CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 02-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2024 |
02-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0441 |
1.0388 |
-0.0053 |
-0.5% |
1.0472 |
| High |
1.0459 |
1.0408 |
-0.0051 |
-0.5% |
1.0484 |
| Low |
1.0378 |
1.0256 |
-0.0122 |
-1.2% |
1.0421 |
| Close |
1.0389 |
1.0283 |
-0.0106 |
-1.0% |
1.0466 |
| Range |
0.0081 |
0.0152 |
0.0072 |
88.8% |
0.0063 |
| ATR |
0.0075 |
0.0080 |
0.0006 |
7.4% |
0.0000 |
| Volume |
127,351 |
275,821 |
148,470 |
116.6% |
427,211 |
|
| Daily Pivots for day following 02-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0772 |
1.0679 |
1.0366 |
|
| R3 |
1.0620 |
1.0527 |
1.0324 |
|
| R2 |
1.0468 |
1.0468 |
1.0310 |
|
| R1 |
1.0375 |
1.0375 |
1.0296 |
1.0345 |
| PP |
1.0316 |
1.0316 |
1.0316 |
1.0301 |
| S1 |
1.0223 |
1.0223 |
1.0269 |
1.0193 |
| S2 |
1.0164 |
1.0164 |
1.0255 |
|
| S3 |
1.0012 |
1.0071 |
1.0241 |
|
| S4 |
0.9860 |
0.9919 |
1.0199 |
|
|
| Weekly Pivots for week ending 27-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0646 |
1.0619 |
1.0501 |
|
| R3 |
1.0583 |
1.0556 |
1.0483 |
|
| R2 |
1.0520 |
1.0520 |
1.0478 |
|
| R1 |
1.0493 |
1.0493 |
1.0472 |
1.0475 |
| PP |
1.0457 |
1.0457 |
1.0457 |
1.0448 |
| S1 |
1.0430 |
1.0430 |
1.0460 |
1.0412 |
| S2 |
1.0394 |
1.0394 |
1.0454 |
|
| S3 |
1.0331 |
1.0367 |
1.0449 |
|
| S4 |
1.0268 |
1.0304 |
1.0431 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0494 |
1.0256 |
0.0238 |
2.3% |
0.0080 |
0.8% |
11% |
False |
True |
156,661 |
| 10 |
1.0555 |
1.0256 |
0.0299 |
2.9% |
0.0084 |
0.8% |
9% |
False |
True |
177,825 |
| 20 |
1.0678 |
1.0256 |
0.0422 |
4.1% |
0.0076 |
0.7% |
6% |
False |
True |
169,340 |
| 40 |
1.1000 |
1.0256 |
0.0744 |
7.2% |
0.0088 |
0.9% |
4% |
False |
True |
87,588 |
| 60 |
1.1066 |
1.0256 |
0.0810 |
7.9% |
0.0074 |
0.7% |
3% |
False |
True |
58,741 |
| 80 |
1.1282 |
1.0256 |
0.1026 |
10.0% |
0.0070 |
0.7% |
3% |
False |
True |
44,215 |
| 100 |
1.1292 |
1.0256 |
0.1036 |
10.1% |
0.0063 |
0.6% |
3% |
False |
True |
35,428 |
| 120 |
1.1292 |
1.0256 |
0.1036 |
10.1% |
0.0057 |
0.6% |
3% |
False |
True |
29,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1054 |
|
2.618 |
1.0806 |
|
1.618 |
1.0654 |
|
1.000 |
1.0560 |
|
0.618 |
1.0502 |
|
HIGH |
1.0408 |
|
0.618 |
1.0350 |
|
0.500 |
1.0332 |
|
0.382 |
1.0314 |
|
LOW |
1.0256 |
|
0.618 |
1.0162 |
|
1.000 |
1.0104 |
|
1.618 |
1.0010 |
|
2.618 |
0.9858 |
|
4.250 |
0.9610 |
|
|
| Fisher Pivots for day following 02-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0332 |
1.0375 |
| PP |
1.0316 |
1.0344 |
| S1 |
1.0299 |
1.0313 |
|