CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 15-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2025 |
15-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0349 |
1.0384 |
0.0036 |
0.3% |
1.0387 |
| High |
1.0386 |
1.0424 |
0.0038 |
0.4% |
1.0518 |
| Low |
1.0317 |
1.0340 |
0.0023 |
0.2% |
1.0294 |
| Close |
1.0376 |
1.0371 |
-0.0005 |
0.0% |
1.0324 |
| Range |
0.0069 |
0.0084 |
0.0015 |
21.0% |
0.0224 |
| ATR |
0.0076 |
0.0076 |
0.0001 |
0.8% |
0.0000 |
| Volume |
2,214 |
997 |
-1,217 |
-55.0% |
5,903 |
|
| Daily Pivots for day following 15-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0629 |
1.0583 |
1.0417 |
|
| R3 |
1.0545 |
1.0500 |
1.0394 |
|
| R2 |
1.0462 |
1.0462 |
1.0386 |
|
| R1 |
1.0416 |
1.0416 |
1.0379 |
1.0397 |
| PP |
1.0378 |
1.0378 |
1.0378 |
1.0369 |
| S1 |
1.0333 |
1.0333 |
1.0363 |
1.0314 |
| S2 |
1.0295 |
1.0295 |
1.0356 |
|
| S3 |
1.0211 |
1.0249 |
1.0348 |
|
| S4 |
1.0128 |
1.0166 |
1.0325 |
|
|
| Weekly Pivots for week ending 10-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1051 |
1.0911 |
1.0447 |
|
| R3 |
1.0827 |
1.0687 |
1.0385 |
|
| R2 |
1.0603 |
1.0603 |
1.0365 |
|
| R1 |
1.0463 |
1.0463 |
1.0344 |
1.0421 |
| PP |
1.0379 |
1.0379 |
1.0379 |
1.0357 |
| S1 |
1.0239 |
1.0239 |
1.0303 |
1.0197 |
| S2 |
1.0155 |
1.0155 |
1.0282 |
|
| S3 |
0.9931 |
1.0015 |
1.0262 |
|
| S4 |
0.9707 |
0.9791 |
1.0200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0424 |
1.0256 |
0.0168 |
1.6% |
0.0068 |
0.7% |
69% |
True |
False |
1,236 |
| 10 |
1.0518 |
1.0256 |
0.0263 |
2.5% |
0.0084 |
0.8% |
44% |
False |
False |
1,346 |
| 20 |
1.0630 |
1.0256 |
0.0374 |
3.6% |
0.0077 |
0.7% |
31% |
False |
False |
1,017 |
| 40 |
1.0712 |
1.0256 |
0.0457 |
4.4% |
0.0065 |
0.6% |
25% |
False |
False |
573 |
| 60 |
1.1050 |
1.0256 |
0.0795 |
7.7% |
0.0059 |
0.6% |
15% |
False |
False |
393 |
| 80 |
1.1308 |
1.0256 |
0.1053 |
10.1% |
0.0051 |
0.5% |
11% |
False |
False |
306 |
| 100 |
1.1327 |
1.0256 |
0.1071 |
10.3% |
0.0045 |
0.4% |
11% |
False |
False |
276 |
| 120 |
1.1327 |
1.0256 |
0.1071 |
10.3% |
0.0041 |
0.4% |
11% |
False |
False |
254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0778 |
|
2.618 |
1.0642 |
|
1.618 |
1.0559 |
|
1.000 |
1.0507 |
|
0.618 |
1.0475 |
|
HIGH |
1.0424 |
|
0.618 |
1.0392 |
|
0.500 |
1.0382 |
|
0.382 |
1.0372 |
|
LOW |
1.0340 |
|
0.618 |
1.0288 |
|
1.000 |
1.0257 |
|
1.618 |
1.0205 |
|
2.618 |
1.0121 |
|
4.250 |
0.9985 |
|
|
| Fisher Pivots for day following 15-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0382 |
1.0361 |
| PP |
1.0378 |
1.0350 |
| S1 |
1.0375 |
1.0340 |
|