CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 02-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2024 |
02-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0645 |
1.0644 |
-0.0001 |
0.0% |
1.0573 |
| High |
1.0692 |
1.0644 |
-0.0048 |
-0.4% |
1.0692 |
| Low |
1.0645 |
1.0580 |
-0.0065 |
-0.6% |
1.0572 |
| Close |
1.0679 |
1.0602 |
-0.0077 |
-0.7% |
1.0679 |
| Range |
0.0047 |
0.0064 |
0.0017 |
36.2% |
0.0120 |
| ATR |
0.0064 |
0.0067 |
0.0002 |
3.8% |
0.0000 |
| Volume |
55 |
30 |
-25 |
-45.5% |
188 |
|
| Daily Pivots for day following 02-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0801 |
1.0765 |
1.0637 |
|
| R3 |
1.0737 |
1.0701 |
1.0619 |
|
| R2 |
1.0673 |
1.0673 |
1.0613 |
|
| R1 |
1.0637 |
1.0637 |
1.0607 |
1.0623 |
| PP |
1.0609 |
1.0609 |
1.0609 |
1.0601 |
| S1 |
1.0573 |
1.0573 |
1.0596 |
1.0559 |
| S2 |
1.0545 |
1.0545 |
1.0590 |
|
| S3 |
1.0481 |
1.0509 |
1.0584 |
|
| S4 |
1.0417 |
1.0445 |
1.0566 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1008 |
1.0963 |
1.0745 |
|
| R3 |
1.0888 |
1.0843 |
1.0712 |
|
| R2 |
1.0768 |
1.0768 |
1.0701 |
|
| R1 |
1.0723 |
1.0723 |
1.0690 |
1.0745 |
| PP |
1.0648 |
1.0648 |
1.0648 |
1.0659 |
| S1 |
1.0603 |
1.0603 |
1.0668 |
1.0625 |
| S2 |
1.0528 |
1.0528 |
1.0657 |
|
| S3 |
1.0408 |
1.0483 |
1.0646 |
|
| S4 |
1.0288 |
1.0363 |
1.0613 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0692 |
1.0572 |
0.0120 |
1.1% |
0.0065 |
0.6% |
25% |
False |
False |
43 |
| 10 |
1.0712 |
1.0507 |
0.0206 |
1.9% |
0.0059 |
0.6% |
46% |
False |
False |
39 |
| 20 |
1.1050 |
1.0507 |
0.0544 |
5.1% |
0.0061 |
0.6% |
17% |
False |
False |
43 |
| 40 |
1.1090 |
1.0507 |
0.0584 |
5.5% |
0.0042 |
0.4% |
16% |
False |
False |
32 |
| 60 |
1.1308 |
1.0507 |
0.0802 |
7.6% |
0.0038 |
0.4% |
12% |
False |
False |
68 |
| 80 |
1.1327 |
1.0507 |
0.0820 |
7.7% |
0.0033 |
0.3% |
12% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0916 |
|
2.618 |
1.0812 |
|
1.618 |
1.0748 |
|
1.000 |
1.0708 |
|
0.618 |
1.0684 |
|
HIGH |
1.0644 |
|
0.618 |
1.0620 |
|
0.500 |
1.0612 |
|
0.382 |
1.0604 |
|
LOW |
1.0580 |
|
0.618 |
1.0540 |
|
1.000 |
1.0516 |
|
1.618 |
1.0476 |
|
2.618 |
1.0412 |
|
4.250 |
1.0308 |
|
|
| Fisher Pivots for day following 02-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0612 |
1.0636 |
| PP |
1.0609 |
1.0625 |
| S1 |
1.0605 |
1.0613 |
|