CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 18-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2024 |
18-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0629 |
1.0596 |
-0.0033 |
-0.3% |
1.0666 |
| High |
1.0630 |
1.0606 |
-0.0024 |
-0.2% |
1.0693 |
| Low |
1.0576 |
1.0440 |
-0.0137 |
-1.3% |
1.0556 |
| Close |
1.0584 |
1.0471 |
-0.0113 |
-1.1% |
1.0590 |
| Range |
0.0054 |
0.0166 |
0.0113 |
210.3% |
0.0137 |
| ATR |
0.0058 |
0.0066 |
0.0008 |
13.2% |
0.0000 |
| Volume |
146 |
787 |
641 |
439.0% |
1,746 |
|
| Daily Pivots for day following 18-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1003 |
1.0903 |
1.0562 |
|
| R3 |
1.0837 |
1.0737 |
1.0517 |
|
| R2 |
1.0671 |
1.0671 |
1.0501 |
|
| R1 |
1.0571 |
1.0571 |
1.0486 |
1.0538 |
| PP |
1.0505 |
1.0505 |
1.0505 |
1.0489 |
| S1 |
1.0405 |
1.0405 |
1.0456 |
1.0372 |
| S2 |
1.0339 |
1.0339 |
1.0441 |
|
| S3 |
1.0173 |
1.0239 |
1.0425 |
|
| S4 |
1.0007 |
1.0073 |
1.0380 |
|
|
| 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 |
1.0630 |
1.0440 |
0.0190 |
1.8% |
0.0076 |
0.7% |
17% |
False |
True |
239 |
| 10 |
1.0704 |
1.0440 |
0.0265 |
2.5% |
0.0061 |
0.6% |
12% |
False |
True |
282 |
| 20 |
1.0704 |
1.0440 |
0.0265 |
2.5% |
0.0061 |
0.6% |
12% |
False |
True |
171 |
| 40 |
1.1050 |
1.0440 |
0.0611 |
5.8% |
0.0053 |
0.5% |
5% |
False |
True |
104 |
| 60 |
1.1308 |
1.0440 |
0.0869 |
8.3% |
0.0045 |
0.4% |
4% |
False |
True |
77 |
| 80 |
1.1317 |
1.0440 |
0.0877 |
8.4% |
0.0039 |
0.4% |
4% |
False |
True |
100 |
| 100 |
1.1327 |
1.0440 |
0.0887 |
8.5% |
0.0035 |
0.3% |
4% |
False |
True |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1311 |
|
2.618 |
1.1040 |
|
1.618 |
1.0874 |
|
1.000 |
1.0772 |
|
0.618 |
1.0708 |
|
HIGH |
1.0606 |
|
0.618 |
1.0542 |
|
0.500 |
1.0523 |
|
0.382 |
1.0503 |
|
LOW |
1.0440 |
|
0.618 |
1.0337 |
|
1.000 |
1.0274 |
|
1.618 |
1.0171 |
|
2.618 |
1.0005 |
|
4.250 |
0.9734 |
|
|
| Fisher Pivots for day following 18-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0523 |
1.0535 |
| PP |
1.0505 |
1.0513 |
| S1 |
1.0488 |
1.0492 |
|