CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 31-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2025 |
31-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0443 |
1.0412 |
-0.0031 |
-0.3% |
1.0510 |
| High |
1.0489 |
1.0455 |
-0.0034 |
-0.3% |
1.0558 |
| Low |
1.0408 |
1.0371 |
-0.0037 |
-0.4% |
1.0371 |
| Close |
1.0450 |
1.0397 |
-0.0053 |
-0.5% |
1.0397 |
| Range |
0.0082 |
0.0085 |
0.0003 |
3.7% |
0.0187 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.1% |
0.0000 |
| Volume |
219,487 |
304,465 |
84,978 |
38.7% |
1,123,811 |
|
| Daily Pivots for day following 31-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0661 |
1.0614 |
1.0443 |
|
| R3 |
1.0577 |
1.0529 |
1.0420 |
|
| R2 |
1.0492 |
1.0492 |
1.0412 |
|
| R1 |
1.0445 |
1.0445 |
1.0405 |
1.0426 |
| PP |
1.0408 |
1.0408 |
1.0408 |
1.0398 |
| S1 |
1.0360 |
1.0360 |
1.0389 |
1.0342 |
| S2 |
1.0323 |
1.0323 |
1.0382 |
|
| S3 |
1.0239 |
1.0276 |
1.0374 |
|
| S4 |
1.0154 |
1.0191 |
1.0351 |
|
|
| Weekly Pivots for week ending 31-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1003 |
1.0887 |
1.0500 |
|
| R3 |
1.0816 |
1.0700 |
1.0448 |
|
| R2 |
1.0629 |
1.0629 |
1.0431 |
|
| R1 |
1.0513 |
1.0513 |
1.0414 |
1.0477 |
| PP |
1.0442 |
1.0442 |
1.0442 |
1.0424 |
| S1 |
1.0326 |
1.0326 |
1.0380 |
1.0290 |
| S2 |
1.0255 |
1.0255 |
1.0363 |
|
| S3 |
1.0068 |
1.0139 |
1.0346 |
|
| S4 |
0.9881 |
0.9952 |
1.0294 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0558 |
1.0371 |
0.0187 |
1.8% |
0.0077 |
0.7% |
14% |
False |
True |
224,762 |
| 10 |
1.0558 |
1.0291 |
0.0267 |
2.6% |
0.0086 |
0.8% |
40% |
False |
False |
241,792 |
| 20 |
1.0558 |
1.0205 |
0.0353 |
3.4% |
0.0083 |
0.8% |
55% |
False |
False |
220,350 |
| 40 |
1.0678 |
1.0205 |
0.0473 |
4.5% |
0.0079 |
0.8% |
41% |
False |
False |
194,882 |
| 60 |
1.1000 |
1.0205 |
0.0796 |
7.7% |
0.0086 |
0.8% |
24% |
False |
False |
131,867 |
| 80 |
1.1066 |
1.0205 |
0.0862 |
8.3% |
0.0076 |
0.7% |
22% |
False |
False |
99,162 |
| 100 |
1.1282 |
1.0205 |
0.1078 |
10.4% |
0.0073 |
0.7% |
18% |
False |
False |
79,457 |
| 120 |
1.1292 |
1.0205 |
0.1088 |
10.5% |
0.0066 |
0.6% |
18% |
False |
False |
66,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0814 |
|
2.618 |
1.0676 |
|
1.618 |
1.0592 |
|
1.000 |
1.0540 |
|
0.618 |
1.0507 |
|
HIGH |
1.0455 |
|
0.618 |
1.0423 |
|
0.500 |
1.0413 |
|
0.382 |
1.0403 |
|
LOW |
1.0371 |
|
0.618 |
1.0318 |
|
1.000 |
1.0286 |
|
1.618 |
1.0234 |
|
2.618 |
1.0149 |
|
4.250 |
1.0011 |
|
|
| Fisher Pivots for day following 31-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0413 |
1.0430 |
| PP |
1.0408 |
1.0419 |
| S1 |
1.0402 |
1.0408 |
|