CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 16-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2024 |
16-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0556 |
1.0600 |
0.0044 |
0.4% |
1.0666 |
| High |
1.0614 |
1.0618 |
0.0004 |
0.0% |
1.0693 |
| Low |
1.0556 |
1.0575 |
0.0019 |
0.2% |
1.0556 |
| Close |
1.0590 |
1.0606 |
0.0016 |
0.2% |
1.0590 |
| Range |
0.0058 |
0.0044 |
-0.0015 |
-25.0% |
0.0137 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
72 |
98 |
26 |
36.1% |
1,746 |
|
| Daily Pivots for day following 16-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0730 |
1.0712 |
1.0630 |
|
| R3 |
1.0687 |
1.0668 |
1.0618 |
|
| R2 |
1.0643 |
1.0643 |
1.0614 |
|
| R1 |
1.0625 |
1.0625 |
1.0610 |
1.0634 |
| PP |
1.0600 |
1.0600 |
1.0600 |
1.0604 |
| S1 |
1.0581 |
1.0581 |
1.0602 |
1.0590 |
| S2 |
1.0556 |
1.0556 |
1.0598 |
|
| S3 |
1.0513 |
1.0538 |
1.0594 |
|
| S4 |
1.0469 |
1.0494 |
1.0582 |
|
|
| Weekly Pivots for week ending 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1024 |
1.0944 |
1.0665 |
|
| R3 |
1.0887 |
1.0807 |
1.0628 |
|
| R2 |
1.0750 |
1.0750 |
1.0615 |
|
| R1 |
1.0670 |
1.0670 |
1.0603 |
1.0642 |
| PP |
1.0613 |
1.0613 |
1.0613 |
1.0599 |
| S1 |
1.0533 |
1.0533 |
1.0577 |
1.0505 |
| S2 |
1.0476 |
1.0476 |
1.0565 |
|
| S3 |
1.0339 |
1.0396 |
1.0552 |
|
| S4 |
1.0202 |
1.0259 |
1.0515 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0668 |
1.0556 |
0.0112 |
1.1% |
0.0049 |
0.5% |
45% |
False |
False |
289 |
| 10 |
1.0704 |
1.0556 |
0.0148 |
1.4% |
0.0047 |
0.4% |
34% |
False |
False |
220 |
| 20 |
1.0712 |
1.0507 |
0.0206 |
1.9% |
0.0053 |
0.5% |
48% |
False |
False |
129 |
| 40 |
1.1050 |
1.0507 |
0.0544 |
5.1% |
0.0050 |
0.5% |
18% |
False |
False |
82 |
| 60 |
1.1308 |
1.0507 |
0.0802 |
7.6% |
0.0042 |
0.4% |
12% |
False |
False |
69 |
| 80 |
1.1327 |
1.0507 |
0.0820 |
7.7% |
0.0037 |
0.3% |
12% |
False |
False |
90 |
| 100 |
1.1327 |
1.0507 |
0.0820 |
7.7% |
0.0033 |
0.3% |
12% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0803 |
|
2.618 |
1.0732 |
|
1.618 |
1.0688 |
|
1.000 |
1.0662 |
|
0.618 |
1.0645 |
|
HIGH |
1.0618 |
|
0.618 |
1.0601 |
|
0.500 |
1.0596 |
|
0.382 |
1.0591 |
|
LOW |
1.0575 |
|
0.618 |
1.0548 |
|
1.000 |
1.0531 |
|
1.618 |
1.0504 |
|
2.618 |
1.0461 |
|
4.250 |
1.0390 |
|
|
| Fisher Pivots for day following 16-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0603 |
1.0600 |
| PP |
1.0600 |
1.0595 |
| S1 |
1.0596 |
1.0589 |
|