CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 19-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2024 |
19-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0534 |
1.0388 |
-0.0146 |
-1.4% |
1.0610 |
| High |
1.0555 |
1.0463 |
-0.0092 |
-0.9% |
1.0642 |
| Low |
1.0385 |
1.0388 |
0.0003 |
0.0% |
1.0496 |
| Close |
1.0418 |
1.0402 |
-0.0016 |
-0.2% |
1.0538 |
| Range |
0.0170 |
0.0076 |
-0.0095 |
-55.6% |
0.0146 |
| ATR |
0.0083 |
0.0083 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
250,939 |
275,127 |
24,188 |
9.6% |
1,175,654 |
|
| Daily Pivots for day following 19-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0644 |
1.0599 |
1.0444 |
|
| R3 |
1.0569 |
1.0523 |
1.0423 |
|
| R2 |
1.0493 |
1.0493 |
1.0416 |
|
| R1 |
1.0448 |
1.0448 |
1.0409 |
1.0470 |
| PP |
1.0418 |
1.0418 |
1.0418 |
1.0429 |
| S1 |
1.0372 |
1.0372 |
1.0395 |
1.0395 |
| S2 |
1.0342 |
1.0342 |
1.0388 |
|
| S3 |
1.0267 |
1.0297 |
1.0381 |
|
| S4 |
1.0191 |
1.0221 |
1.0360 |
|
|
| Weekly Pivots for week ending 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0995 |
1.0912 |
1.0618 |
|
| R3 |
1.0849 |
1.0766 |
1.0578 |
|
| R2 |
1.0704 |
1.0704 |
1.0564 |
|
| R1 |
1.0621 |
1.0621 |
1.0551 |
1.0590 |
| PP |
1.0558 |
1.0558 |
1.0558 |
1.0543 |
| S1 |
1.0475 |
1.0475 |
1.0524 |
1.0444 |
| S2 |
1.0413 |
1.0413 |
1.0511 |
|
| S3 |
1.0267 |
1.0330 |
1.0497 |
|
| S4 |
1.0122 |
1.0184 |
1.0457 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0577 |
1.0385 |
0.0193 |
1.9% |
0.0085 |
0.8% |
9% |
False |
False |
214,434 |
| 10 |
1.0678 |
1.0385 |
0.0293 |
2.8% |
0.0077 |
0.7% |
6% |
False |
False |
208,258 |
| 20 |
1.0678 |
1.0385 |
0.0293 |
2.8% |
0.0086 |
0.8% |
6% |
False |
False |
111,086 |
| 40 |
1.1000 |
1.0385 |
0.0616 |
5.9% |
0.0083 |
0.8% |
3% |
False |
False |
56,592 |
| 60 |
1.1278 |
1.0385 |
0.0893 |
8.6% |
0.0072 |
0.7% |
2% |
False |
False |
37,954 |
| 80 |
1.1282 |
1.0385 |
0.0898 |
8.6% |
0.0066 |
0.6% |
2% |
False |
False |
28,618 |
| 100 |
1.1292 |
1.0385 |
0.0908 |
8.7% |
0.0060 |
0.6% |
2% |
False |
False |
22,938 |
| 120 |
1.1292 |
1.0385 |
0.0908 |
8.7% |
0.0053 |
0.5% |
2% |
False |
False |
19,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0784 |
|
2.618 |
1.0661 |
|
1.618 |
1.0585 |
|
1.000 |
1.0539 |
|
0.618 |
1.0510 |
|
HIGH |
1.0463 |
|
0.618 |
1.0434 |
|
0.500 |
1.0425 |
|
0.382 |
1.0416 |
|
LOW |
1.0388 |
|
0.618 |
1.0341 |
|
1.000 |
1.0312 |
|
1.618 |
1.0265 |
|
2.618 |
1.0190 |
|
4.250 |
1.0067 |
|
|
| Fisher Pivots for day following 19-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0425 |
1.0481 |
| PP |
1.0418 |
1.0455 |
| S1 |
1.0410 |
1.0428 |
|