CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 12-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2024 |
12-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0601 |
1.0599 |
-0.0003 |
0.0% |
1.0644 |
| High |
1.0611 |
1.0622 |
0.0011 |
0.1% |
1.0704 |
| Low |
1.0583 |
1.0562 |
-0.0021 |
-0.2% |
1.0580 |
| Close |
1.0591 |
1.0569 |
-0.0022 |
-0.2% |
1.0655 |
| Range |
0.0028 |
0.0060 |
0.0032 |
116.4% |
0.0124 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
772 |
95 |
-677 |
-87.7% |
389 |
|
| Daily Pivots for day following 12-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0763 |
1.0725 |
1.0601 |
|
| R3 |
1.0703 |
1.0666 |
1.0585 |
|
| R2 |
1.0644 |
1.0644 |
1.0579 |
|
| R1 |
1.0606 |
1.0606 |
1.0574 |
1.0595 |
| PP |
1.0584 |
1.0584 |
1.0584 |
1.0579 |
| S1 |
1.0547 |
1.0547 |
1.0563 |
1.0536 |
| S2 |
1.0525 |
1.0525 |
1.0558 |
|
| S3 |
1.0465 |
1.0487 |
1.0552 |
|
| S4 |
1.0406 |
1.0428 |
1.0536 |
|
|
| 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 |
1.0562 |
0.0142 |
1.3% |
0.0048 |
0.5% |
5% |
False |
True |
340 |
| 10 |
1.0704 |
1.0562 |
0.0142 |
1.3% |
0.0048 |
0.4% |
5% |
False |
True |
211 |
| 20 |
1.0712 |
1.0507 |
0.0206 |
1.9% |
0.0054 |
0.5% |
30% |
False |
False |
127 |
| 40 |
1.1050 |
1.0507 |
0.0544 |
5.1% |
0.0049 |
0.5% |
11% |
False |
False |
79 |
| 60 |
1.1308 |
1.0507 |
0.0802 |
7.6% |
0.0041 |
0.4% |
8% |
False |
False |
76 |
| 80 |
1.1327 |
1.0507 |
0.0820 |
7.8% |
0.0036 |
0.3% |
8% |
False |
False |
91 |
| 100 |
1.1327 |
1.0507 |
0.0820 |
7.8% |
0.0033 |
0.3% |
8% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0874 |
|
2.618 |
1.0777 |
|
1.618 |
1.0718 |
|
1.000 |
1.0681 |
|
0.618 |
1.0658 |
|
HIGH |
1.0622 |
|
0.618 |
1.0599 |
|
0.500 |
1.0592 |
|
0.382 |
1.0585 |
|
LOW |
1.0562 |
|
0.618 |
1.0525 |
|
1.000 |
1.0503 |
|
1.618 |
1.0466 |
|
2.618 |
1.0406 |
|
4.250 |
1.0309 |
|
|
| Fisher Pivots for day following 12-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0592 |
1.0615 |
| PP |
1.0584 |
1.0600 |
| S1 |
1.0576 |
1.0584 |
|