CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 30-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2024 |
30-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0512 |
1.0516 |
0.0004 |
0.0% |
1.0527 |
| High |
1.0535 |
1.0547 |
0.0012 |
0.1% |
1.0537 |
| Low |
1.0497 |
1.0463 |
-0.0035 |
-0.3% |
1.0476 |
| Close |
1.0520 |
1.0484 |
-0.0036 |
-0.3% |
1.0520 |
| Range |
0.0038 |
0.0085 |
0.0047 |
122.4% |
0.0061 |
| ATR |
0.0062 |
0.0063 |
0.0002 |
2.6% |
0.0000 |
| Volume |
292 |
870 |
578 |
197.9% |
2,873 |
|
| Daily Pivots for day following 30-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0751 |
1.0702 |
1.0530 |
|
| R3 |
1.0667 |
1.0618 |
1.0507 |
|
| R2 |
1.0582 |
1.0582 |
1.0499 |
|
| R1 |
1.0533 |
1.0533 |
1.0492 |
1.0516 |
| PP |
1.0498 |
1.0498 |
1.0498 |
1.0489 |
| S1 |
1.0449 |
1.0449 |
1.0476 |
1.0431 |
| S2 |
1.0413 |
1.0413 |
1.0469 |
|
| S3 |
1.0329 |
1.0364 |
1.0461 |
|
| S4 |
1.0244 |
1.0280 |
1.0438 |
|
|
| 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 |
1.0547 |
1.0463 |
0.0085 |
0.8% |
0.0048 |
0.5% |
25% |
True |
True |
748 |
| 10 |
1.0630 |
1.0436 |
0.0194 |
1.8% |
0.0068 |
0.6% |
25% |
False |
False |
645 |
| 20 |
1.0704 |
1.0436 |
0.0268 |
2.6% |
0.0058 |
0.6% |
18% |
False |
False |
429 |
| 40 |
1.1050 |
1.0436 |
0.0614 |
5.9% |
0.0059 |
0.6% |
8% |
False |
False |
235 |
| 60 |
1.1141 |
1.0436 |
0.0705 |
6.7% |
0.0048 |
0.5% |
7% |
False |
False |
165 |
| 80 |
1.1308 |
1.0436 |
0.0872 |
8.3% |
0.0043 |
0.4% |
6% |
False |
False |
161 |
| 100 |
1.1327 |
1.0436 |
0.0891 |
8.5% |
0.0038 |
0.4% |
5% |
False |
False |
152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0906 |
|
2.618 |
1.0768 |
|
1.618 |
1.0684 |
|
1.000 |
1.0632 |
|
0.618 |
1.0599 |
|
HIGH |
1.0547 |
|
0.618 |
1.0515 |
|
0.500 |
1.0505 |
|
0.382 |
1.0495 |
|
LOW |
1.0463 |
|
0.618 |
1.0410 |
|
1.000 |
1.0378 |
|
1.618 |
1.0326 |
|
2.618 |
1.0241 |
|
4.250 |
1.0103 |
|
|
| Fisher Pivots for day following 30-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0505 |
1.0505 |
| PP |
1.0498 |
1.0498 |
| S1 |
1.0491 |
1.0491 |
|