CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 11-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2024 |
11-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0602 |
1.0575 |
-0.0028 |
-0.3% |
1.0622 |
| High |
1.0615 |
1.0586 |
-0.0029 |
-0.3% |
1.0678 |
| Low |
1.0546 |
1.0526 |
-0.0020 |
-0.2% |
1.0514 |
| Close |
1.0573 |
1.0537 |
-0.0036 |
-0.3% |
1.0602 |
| Range |
0.0069 |
0.0060 |
-0.0009 |
-13.0% |
0.0164 |
| ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
267,261 |
315,051 |
47,790 |
17.9% |
155,013 |
|
| Daily Pivots for day following 11-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0729 |
1.0693 |
1.0570 |
|
| R3 |
1.0669 |
1.0633 |
1.0554 |
|
| R2 |
1.0609 |
1.0609 |
1.0548 |
|
| R1 |
1.0573 |
1.0573 |
1.0543 |
1.0561 |
| PP |
1.0549 |
1.0549 |
1.0549 |
1.0543 |
| S1 |
1.0513 |
1.0513 |
1.0532 |
1.0501 |
| S2 |
1.0489 |
1.0489 |
1.0526 |
|
| S3 |
1.0429 |
1.0453 |
1.0521 |
|
| S4 |
1.0369 |
1.0393 |
1.0504 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1090 |
1.1010 |
1.0692 |
|
| R3 |
1.0926 |
1.0846 |
1.0647 |
|
| R2 |
1.0762 |
1.0762 |
1.0632 |
|
| R1 |
1.0682 |
1.0682 |
1.0617 |
1.0640 |
| PP |
1.0598 |
1.0598 |
1.0598 |
1.0577 |
| S1 |
1.0518 |
1.0518 |
1.0587 |
1.0476 |
| S2 |
1.0434 |
1.0434 |
1.0572 |
|
| S3 |
1.0270 |
1.0354 |
1.0557 |
|
| S4 |
1.0106 |
1.0190 |
1.0512 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0678 |
1.0526 |
0.0152 |
1.4% |
0.0072 |
0.7% |
8% |
False |
True |
153,651 |
| 10 |
1.0678 |
1.0514 |
0.0164 |
1.6% |
0.0077 |
0.7% |
14% |
False |
False |
85,144 |
| 20 |
1.0712 |
1.0392 |
0.0320 |
3.0% |
0.0087 |
0.8% |
45% |
False |
False |
44,837 |
| 40 |
1.1000 |
1.0392 |
0.0608 |
5.8% |
0.0078 |
0.7% |
24% |
False |
False |
23,200 |
| 60 |
1.1282 |
1.0392 |
0.0890 |
8.4% |
0.0072 |
0.7% |
16% |
False |
False |
15,657 |
| 80 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0062 |
0.6% |
16% |
False |
False |
11,843 |
| 100 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0057 |
0.5% |
16% |
False |
False |
9,517 |
| 120 |
1.1292 |
1.0392 |
0.0900 |
8.5% |
0.0051 |
0.5% |
16% |
False |
False |
7,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0841 |
|
2.618 |
1.0743 |
|
1.618 |
1.0683 |
|
1.000 |
1.0646 |
|
0.618 |
1.0623 |
|
HIGH |
1.0586 |
|
0.618 |
1.0563 |
|
0.500 |
1.0556 |
|
0.382 |
1.0548 |
|
LOW |
1.0526 |
|
0.618 |
1.0488 |
|
1.000 |
1.0466 |
|
1.618 |
1.0428 |
|
2.618 |
1.0368 |
|
4.250 |
1.0271 |
|
|
| Fisher Pivots for day following 11-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0556 |
1.0584 |
| PP |
1.0549 |
1.0568 |
| S1 |
1.0543 |
1.0553 |
|