CME Euro FX (E) Future June 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 |
1.0596 |
1.0441 |
-0.0155 |
-1.5% |
1.0666 |
| High |
1.0606 |
1.0512 |
-0.0094 |
-0.9% |
1.0693 |
| Low |
1.0440 |
1.0441 |
0.0002 |
0.0% |
1.0556 |
| Close |
1.0471 |
1.0455 |
-0.0016 |
-0.2% |
1.0590 |
| Range |
0.0166 |
0.0071 |
-0.0095 |
-57.2% |
0.0137 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.5% |
0.0000 |
| Volume |
787 |
937 |
150 |
19.1% |
1,746 |
|
| Daily Pivots for day following 19-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0682 |
1.0640 |
1.0494 |
|
| R3 |
1.0611 |
1.0569 |
1.0475 |
|
| R2 |
1.0540 |
1.0540 |
1.0468 |
|
| R1 |
1.0498 |
1.0498 |
1.0462 |
1.0519 |
| PP |
1.0469 |
1.0469 |
1.0469 |
1.0480 |
| S1 |
1.0427 |
1.0427 |
1.0448 |
1.0448 |
| S2 |
1.0398 |
1.0398 |
1.0442 |
|
| S3 |
1.0327 |
1.0356 |
1.0435 |
|
| S4 |
1.0256 |
1.0285 |
1.0416 |
|
|
| 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% |
0.0078 |
0.7% |
8% |
False |
False |
408 |
| 10 |
1.0704 |
1.0440 |
0.0265 |
2.5% |
0.0063 |
0.6% |
6% |
False |
False |
374 |
| 20 |
1.0704 |
1.0440 |
0.0265 |
2.5% |
0.0061 |
0.6% |
6% |
False |
False |
217 |
| 40 |
1.1050 |
1.0440 |
0.0611 |
5.8% |
0.0055 |
0.5% |
3% |
False |
False |
127 |
| 60 |
1.1308 |
1.0440 |
0.0869 |
8.3% |
0.0045 |
0.4% |
2% |
False |
False |
93 |
| 80 |
1.1308 |
1.0440 |
0.0869 |
8.3% |
0.0040 |
0.4% |
2% |
False |
False |
111 |
| 100 |
1.1327 |
1.0440 |
0.0887 |
8.5% |
0.0036 |
0.3% |
2% |
False |
False |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0814 |
|
2.618 |
1.0698 |
|
1.618 |
1.0627 |
|
1.000 |
1.0583 |
|
0.618 |
1.0556 |
|
HIGH |
1.0512 |
|
0.618 |
1.0485 |
|
0.500 |
1.0477 |
|
0.382 |
1.0468 |
|
LOW |
1.0441 |
|
0.618 |
1.0397 |
|
1.000 |
1.0370 |
|
1.618 |
1.0326 |
|
2.618 |
1.0255 |
|
4.250 |
1.0139 |
|
|
| Fisher Pivots for day following 19-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0477 |
1.0535 |
| PP |
1.0469 |
1.0508 |
| S1 |
1.0462 |
1.0482 |
|