CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 26-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2024 |
26-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0497 |
1.0489 |
-0.0009 |
-0.1% |
1.0600 |
| High |
1.0501 |
1.0518 |
0.0018 |
0.2% |
1.0630 |
| Low |
1.0476 |
1.0486 |
0.0010 |
0.1% |
1.0436 |
| Close |
1.0481 |
1.0511 |
0.0030 |
0.3% |
1.0538 |
| Range |
0.0025 |
0.0033 |
0.0008 |
30.0% |
0.0194 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
584 |
292 |
-292 |
-50.0% |
2,710 |
|
| Daily Pivots for day following 26-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0602 |
1.0589 |
1.0528 |
|
| R3 |
1.0570 |
1.0556 |
1.0519 |
|
| R2 |
1.0537 |
1.0537 |
1.0516 |
|
| R1 |
1.0524 |
1.0524 |
1.0513 |
1.0531 |
| PP |
1.0505 |
1.0505 |
1.0505 |
1.0508 |
| S1 |
1.0491 |
1.0491 |
1.0508 |
1.0498 |
| S2 |
1.0472 |
1.0472 |
1.0505 |
|
| S3 |
1.0440 |
1.0459 |
1.0502 |
|
| S4 |
1.0407 |
1.0426 |
1.0493 |
|
|
| 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 |
1.0540 |
1.0436 |
0.0104 |
1.0% |
0.0058 |
0.6% |
72% |
False |
False |
852 |
| 10 |
1.0630 |
1.0436 |
0.0194 |
1.8% |
0.0067 |
0.6% |
39% |
False |
False |
545 |
| 20 |
1.0704 |
1.0436 |
0.0268 |
2.5% |
0.0059 |
0.6% |
28% |
False |
False |
375 |
| 40 |
1.1050 |
1.0436 |
0.0614 |
5.8% |
0.0058 |
0.6% |
12% |
False |
False |
208 |
| 60 |
1.1171 |
1.0436 |
0.0735 |
7.0% |
0.0046 |
0.4% |
10% |
False |
False |
146 |
| 80 |
1.1308 |
1.0436 |
0.0872 |
8.3% |
0.0042 |
0.4% |
9% |
False |
False |
148 |
| 100 |
1.1327 |
1.0436 |
0.0891 |
8.5% |
0.0036 |
0.3% |
8% |
False |
False |
147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0656 |
|
2.618 |
1.0603 |
|
1.618 |
1.0571 |
|
1.000 |
1.0551 |
|
0.618 |
1.0538 |
|
HIGH |
1.0518 |
|
0.618 |
1.0506 |
|
0.500 |
1.0502 |
|
0.382 |
1.0498 |
|
LOW |
1.0486 |
|
0.618 |
1.0465 |
|
1.000 |
1.0453 |
|
1.618 |
1.0433 |
|
2.618 |
1.0400 |
|
4.250 |
1.0347 |
|
|
| Fisher Pivots for day following 26-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0508 |
1.0509 |
| PP |
1.0505 |
1.0508 |
| S1 |
1.0502 |
1.0506 |
|