CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 06-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2024 |
06-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0638 |
1.0684 |
0.0046 |
0.4% |
1.0644 |
| High |
1.0691 |
1.0704 |
0.0013 |
0.1% |
1.0704 |
| Low |
1.0638 |
1.0655 |
0.0017 |
0.2% |
1.0580 |
| Close |
1.0691 |
1.0655 |
-0.0037 |
-0.3% |
1.0655 |
| Range |
0.0054 |
0.0050 |
-0.0004 |
-7.5% |
0.0124 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
25 |
26 |
1 |
4.0% |
389 |
|
| Daily Pivots for day following 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0820 |
1.0787 |
1.0682 |
|
| R3 |
1.0770 |
1.0737 |
1.0668 |
|
| R2 |
1.0721 |
1.0721 |
1.0664 |
|
| R1 |
1.0688 |
1.0688 |
1.0659 |
1.0679 |
| PP |
1.0671 |
1.0671 |
1.0671 |
1.0667 |
| S1 |
1.0638 |
1.0638 |
1.0650 |
1.0630 |
| S2 |
1.0622 |
1.0622 |
1.0645 |
|
| S3 |
1.0572 |
1.0589 |
1.0641 |
|
| S4 |
1.0523 |
1.0539 |
1.0627 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1018 |
1.0960 |
1.0723 |
|
| R3 |
1.0894 |
1.0836 |
1.0689 |
|
| R2 |
1.0770 |
1.0770 |
1.0677 |
|
| R1 |
1.0712 |
1.0712 |
1.0666 |
1.0741 |
| PP |
1.0646 |
1.0646 |
1.0646 |
1.0661 |
| S1 |
1.0588 |
1.0588 |
1.0643 |
1.0617 |
| S2 |
1.0522 |
1.0522 |
1.0632 |
|
| S3 |
1.0398 |
1.0464 |
1.0620 |
|
| S4 |
1.0274 |
1.0340 |
1.0586 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0704 |
1.0580 |
0.0124 |
1.2% |
0.0048 |
0.4% |
60% |
True |
False |
77 |
| 10 |
1.0704 |
1.0507 |
0.0198 |
1.9% |
0.0058 |
0.5% |
75% |
True |
False |
61 |
| 20 |
1.0916 |
1.0507 |
0.0410 |
3.8% |
0.0057 |
0.5% |
36% |
False |
False |
53 |
| 40 |
1.1062 |
1.0507 |
0.0556 |
5.2% |
0.0045 |
0.4% |
27% |
False |
False |
39 |
| 60 |
1.1308 |
1.0507 |
0.0802 |
7.5% |
0.0039 |
0.4% |
18% |
False |
False |
63 |
| 80 |
1.1327 |
1.0507 |
0.0820 |
7.7% |
0.0035 |
0.3% |
18% |
False |
False |
77 |
| 100 |
1.1327 |
1.0507 |
0.0820 |
7.7% |
0.0031 |
0.3% |
18% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0914 |
|
2.618 |
1.0834 |
|
1.618 |
1.0784 |
|
1.000 |
1.0754 |
|
0.618 |
1.0735 |
|
HIGH |
1.0704 |
|
0.618 |
1.0685 |
|
0.500 |
1.0679 |
|
0.382 |
1.0673 |
|
LOW |
1.0655 |
|
0.618 |
1.0624 |
|
1.000 |
1.0605 |
|
1.618 |
1.0574 |
|
2.618 |
1.0525 |
|
4.250 |
1.0444 |
|
|
| Fisher Pivots for day following 06-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0679 |
1.0653 |
| PP |
1.0671 |
1.0651 |
| S1 |
1.0663 |
1.0649 |
|