CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 05-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2024 |
05-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0557 |
1.0559 |
0.0002 |
0.0% |
1.0531 |
| High |
1.0594 |
1.0638 |
0.0045 |
0.4% |
1.0651 |
| Low |
1.0523 |
1.0557 |
0.0035 |
0.3% |
1.0485 |
| Close |
1.0564 |
1.0637 |
0.0073 |
0.7% |
1.0621 |
| Range |
0.0071 |
0.0081 |
0.0010 |
14.1% |
0.0166 |
| ATR |
0.0087 |
0.0086 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
24,094 |
27,938 |
3,844 |
16.0% |
24,181 |
|
| Daily Pivots for day following 05-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0854 |
1.0826 |
1.0681 |
|
| R3 |
1.0773 |
1.0745 |
1.0659 |
|
| R2 |
1.0692 |
1.0692 |
1.0651 |
|
| R1 |
1.0664 |
1.0664 |
1.0644 |
1.0678 |
| PP |
1.0611 |
1.0611 |
1.0611 |
1.0617 |
| S1 |
1.0583 |
1.0583 |
1.0629 |
1.0597 |
| S2 |
1.0530 |
1.0530 |
1.0622 |
|
| S3 |
1.0449 |
1.0502 |
1.0614 |
|
| S4 |
1.0368 |
1.0421 |
1.0592 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1082 |
1.1017 |
1.0712 |
|
| R3 |
1.0916 |
1.0851 |
1.0666 |
|
| R2 |
1.0751 |
1.0751 |
1.0651 |
|
| R1 |
1.0686 |
1.0686 |
1.0636 |
1.0718 |
| PP |
1.0585 |
1.0585 |
1.0585 |
1.0602 |
| S1 |
1.0520 |
1.0520 |
1.0605 |
1.0553 |
| S2 |
1.0420 |
1.0420 |
1.0590 |
|
| S3 |
1.0254 |
1.0355 |
1.0575 |
|
| S4 |
1.0089 |
1.0189 |
1.0529 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0651 |
1.0514 |
0.0137 |
1.3% |
0.0076 |
0.7% |
90% |
False |
False |
20,767 |
| 10 |
1.0651 |
1.0392 |
0.0259 |
2.4% |
0.0095 |
0.9% |
95% |
False |
False |
13,913 |
| 20 |
1.0887 |
1.0392 |
0.0495 |
4.6% |
0.0092 |
0.9% |
49% |
False |
False |
8,248 |
| 40 |
1.1027 |
1.0392 |
0.0635 |
6.0% |
0.0075 |
0.7% |
39% |
False |
False |
4,727 |
| 60 |
1.1282 |
1.0392 |
0.0890 |
8.4% |
0.0070 |
0.7% |
27% |
False |
False |
3,328 |
| 80 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0060 |
0.6% |
27% |
False |
False |
2,590 |
| 100 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0054 |
0.5% |
27% |
False |
False |
2,114 |
| 120 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0049 |
0.5% |
27% |
False |
False |
1,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0982 |
|
2.618 |
1.0850 |
|
1.618 |
1.0769 |
|
1.000 |
1.0719 |
|
0.618 |
1.0688 |
|
HIGH |
1.0638 |
|
0.618 |
1.0607 |
|
0.500 |
1.0598 |
|
0.382 |
1.0588 |
|
LOW |
1.0557 |
|
0.618 |
1.0507 |
|
1.000 |
1.0476 |
|
1.618 |
1.0426 |
|
2.618 |
1.0345 |
|
4.250 |
1.0213 |
|
|
| Fisher Pivots for day following 05-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0624 |
1.0618 |
| PP |
1.0611 |
1.0599 |
| S1 |
1.0598 |
1.0580 |
|