625 |
176,625 |
-17,000 |
-8.8% |
1,108,187 |
|
| Daily Pivots for day following 28-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0704 |
1.0659 |
1.0501 |
|
| R3 |
1.0626 |
1.0581 |
1.0480 |
|
| R2 |
1.0548 |
1.0548 |
1.0473 |
|
| R1 |
1.0503 |
1.0503 |
1.0466 |
1.0487 |
| PP |
1.0470 |
1.0470 |
1.0470 |
1.0462 |
| S1 |
1.0425 |
1.0425 |
1.0451 |
1.0409 |
| S2 |
1.0392 |
1.0392 |
1.0444 |
|
| S3 |
1.0314 |
1.0347 |
1.0437 |
|
| S4 |
1.0236 |
1.0269 |
1.0416 |
|
|
| 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 |
1.0396 |
0.0162 |
1.5% |
0.0080 |
0.8% |
39% |
False |
False |
201,285 |
| 10 |
1.0558 |
1.0267 |
0.0291 |
2.8% |
0.0086 |
0.8% |
66% |
False |
False |
228,269 |
| 20 |
1.0558 |
1.0205 |
0.0353 |
3.4% |
0.0088 |
0.8% |
72% |
False |
False |
211,703 |
| 40 |
1.0678 |
1.0205 |
0.0473 |
4.5% |
0.0079 |
0.8% |
54% |
False |
False |
177,339 |
| 60 |
1.1000 |
1.0205 |
0.0796 |
7.6% |
0.0085 |
0.8% |
32% |
False |
False |
119,377 |
| 80 |
1.1119 |
1.0205 |
0.0915 |
8.7% |
0.0075 |
0.7% |
28% |
False |
False |
89,765 |
| 100 |
1.1282 |
1.0205 |
0.1078 |
10.3% |
0.0071 |
0.7% |
24% |
False |
False |
71,955 |
| 120 |
1.1292 |
1.0205 |
0.1088 |
10.4% |
0.0065 |
0.6% |
23% |
False |
False |
59,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0847 |
|
2.618 |
1.0719 |
|
1.618 |
1.0641 |
|
1.000 |
1.0593 |
|
0.618 |
1.0563 |
|
HIGH |
1.0515 |
|
0.618 |
1.0485 |
|
0.500 |
1.0476 |
|
0.382 |
1.0467 |
|
LOW |
1.0437 |
|
0.618 |
1.0389 |
|
1.000 |
1.0359 |
|
1.618 |
1.0311 |
|
2.618 |
1.0233 |
|
4.250 |
1.0106 |
|
|
| Fisher Pivots for day following 28-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0476 |
1.0497 |
| PP |
1.0470 |
1.0484 |
| S1 |
1.0464 |
1.0471 |
|