CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 03-Jun-2024
Day Change Summary
Previous Current
31-May-2024 03-Jun-2024 Change Change % Previous Week
Open 1.0992 1.1047 0.0055 0.5% 1.1015
High 1.1005 1.1047 0.0042 0.4% 1.1015
Low 1.0965 1.1047 0.0083 0.8% 1.0961
Close 1.0992 1.1047 0.0055 0.5% 1.0992
Range 0.0041 0.0000 -0.0041 -100.0% 0.0055
ATR 0.0030 0.0032 0.0002 6.0% 0.0000
Volume 311 155 -156 -50.2% 588
Daily Pivots for day following 03-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1047 1.1047 1.1047
R3 1.1047 1.1047 1.1047
R2 1.1047 1.1047 1.1047
R1 1.1047 1.1047 1.1047 1.1047
PP 1.1047 1.1047 1.1047 1.1047
S1 1.1047 1.1047 1.1047 1.1047
S2 1.1047 1.1047 1.1047
S3 1.1047 1.1047 1.1047
S4 1.1047 1.1047 1.1047
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 1.1047 1.0961 0.0087 0.8% 0.0008 0.1% 100% True False 148
10 1.1047 1.0959 0.0088 0.8% 0.0006 0.1% 100% True False 167
20 1.1047 1.0909 0.0138 1.2% 0.0009 0.1% 100% True False 91
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1047
2.618 1.1047
1.618 1.1047
1.000 1.1047
0.618 1.1047
HIGH 1.1047
0.618 1.1047
0.500 1.1047
0.382 1.1047
LOW 1.1047
0.618 1.1047
1.000 1.1047
1.618 1.1047
2.618 1.1047
4.250 1.1047
Fisher Pivots for day following 03-Jun-2024
Pivot 1 day 3 day
R1 1.1047 1.1033
PP 1.1047 1.1020
S1 1.1047 1.1006

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

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