CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 23-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2024 |
23-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0455 |
1.0527 |
0.0072 |
0.7% |
1.0600 |
| High |
1.0540 |
1.0537 |
-0.0004 |
0.0% |
1.0630 |
| Low |
1.0436 |
1.0477 |
0.0041 |
0.4% |
1.0436 |
| Close |
1.0538 |
1.0504 |
-0.0034 |
-0.3% |
1.0538 |
| Range |
0.0104 |
0.0060 |
-0.0045 |
-42.8% |
0.0194 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
742 |
1,705 |
963 |
129.8% |
2,710 |
|
| Daily Pivots for day following 23-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0684 |
1.0653 |
1.0536 |
|
| R3 |
1.0625 |
1.0594 |
1.0520 |
|
| R2 |
1.0565 |
1.0565 |
1.0514 |
|
| R1 |
1.0534 |
1.0534 |
1.0509 |
1.0520 |
| PP |
1.0506 |
1.0506 |
1.0506 |
1.0499 |
| S1 |
1.0475 |
1.0475 |
1.0498 |
1.0461 |
| S2 |
1.0446 |
1.0446 |
1.0493 |
|
| S3 |
1.0387 |
1.0415 |
1.0487 |
|
| S4 |
1.0327 |
1.0356 |
1.0471 |
|
|
| 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% |
0.0091 |
0.9% |
35% |
False |
False |
863 |
| 10 |
1.0668 |
1.0436 |
0.0232 |
2.2% |
0.0070 |
0.7% |
29% |
False |
False |
576 |
| 20 |
1.0704 |
1.0436 |
0.0268 |
2.6% |
0.0062 |
0.6% |
25% |
False |
False |
336 |
| 40 |
1.1050 |
1.0436 |
0.0614 |
5.8% |
0.0057 |
0.5% |
11% |
False |
False |
187 |
| 60 |
1.1308 |
1.0436 |
0.0872 |
8.3% |
0.0047 |
0.4% |
8% |
False |
False |
133 |
| 80 |
1.1308 |
1.0436 |
0.0872 |
8.3% |
0.0041 |
0.4% |
8% |
False |
False |
139 |
| 100 |
1.1327 |
1.0436 |
0.0891 |
8.5% |
0.0037 |
0.4% |
8% |
False |
False |
140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0789 |
|
2.618 |
1.0692 |
|
1.618 |
1.0633 |
|
1.000 |
1.0596 |
|
0.618 |
1.0573 |
|
HIGH |
1.0537 |
|
0.618 |
1.0514 |
|
0.500 |
1.0507 |
|
0.382 |
1.0500 |
|
LOW |
1.0477 |
|
0.618 |
1.0440 |
|
1.000 |
1.0418 |
|
1.618 |
1.0381 |
|
2.618 |
1.0321 |
|
4.250 |
1.0224 |
|
|
| Fisher Pivots for day following 23-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0507 |
1.0498 |
| PP |
1.0506 |
1.0493 |
| S1 |
1.0505 |
1.0488 |
|