CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 27-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2024 |
27-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0489 |
1.0512 |
0.0024 |
0.2% |
1.0527 |
| High |
1.0518 |
1.0535 |
0.0017 |
0.2% |
1.0537 |
| Low |
1.0486 |
1.0497 |
0.0012 |
0.1% |
1.0476 |
| Close |
1.0511 |
1.0520 |
0.0009 |
0.1% |
1.0520 |
| Range |
0.0033 |
0.0038 |
0.0006 |
16.9% |
0.0061 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
292 |
292 |
0 |
0.0% |
2,873 |
|
| Daily Pivots for day following 27-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0631 |
1.0613 |
1.0540 |
|
| R3 |
1.0593 |
1.0575 |
1.0530 |
|
| R2 |
1.0555 |
1.0555 |
1.0526 |
|
| R1 |
1.0537 |
1.0537 |
1.0523 |
1.0546 |
| PP |
1.0517 |
1.0517 |
1.0517 |
1.0522 |
| S1 |
1.0499 |
1.0499 |
1.0516 |
1.0508 |
| S2 |
1.0479 |
1.0479 |
1.0513 |
|
| S3 |
1.0441 |
1.0461 |
1.0509 |
|
| S4 |
1.0403 |
1.0423 |
1.0499 |
|
|
| Weekly Pivots for week ending 27-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0694 |
1.0668 |
1.0553 |
|
| R3 |
1.0633 |
1.0607 |
1.0536 |
|
| R2 |
1.0572 |
1.0572 |
1.0531 |
|
| R1 |
1.0546 |
1.0546 |
1.0525 |
1.0528 |
| PP |
1.0511 |
1.0511 |
1.0511 |
1.0502 |
| S1 |
1.0485 |
1.0485 |
1.0514 |
1.0467 |
| S2 |
1.0450 |
1.0450 |
1.0508 |
|
| S3 |
1.0389 |
1.0424 |
1.0503 |
|
| S4 |
1.0328 |
1.0363 |
1.0486 |
|
|
| 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% |
0.0052 |
0.5% |
80% |
False |
False |
723 |
| 10 |
1.0630 |
1.0436 |
0.0194 |
1.8% |
0.0065 |
0.6% |
43% |
False |
False |
565 |
| 20 |
1.0704 |
1.0436 |
0.0268 |
2.5% |
0.0056 |
0.5% |
31% |
False |
False |
388 |
| 40 |
1.1050 |
1.0436 |
0.0614 |
5.8% |
0.0058 |
0.6% |
14% |
False |
False |
214 |
| 60 |
1.1148 |
1.0436 |
0.0712 |
6.8% |
0.0046 |
0.4% |
12% |
False |
False |
150 |
| 80 |
1.1308 |
1.0436 |
0.0872 |
8.3% |
0.0042 |
0.4% |
10% |
False |
False |
151 |
| 100 |
1.1327 |
1.0436 |
0.0891 |
8.5% |
0.0037 |
0.4% |
9% |
False |
False |
147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0697 |
|
2.618 |
1.0634 |
|
1.618 |
1.0596 |
|
1.000 |
1.0573 |
|
0.618 |
1.0558 |
|
HIGH |
1.0535 |
|
0.618 |
1.0520 |
|
0.500 |
1.0516 |
|
0.382 |
1.0512 |
|
LOW |
1.0497 |
|
0.618 |
1.0474 |
|
1.000 |
1.0459 |
|
1.618 |
1.0436 |
|
2.618 |
1.0398 |
|
4.250 |
1.0336 |
|
|
| Fisher Pivots for day following 27-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0518 |
1.0515 |
| PP |
1.0517 |
1.0510 |
| S1 |
1.0516 |
1.0505 |
|