CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 28-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2025 |
28-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0545 |
1.0550 |
0.0005 |
0.0% |
1.0347 |
| High |
1.0607 |
1.0550 |
-0.0057 |
-0.5% |
1.0595 |
| Low |
1.0529 |
1.0488 |
-0.0042 |
-0.4% |
1.0347 |
| Close |
1.0566 |
1.0508 |
-0.0058 |
-0.5% |
1.0569 |
| Range |
0.0078 |
0.0063 |
-0.0015 |
-19.4% |
0.0248 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
1,430 |
860 |
-570 |
-39.9% |
10,651 |
|
| Daily Pivots for day following 28-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0703 |
1.0668 |
1.0542 |
|
| R3 |
1.0640 |
1.0605 |
1.0525 |
|
| R2 |
1.0578 |
1.0578 |
1.0519 |
|
| R1 |
1.0543 |
1.0543 |
1.0513 |
1.0529 |
| PP |
1.0515 |
1.0515 |
1.0515 |
1.0508 |
| S1 |
1.0480 |
1.0480 |
1.0502 |
1.0466 |
| S2 |
1.0453 |
1.0453 |
1.0496 |
|
| S3 |
1.0390 |
1.0418 |
1.0490 |
|
| S4 |
1.0328 |
1.0355 |
1.0473 |
|
|
| Weekly Pivots for week ending 24-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1246 |
1.1155 |
1.0705 |
|
| R3 |
1.0998 |
1.0907 |
1.0637 |
|
| R2 |
1.0751 |
1.0751 |
1.0614 |
|
| R1 |
1.0660 |
1.0660 |
1.0591 |
1.0705 |
| PP |
1.0503 |
1.0503 |
1.0503 |
1.0526 |
| S1 |
1.0412 |
1.0412 |
1.0546 |
1.0458 |
| S2 |
1.0256 |
1.0256 |
1.0523 |
|
| S3 |
1.0008 |
1.0165 |
1.0500 |
|
| S4 |
0.9761 |
0.9917 |
1.0432 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0607 |
1.0446 |
0.0161 |
1.5% |
0.0075 |
0.7% |
38% |
False |
False |
1,928 |
| 10 |
1.0607 |
1.0317 |
0.0290 |
2.8% |
0.0081 |
0.8% |
66% |
False |
False |
1,796 |
| 20 |
1.0607 |
1.0256 |
0.0351 |
3.3% |
0.0083 |
0.8% |
72% |
False |
False |
1,480 |
| 40 |
1.0704 |
1.0256 |
0.0449 |
4.3% |
0.0069 |
0.7% |
56% |
False |
False |
934 |
| 60 |
1.1050 |
1.0256 |
0.0795 |
7.6% |
0.0066 |
0.6% |
32% |
False |
False |
636 |
| 80 |
1.1148 |
1.0256 |
0.0893 |
8.5% |
0.0055 |
0.5% |
28% |
False |
False |
483 |
| 100 |
1.1308 |
1.0256 |
0.1053 |
10.0% |
0.0050 |
0.5% |
24% |
False |
False |
417 |
| 120 |
1.1327 |
1.0256 |
0.1071 |
10.2% |
0.0044 |
0.4% |
24% |
False |
False |
369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0816 |
|
2.618 |
1.0714 |
|
1.618 |
1.0651 |
|
1.000 |
1.0613 |
|
0.618 |
1.0589 |
|
HIGH |
1.0550 |
|
0.618 |
1.0526 |
|
0.500 |
1.0519 |
|
0.382 |
1.0511 |
|
LOW |
1.0488 |
|
0.618 |
1.0449 |
|
1.000 |
1.0425 |
|
1.618 |
1.0386 |
|
2.618 |
1.0324 |
|
4.250 |
1.0222 |
|
|
| Fisher Pivots for day following 28-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0519 |
1.0546 |
| PP |
1.0515 |
1.0533 |
| S1 |
1.0511 |
1.0520 |
|