CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 15-May-2024
Day Change Summary
Previous Current
14-May-2024 15-May-2024 Change Change % Previous Week
Open 1.0981 1.0989 0.0008 0.1% 1.0933
High 1.0981 1.1039 0.0059 0.5% 1.0946
Low 1.0981 1.0989 0.0008 0.1% 1.0909
Close 1.0981 1.1039 0.0059 0.5% 1.0935
Range 0.0000 0.0051 0.0051 0.0037
ATR 0.0028 0.0030 0.0002 7.7% 0.0000
Volume 0 10 10 102
Daily Pivots for day following 15-May-2024
Classic Woodie Camarilla DeMark
R4 1.1174 1.1157 1.1067
R3 1.1123 1.1106 1.1053
R2 1.1073 1.1073 1.1048
R1 1.1056 1.1056 1.1044 1.1064
PP 1.1022 1.1022 1.1022 1.1026
S1 1.1005 1.1005 1.1034 1.1014
S2 1.0972 1.0972 1.1030
S3 1.0921 1.0955 1.1025
S4 1.0871 1.0904 1.1011
Weekly Pivots for week ending 10-May-2024
Classic Woodie Camarilla DeMark
R4 1.1041 1.1025 1.0955
R3 1.1004 1.0988 1.0945
R2 1.0967 1.0967 1.0942
R1 1.0951 1.0951 1.0938 1.0959
PP 1.0930 1.0930 1.0930 1.0934
S1 1.0914 1.0914 1.0932 1.0922
S2 1.0893 1.0893 1.0928
S3 1.0856 1.0877 1.0925
S4 1.0819 1.0840 1.0915
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1039 1.0933 0.0106 1.0% 0.0013 0.1% 100% True False 22
10 1.1039 1.0892 0.0147 1.3% 0.0011 0.1% 100% True False 91
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.1254
2.618 1.1171
1.618 1.1121
1.000 1.1090
0.618 1.1070
HIGH 1.1039
0.618 1.1020
0.500 1.1014
0.382 1.1008
LOW 1.0989
0.618 1.0957
1.000 1.0938
1.618 1.0907
2.618 1.0856
4.250 1.0774
Fisher Pivots for day following 15-May-2024
Pivot 1 day 3 day
R1 1.1031 1.1025
PP 1.1022 1.1010
S1 1.1014 1.0996

These figures are updated between 7pm and 10pm EST after a trading day.

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