CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 31-May-2024
Day Change Summary
Previous Current
30-May-2024 31-May-2024 Change Change % Previous Week
Open 1.0990 1.0992 0.0003 0.0% 1.1015
High 1.0990 1.1005 0.0016 0.1% 1.1015
Low 1.0990 1.0965 -0.0025 -0.2% 1.0961
Close 1.0990 1.0992 0.0003 0.0% 1.0992
Range 0.0000 0.0041 0.0041 0.0055
ATR 0.0029 0.0030 0.0001 2.8% 0.0000
Volume 40 311 271 677.5% 588
Daily Pivots for day following 31-May-2024
Classic Woodie Camarilla DeMark
R4 1.1109 1.1091 1.1014
R3 1.1068 1.1050 1.1003
R2 1.1028 1.1028 1.0999
R1 1.1010 1.1010 1.0996 1.1012
PP 1.0987 1.0987 1.0987 1.0988
S1 1.0969 1.0969 1.0988 1.0972
S2 1.0947 1.0947 1.0985
S3 1.0906 1.0929 1.0981
S4 1.0866 1.0888 1.0970
Weekly Pivots for week ending 31-May-2024
Classic Woodie Camarilla DeMark
R4 1.1153 1.1127 1.1022
R3 1.1098 1.1072 1.1007
R2 1.1044 1.1044 1.1002
R1 1.1018 1.1018 1.0997 1.1004
PP 1.0989 1.0989 1.0989 1.0982
S1 1.0963 1.0963 1.0987 1.0949
S2 1.0935 1.0935 1.0982
S3 1.0880 1.0909 1.0977
S4 1.0826 1.0854 1.0962
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1015 1.0961 0.0055 0.5% 0.0008 0.1% 58% False False 137
10 1.1034 1.0959 0.0075 0.7% 0.0010 0.1% 44% False False 156
20 1.1039 1.0892 0.0147 1.3% 0.0011 0.1% 68% False False 111
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1177
2.618 1.1111
1.618 1.1071
1.000 1.1046
0.618 1.1030
HIGH 1.1005
0.618 1.0990
0.500 1.0985
0.382 1.0980
LOW 1.0965
0.618 1.0939
1.000 1.0924
1.618 1.0899
2.618 1.0858
4.250 1.0792
Fisher Pivots for day following 31-May-2024
Pivot 1 day 3 day
R1 1.0990 1.0989
PP 1.0987 1.0986
S1 1.0985 1.0983

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

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