CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 20-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2024 |
20-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0441 |
1.0455 |
0.0014 |
0.1% |
1.0600 |
| High |
1.0512 |
1.0540 |
0.0028 |
0.3% |
1.0630 |
| Low |
1.0441 |
1.0436 |
-0.0005 |
0.0% |
1.0436 |
| Close |
1.0455 |
1.0538 |
0.0083 |
0.8% |
1.0538 |
| Range |
0.0071 |
0.0104 |
0.0033 |
46.5% |
0.0194 |
| ATR |
0.0066 |
0.0069 |
0.0003 |
4.1% |
0.0000 |
| Volume |
937 |
742 |
-195 |
-20.8% |
2,710 |
|
| Daily Pivots for day following 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0817 |
1.0781 |
1.0595 |
|
| R3 |
1.0713 |
1.0677 |
1.0566 |
|
| R2 |
1.0609 |
1.0609 |
1.0557 |
|
| R1 |
1.0573 |
1.0573 |
1.0547 |
1.0591 |
| PP |
1.0505 |
1.0505 |
1.0505 |
1.0513 |
| S1 |
1.0469 |
1.0469 |
1.0528 |
1.0487 |
| S2 |
1.0401 |
1.0401 |
1.0518 |
|
| S3 |
1.0297 |
1.0365 |
1.0509 |
|
| S4 |
1.0193 |
1.0261 |
1.0480 |
|
|
| Weekly Pivots for week ending 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1115 |
1.1020 |
1.0644 |
|
| R3 |
1.0921 |
1.0826 |
1.0591 |
|
| R2 |
1.0728 |
1.0728 |
1.0573 |
|
| R1 |
1.0633 |
1.0633 |
1.0555 |
1.0584 |
| PP |
1.0534 |
1.0534 |
1.0534 |
1.0510 |
| S1 |
1.0439 |
1.0439 |
1.0520 |
1.0390 |
| S2 |
1.0341 |
1.0341 |
1.0502 |
|
| S3 |
1.0147 |
1.0246 |
1.0484 |
|
| S4 |
0.9954 |
1.0052 |
1.0431 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0630 |
1.0436 |
0.0194 |
1.8% |
0.0088 |
0.8% |
52% |
False |
True |
542 |
| 10 |
1.0693 |
1.0436 |
0.0257 |
2.4% |
0.0069 |
0.7% |
39% |
False |
True |
445 |
| 20 |
1.0704 |
1.0436 |
0.0268 |
2.5% |
0.0063 |
0.6% |
38% |
False |
True |
253 |
| 40 |
1.1050 |
1.0436 |
0.0614 |
5.8% |
0.0056 |
0.5% |
17% |
False |
True |
145 |
| 60 |
1.1308 |
1.0436 |
0.0872 |
8.3% |
0.0047 |
0.4% |
12% |
False |
True |
105 |
| 80 |
1.1308 |
1.0436 |
0.0872 |
8.3% |
0.0041 |
0.4% |
12% |
False |
True |
119 |
| 100 |
1.1327 |
1.0436 |
0.0891 |
8.5% |
0.0037 |
0.3% |
11% |
False |
True |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0982 |
|
2.618 |
1.0812 |
|
1.618 |
1.0708 |
|
1.000 |
1.0644 |
|
0.618 |
1.0604 |
|
HIGH |
1.0540 |
|
0.618 |
1.0500 |
|
0.500 |
1.0488 |
|
0.382 |
1.0476 |
|
LOW |
1.0436 |
|
0.618 |
1.0372 |
|
1.000 |
1.0332 |
|
1.618 |
1.0268 |
|
2.618 |
1.0164 |
|
4.250 |
0.9994 |
|
|
| Fisher Pivots for day following 20-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0521 |
1.0532 |
| PP |
1.0505 |
1.0526 |
| S1 |
1.0488 |
1.0521 |
|