CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 24-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2024 |
24-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0527 |
1.0497 |
-0.0030 |
-0.3% |
1.0600 |
| High |
1.0537 |
1.0501 |
-0.0036 |
-0.3% |
1.0630 |
| Low |
1.0477 |
1.0476 |
-0.0002 |
0.0% |
1.0436 |
| Close |
1.0504 |
1.0481 |
-0.0023 |
-0.2% |
1.0538 |
| Range |
0.0060 |
0.0025 |
-0.0035 |
-58.0% |
0.0194 |
| ATR |
0.0068 |
0.0066 |
-0.0003 |
-4.2% |
0.0000 |
| Volume |
1,705 |
584 |
-1,121 |
-65.7% |
2,710 |
|
| Daily Pivots for day following 24-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0561 |
1.0546 |
1.0494 |
|
| R3 |
1.0536 |
1.0521 |
1.0487 |
|
| R2 |
1.0511 |
1.0511 |
1.0485 |
|
| R1 |
1.0496 |
1.0496 |
1.0483 |
1.0491 |
| PP |
1.0486 |
1.0486 |
1.0486 |
1.0483 |
| S1 |
1.0471 |
1.0471 |
1.0478 |
1.0466 |
| S2 |
1.0461 |
1.0461 |
1.0476 |
|
| S3 |
1.0436 |
1.0446 |
1.0474 |
|
| S4 |
1.0411 |
1.0421 |
1.0467 |
|
|
| 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 |
1.0606 |
1.0436 |
0.0170 |
1.6% |
0.0085 |
0.8% |
26% |
False |
False |
951 |
| 10 |
1.0630 |
1.0436 |
0.0194 |
1.8% |
0.0067 |
0.6% |
23% |
False |
False |
593 |
| 20 |
1.0704 |
1.0436 |
0.0268 |
2.6% |
0.0061 |
0.6% |
17% |
False |
False |
364 |
| 40 |
1.1050 |
1.0436 |
0.0614 |
5.9% |
0.0058 |
0.5% |
7% |
False |
False |
202 |
| 60 |
1.1230 |
1.0436 |
0.0794 |
7.6% |
0.0046 |
0.4% |
6% |
False |
False |
142 |
| 80 |
1.1308 |
1.0436 |
0.0872 |
8.3% |
0.0041 |
0.4% |
5% |
False |
False |
147 |
| 100 |
1.1327 |
1.0436 |
0.0891 |
8.5% |
0.0036 |
0.3% |
5% |
False |
False |
144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0607 |
|
2.618 |
1.0566 |
|
1.618 |
1.0541 |
|
1.000 |
1.0526 |
|
0.618 |
1.0516 |
|
HIGH |
1.0501 |
|
0.618 |
1.0491 |
|
0.500 |
1.0488 |
|
0.382 |
1.0485 |
|
LOW |
1.0476 |
|
0.618 |
1.0460 |
|
1.000 |
1.0451 |
|
1.618 |
1.0435 |
|
2.618 |
1.0410 |
|
4.250 |
1.0369 |
|
|
| Fisher Pivots for day following 24-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0488 |
1.0488 |
| PP |
1.0486 |
1.0486 |
| S1 |
1.0483 |
1.0483 |
|