CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 05-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2024 |
05-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0618 |
1.0638 |
0.0020 |
0.2% |
1.0573 |
| High |
1.0635 |
1.0691 |
0.0056 |
0.5% |
1.0692 |
| Low |
1.0593 |
1.0638 |
0.0045 |
0.4% |
1.0572 |
| Close |
1.0619 |
1.0691 |
0.0073 |
0.7% |
1.0679 |
| Range |
0.0042 |
0.0054 |
0.0012 |
27.4% |
0.0120 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.0% |
0.0000 |
| Volume |
270 |
25 |
-245 |
-90.7% |
188 |
|
| Daily Pivots for day following 05-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0834 |
1.0816 |
1.0720 |
|
| R3 |
1.0780 |
1.0762 |
1.0706 |
|
| R2 |
1.0727 |
1.0727 |
1.0701 |
|
| R1 |
1.0709 |
1.0709 |
1.0696 |
1.0718 |
| PP |
1.0673 |
1.0673 |
1.0673 |
1.0678 |
| S1 |
1.0655 |
1.0655 |
1.0686 |
1.0664 |
| S2 |
1.0620 |
1.0620 |
1.0681 |
|
| S3 |
1.0566 |
1.0602 |
1.0676 |
|
| S4 |
1.0513 |
1.0548 |
1.0662 |
|
|
| 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 |
1.0% |
0.0047 |
0.4% |
99% |
False |
False |
83 |
| 10 |
1.0692 |
1.0507 |
0.0186 |
1.7% |
0.0059 |
0.6% |
99% |
False |
False |
60 |
| 20 |
1.0928 |
1.0507 |
0.0421 |
3.9% |
0.0057 |
0.5% |
44% |
False |
False |
53 |
| 40 |
1.1062 |
1.0507 |
0.0556 |
5.2% |
0.0045 |
0.4% |
33% |
False |
False |
39 |
| 60 |
1.1308 |
1.0507 |
0.0802 |
7.5% |
0.0039 |
0.4% |
23% |
False |
False |
70 |
| 80 |
1.1327 |
1.0507 |
0.0820 |
7.7% |
0.0034 |
0.3% |
23% |
False |
False |
79 |
| 100 |
1.1327 |
1.0507 |
0.0820 |
7.7% |
0.0030 |
0.3% |
23% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0918 |
|
2.618 |
1.0831 |
|
1.618 |
1.0778 |
|
1.000 |
1.0745 |
|
0.618 |
1.0724 |
|
HIGH |
1.0691 |
|
0.618 |
1.0671 |
|
0.500 |
1.0664 |
|
0.382 |
1.0658 |
|
LOW |
1.0638 |
|
0.618 |
1.0604 |
|
1.000 |
1.0584 |
|
1.618 |
1.0551 |
|
2.618 |
1.0497 |
|
4.250 |
1.0410 |
|
|
| Fisher Pivots for day following 05-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0682 |
1.0675 |
| PP |
1.0673 |
1.0658 |
| S1 |
1.0664 |
1.0642 |
|