CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 03-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2024 |
03-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0644 |
1.0615 |
-0.0030 |
-0.3% |
1.0573 |
| High |
1.0644 |
1.0641 |
-0.0003 |
0.0% |
1.0692 |
| Low |
1.0580 |
1.0611 |
0.0031 |
0.3% |
1.0572 |
| Close |
1.0602 |
1.0612 |
0.0011 |
0.1% |
1.0679 |
| Range |
0.0064 |
0.0031 |
-0.0034 |
-52.3% |
0.0120 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
30 |
38 |
8 |
26.7% |
188 |
|
| Daily Pivots for day following 03-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0713 |
1.0693 |
1.0629 |
|
| R3 |
1.0682 |
1.0662 |
1.0620 |
|
| R2 |
1.0652 |
1.0652 |
1.0618 |
|
| R1 |
1.0632 |
1.0632 |
1.0615 |
1.0627 |
| PP |
1.0621 |
1.0621 |
1.0621 |
1.0619 |
| S1 |
1.0601 |
1.0601 |
1.0609 |
1.0596 |
| S2 |
1.0591 |
1.0591 |
1.0606 |
|
| S3 |
1.0560 |
1.0571 |
1.0604 |
|
| S4 |
1.0530 |
1.0540 |
1.0595 |
|
|
| 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% |
0.0059 |
0.6% |
33% |
False |
False |
45 |
| 10 |
1.0710 |
1.0507 |
0.0204 |
1.9% |
0.0057 |
0.5% |
52% |
False |
False |
33 |
| 20 |
1.1050 |
1.0507 |
0.0544 |
5.1% |
0.0062 |
0.6% |
19% |
False |
False |
43 |
| 40 |
1.1090 |
1.0507 |
0.0584 |
5.5% |
0.0043 |
0.4% |
18% |
False |
False |
33 |
| 60 |
1.1308 |
1.0507 |
0.0802 |
7.6% |
0.0038 |
0.4% |
13% |
False |
False |
66 |
| 80 |
1.1327 |
1.0507 |
0.0820 |
7.7% |
0.0033 |
0.3% |
13% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0771 |
|
2.618 |
1.0721 |
|
1.618 |
1.0690 |
|
1.000 |
1.0672 |
|
0.618 |
1.0660 |
|
HIGH |
1.0641 |
|
0.618 |
1.0629 |
|
0.500 |
1.0626 |
|
0.382 |
1.0622 |
|
LOW |
1.0611 |
|
0.618 |
1.0592 |
|
1.000 |
1.0580 |
|
1.618 |
1.0561 |
|
2.618 |
1.0531 |
|
4.250 |
1.0481 |
|
|
| Fisher Pivots for day following 03-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0626 |
1.0636 |
| PP |
1.0621 |
1.0628 |
| S1 |
1.0617 |
1.0620 |
|