CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 04-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2024 |
04-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0615 |
1.0618 |
0.0003 |
0.0% |
1.0573 |
| High |
1.0641 |
1.0635 |
-0.0006 |
-0.1% |
1.0692 |
| Low |
1.0611 |
1.0593 |
-0.0018 |
-0.2% |
1.0572 |
| Close |
1.0612 |
1.0619 |
0.0007 |
0.1% |
1.0679 |
| Range |
0.0031 |
0.0042 |
0.0012 |
37.7% |
0.0120 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
38 |
270 |
232 |
610.5% |
188 |
|
| Daily Pivots for day following 04-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0742 |
1.0722 |
1.0642 |
|
| R3 |
1.0700 |
1.0680 |
1.0630 |
|
| R2 |
1.0658 |
1.0658 |
1.0626 |
|
| R1 |
1.0638 |
1.0638 |
1.0622 |
1.0648 |
| PP |
1.0616 |
1.0616 |
1.0616 |
1.0620 |
| S1 |
1.0596 |
1.0596 |
1.0615 |
1.0606 |
| S2 |
1.0574 |
1.0574 |
1.0611 |
|
| S3 |
1.0532 |
1.0554 |
1.0607 |
|
| S4 |
1.0490 |
1.0512 |
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 |
1.0580 |
0.0112 |
1.1% |
0.0057 |
0.5% |
34% |
False |
False |
83 |
| 10 |
1.0692 |
1.0507 |
0.0186 |
1.7% |
0.0060 |
0.6% |
60% |
False |
False |
59 |
| 20 |
1.0955 |
1.0507 |
0.0449 |
4.2% |
0.0062 |
0.6% |
25% |
False |
False |
56 |
| 40 |
1.1079 |
1.0507 |
0.0572 |
5.4% |
0.0044 |
0.4% |
20% |
False |
False |
39 |
| 60 |
1.1308 |
1.0507 |
0.0802 |
7.5% |
0.0038 |
0.4% |
14% |
False |
False |
69 |
| 80 |
1.1327 |
1.0507 |
0.0820 |
7.7% |
0.0034 |
0.3% |
14% |
False |
False |
79 |
| 100 |
1.1327 |
1.0507 |
0.0820 |
7.7% |
0.0030 |
0.3% |
14% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0814 |
|
2.618 |
1.0745 |
|
1.618 |
1.0703 |
|
1.000 |
1.0677 |
|
0.618 |
1.0661 |
|
HIGH |
1.0635 |
|
0.618 |
1.0619 |
|
0.500 |
1.0614 |
|
0.382 |
1.0609 |
|
LOW |
1.0593 |
|
0.618 |
1.0567 |
|
1.000 |
1.0551 |
|
1.618 |
1.0525 |
|
2.618 |
1.0483 |
|
4.250 |
1.0415 |
|
|
| Fisher Pivots for day following 04-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0617 |
1.0616 |
| PP |
1.0616 |
1.0614 |
| S1 |
1.0614 |
1.0612 |
|