CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 31-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2024 |
31-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0516 |
1.0496 |
-0.0020 |
-0.2% |
1.0527 |
| High |
1.0547 |
1.0510 |
-0.0037 |
-0.4% |
1.0537 |
| Low |
1.0463 |
1.0432 |
-0.0031 |
-0.3% |
1.0476 |
| Close |
1.0484 |
1.0441 |
-0.0044 |
-0.4% |
1.0520 |
| Range |
0.0085 |
0.0078 |
-0.0007 |
-7.7% |
0.0061 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.7% |
0.0000 |
| Volume |
870 |
532 |
-338 |
-38.9% |
2,873 |
|
| Daily Pivots for day following 31-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0695 |
1.0646 |
1.0483 |
|
| R3 |
1.0617 |
1.0568 |
1.0462 |
|
| R2 |
1.0539 |
1.0539 |
1.0455 |
|
| R1 |
1.0490 |
1.0490 |
1.0448 |
1.0475 |
| PP |
1.0461 |
1.0461 |
1.0461 |
1.0454 |
| S1 |
1.0412 |
1.0412 |
1.0433 |
1.0397 |
| S2 |
1.0383 |
1.0383 |
1.0426 |
|
| S3 |
1.0305 |
1.0334 |
1.0419 |
|
| S4 |
1.0227 |
1.0256 |
1.0398 |
|
|
| 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 |
1.0432 |
0.0115 |
1.1% |
0.0052 |
0.5% |
7% |
False |
True |
514 |
| 10 |
1.0630 |
1.0432 |
0.0198 |
1.9% |
0.0071 |
0.7% |
4% |
False |
True |
688 |
| 20 |
1.0704 |
1.0432 |
0.0272 |
2.6% |
0.0059 |
0.6% |
3% |
False |
True |
454 |
| 40 |
1.1050 |
1.0432 |
0.0618 |
5.9% |
0.0060 |
0.6% |
1% |
False |
True |
248 |
| 60 |
1.1090 |
1.0432 |
0.0658 |
6.3% |
0.0048 |
0.5% |
1% |
False |
True |
173 |
| 80 |
1.1308 |
1.0432 |
0.0876 |
8.4% |
0.0043 |
0.4% |
1% |
False |
True |
165 |
| 100 |
1.1327 |
1.0432 |
0.0895 |
8.6% |
0.0038 |
0.4% |
1% |
False |
True |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0842 |
|
2.618 |
1.0714 |
|
1.618 |
1.0636 |
|
1.000 |
1.0588 |
|
0.618 |
1.0558 |
|
HIGH |
1.0510 |
|
0.618 |
1.0480 |
|
0.500 |
1.0471 |
|
0.382 |
1.0462 |
|
LOW |
1.0432 |
|
0.618 |
1.0384 |
|
1.000 |
1.0354 |
|
1.618 |
1.0306 |
|
2.618 |
1.0228 |
|
4.250 |
1.0101 |
|
|
| Fisher Pivots for day following 31-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0471 |
1.0490 |
| PP |
1.0461 |
1.0473 |
| S1 |
1.0451 |
1.0457 |
|