CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 13-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2024 |
13-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0599 |
1.0556 |
-0.0043 |
-0.4% |
1.0666 |
| High |
1.0622 |
1.0614 |
-0.0008 |
-0.1% |
1.0693 |
| Low |
1.0562 |
1.0556 |
-0.0006 |
-0.1% |
1.0556 |
| Close |
1.0569 |
1.0590 |
0.0022 |
0.2% |
1.0590 |
| Range |
0.0060 |
0.0058 |
-0.0002 |
-2.5% |
0.0137 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
95 |
72 |
-23 |
-24.2% |
1,746 |
|
| Daily Pivots for day following 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0761 |
1.0733 |
1.0622 |
|
| R3 |
1.0703 |
1.0675 |
1.0606 |
|
| R2 |
1.0645 |
1.0645 |
1.0601 |
|
| R1 |
1.0617 |
1.0617 |
1.0595 |
1.0631 |
| PP |
1.0587 |
1.0587 |
1.0587 |
1.0594 |
| S1 |
1.0559 |
1.0559 |
1.0585 |
1.0573 |
| S2 |
1.0529 |
1.0529 |
1.0579 |
|
| S3 |
1.0471 |
1.0501 |
1.0574 |
|
| S4 |
1.0413 |
1.0443 |
1.0558 |
|
|
| Weekly Pivots for week ending 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1024 |
1.0944 |
1.0665 |
|
| R3 |
1.0887 |
1.0807 |
1.0628 |
|
| R2 |
1.0750 |
1.0750 |
1.0615 |
|
| R1 |
1.0670 |
1.0670 |
1.0603 |
1.0642 |
| PP |
1.0613 |
1.0613 |
1.0613 |
1.0599 |
| S1 |
1.0533 |
1.0533 |
1.0577 |
1.0505 |
| S2 |
1.0476 |
1.0476 |
1.0565 |
|
| S3 |
1.0339 |
1.0396 |
1.0552 |
|
| S4 |
1.0202 |
1.0259 |
1.0515 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0693 |
1.0556 |
0.0137 |
1.3% |
0.0049 |
0.5% |
25% |
False |
True |
349 |
| 10 |
1.0704 |
1.0556 |
0.0148 |
1.4% |
0.0049 |
0.5% |
23% |
False |
True |
213 |
| 20 |
1.0712 |
1.0507 |
0.0206 |
1.9% |
0.0054 |
0.5% |
41% |
False |
False |
128 |
| 40 |
1.1050 |
1.0507 |
0.0544 |
5.1% |
0.0049 |
0.5% |
15% |
False |
False |
80 |
| 60 |
1.1308 |
1.0507 |
0.0802 |
7.6% |
0.0041 |
0.4% |
10% |
False |
False |
68 |
| 80 |
1.1327 |
1.0507 |
0.0820 |
7.7% |
0.0036 |
0.3% |
10% |
False |
False |
91 |
| 100 |
1.1327 |
1.0507 |
0.0820 |
7.7% |
0.0033 |
0.3% |
10% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0861 |
|
2.618 |
1.0766 |
|
1.618 |
1.0708 |
|
1.000 |
1.0672 |
|
0.618 |
1.0650 |
|
HIGH |
1.0614 |
|
0.618 |
1.0592 |
|
0.500 |
1.0585 |
|
0.382 |
1.0578 |
|
LOW |
1.0556 |
|
0.618 |
1.0520 |
|
1.000 |
1.0498 |
|
1.618 |
1.0462 |
|
2.618 |
1.0404 |
|
4.250 |
1.0310 |
|
|
| Fisher Pivots for day following 13-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0588 |
1.0590 |
| PP |
1.0587 |
1.0589 |
| S1 |
1.0585 |
1.0589 |
|