CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 06-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2025 |
06-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0355 |
1.0387 |
0.0033 |
0.3% |
1.0516 |
| High |
1.0392 |
1.0518 |
0.0127 |
1.2% |
1.0547 |
| Low |
1.0352 |
1.0386 |
0.0034 |
0.3% |
1.0310 |
| Close |
1.0384 |
1.0469 |
0.0085 |
0.8% |
1.0384 |
| Range |
0.0040 |
0.0132 |
0.0093 |
234.2% |
0.0237 |
| ATR |
0.0070 |
0.0074 |
0.0005 |
6.6% |
0.0000 |
| Volume |
553 |
1,345 |
792 |
143.2% |
4,155 |
|
| Daily Pivots for day following 06-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0854 |
1.0793 |
1.0542 |
|
| R3 |
1.0722 |
1.0661 |
1.0505 |
|
| R2 |
1.0590 |
1.0590 |
1.0493 |
|
| R1 |
1.0529 |
1.0529 |
1.0481 |
1.0560 |
| PP |
1.0458 |
1.0458 |
1.0458 |
1.0473 |
| S1 |
1.0397 |
1.0397 |
1.0457 |
1.0428 |
| S2 |
1.0326 |
1.0326 |
1.0445 |
|
| S3 |
1.0194 |
1.0265 |
1.0433 |
|
| S4 |
1.0062 |
1.0133 |
1.0396 |
|
|
| Weekly Pivots for week ending 03-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1125 |
1.0991 |
1.0514 |
|
| R3 |
1.0888 |
1.0754 |
1.0449 |
|
| R2 |
1.0651 |
1.0651 |
1.0427 |
|
| R1 |
1.0517 |
1.0517 |
1.0406 |
1.0466 |
| PP |
1.0414 |
1.0414 |
1.0414 |
1.0388 |
| S1 |
1.0280 |
1.0280 |
1.0362 |
1.0229 |
| S2 |
1.0177 |
1.0177 |
1.0341 |
|
| S3 |
0.9940 |
1.0043 |
1.0319 |
|
| S4 |
0.9703 |
0.9806 |
1.0254 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0547 |
1.0310 |
0.0237 |
2.3% |
0.0097 |
0.9% |
67% |
False |
False |
1,100 |
| 10 |
1.0547 |
1.0310 |
0.0237 |
2.3% |
0.0074 |
0.7% |
67% |
False |
False |
911 |
| 20 |
1.0704 |
1.0310 |
0.0394 |
3.8% |
0.0069 |
0.7% |
40% |
False |
False |
642 |
| 40 |
1.0928 |
1.0310 |
0.0618 |
5.9% |
0.0063 |
0.6% |
26% |
False |
False |
347 |
| 60 |
1.1062 |
1.0310 |
0.0752 |
7.2% |
0.0053 |
0.5% |
21% |
False |
False |
240 |
| 80 |
1.1308 |
1.0310 |
0.0998 |
9.5% |
0.0046 |
0.4% |
16% |
False |
False |
213 |
| 100 |
1.1327 |
1.0310 |
0.1017 |
9.7% |
0.0041 |
0.4% |
16% |
False |
False |
192 |
| 120 |
1.1327 |
1.0310 |
0.1017 |
9.7% |
0.0037 |
0.4% |
16% |
False |
False |
178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1079 |
|
2.618 |
1.0864 |
|
1.618 |
1.0732 |
|
1.000 |
1.0650 |
|
0.618 |
1.0600 |
|
HIGH |
1.0518 |
|
0.618 |
1.0468 |
|
0.500 |
1.0452 |
|
0.382 |
1.0436 |
|
LOW |
1.0386 |
|
0.618 |
1.0304 |
|
1.000 |
1.0254 |
|
1.618 |
1.0172 |
|
2.618 |
1.0040 |
|
4.250 |
0.9825 |
|
|
| Fisher Pivots for day following 06-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0463 |
1.0451 |
| PP |
1.0458 |
1.0432 |
| S1 |
1.0452 |
1.0414 |
|