CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 17-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2024 |
17-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0600 |
1.0629 |
0.0029 |
0.3% |
1.0666 |
| High |
1.0618 |
1.0630 |
0.0012 |
0.1% |
1.0693 |
| Low |
1.0575 |
1.0576 |
0.0002 |
0.0% |
1.0556 |
| Close |
1.0606 |
1.0584 |
-0.0022 |
-0.2% |
1.0590 |
| Range |
0.0044 |
0.0054 |
0.0010 |
23.0% |
0.0137 |
| ATR |
0.0059 |
0.0058 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
98 |
146 |
48 |
49.0% |
1,746 |
|
| Daily Pivots for day following 17-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0757 |
1.0724 |
1.0613 |
|
| R3 |
1.0704 |
1.0671 |
1.0599 |
|
| R2 |
1.0650 |
1.0650 |
1.0594 |
|
| R1 |
1.0617 |
1.0617 |
1.0589 |
1.0607 |
| PP |
1.0597 |
1.0597 |
1.0597 |
1.0591 |
| S1 |
1.0564 |
1.0564 |
1.0579 |
1.0553 |
| S2 |
1.0543 |
1.0543 |
1.0574 |
|
| S3 |
1.0490 |
1.0510 |
1.0569 |
|
| S4 |
1.0436 |
1.0457 |
1.0555 |
|
|
| 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 |
1.0630 |
1.0556 |
0.0074 |
0.7% |
0.0048 |
0.5% |
38% |
True |
False |
236 |
| 10 |
1.0704 |
1.0556 |
0.0148 |
1.4% |
0.0049 |
0.5% |
19% |
False |
False |
231 |
| 20 |
1.0710 |
1.0507 |
0.0204 |
1.9% |
0.0053 |
0.5% |
38% |
False |
False |
132 |
| 40 |
1.1050 |
1.0507 |
0.0544 |
5.1% |
0.0050 |
0.5% |
14% |
False |
False |
84 |
| 60 |
1.1308 |
1.0507 |
0.0802 |
7.6% |
0.0042 |
0.4% |
10% |
False |
False |
64 |
| 80 |
1.1318 |
1.0507 |
0.0811 |
7.7% |
0.0037 |
0.4% |
10% |
False |
False |
91 |
| 100 |
1.1327 |
1.0507 |
0.0820 |
7.7% |
0.0034 |
0.3% |
9% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0857 |
|
2.618 |
1.0770 |
|
1.618 |
1.0716 |
|
1.000 |
1.0683 |
|
0.618 |
1.0663 |
|
HIGH |
1.0630 |
|
0.618 |
1.0609 |
|
0.500 |
1.0603 |
|
0.382 |
1.0596 |
|
LOW |
1.0576 |
|
0.618 |
1.0543 |
|
1.000 |
1.0523 |
|
1.618 |
1.0489 |
|
2.618 |
1.0436 |
|
4.250 |
1.0349 |
|
|
| Fisher Pivots for day following 17-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0603 |
1.0593 |
| PP |
1.0597 |
1.0590 |
| S1 |
1.0590 |
1.0587 |
|