CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 07-Jun-2024
Day Change Summary
Previous Current
06-Jun-2024 07-Jun-2024 Change Change % Previous Week
Open 1.1037 1.0951 -0.0086 -0.8% 1.1047
High 1.1037 1.1039 0.0003 0.0% 1.1047
Low 1.1037 1.0949 -0.0088 -0.8% 1.0949
Close 1.1037 1.0951 -0.0086 -0.8% 1.0951
Range 0.0000 0.0091 0.0091 0.0099
ATR 0.0028 0.0032 0.0004 16.1% 0.0000
Volume 8 102 94 1,175.0% 505
Daily Pivots for day following 07-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1251 1.1192 1.1001
R3 1.1161 1.1101 1.0976
R2 1.1070 1.1070 1.0968
R1 1.1011 1.1011 1.0959 1.0996
PP 1.0980 1.0980 1.0980 1.0972
S1 1.0920 1.0920 1.0943 1.0906
S2 1.0889 1.0889 1.0934
S3 1.0799 1.0830 1.0926
S4 1.0708 1.0739 1.0901
Weekly Pivots for week ending 07-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1278 1.1213 1.1005
R3 1.1179 1.1114 1.0978
R2 1.1081 1.1081 1.0969
R1 1.1016 1.1016 1.0960 1.0999
PP 1.0982 1.0982 1.0982 1.0974
S1 1.0917 1.0917 1.0942 1.0901
S2 1.0884 1.0884 1.0933
S3 1.0785 1.0819 1.0924
S4 1.0687 1.0720 1.0897
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1047 1.0949 0.0099 0.9% 0.0018 0.2% 3% False True 101
10 1.1047 1.0949 0.0099 0.9% 0.0013 0.1% 3% False True 119
20 1.1047 1.0933 0.0114 1.0% 0.0013 0.1% 16% False False 108
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 0.0002
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 1.1424
2.618 1.1276
1.618 1.1185
1.000 1.1130
0.618 1.1095
HIGH 1.1039
0.618 1.1004
0.500 1.0994
0.382 1.0983
LOW 1.0949
0.618 1.0893
1.000 1.0858
1.618 1.0802
2.618 1.0712
4.250 1.0564
Fisher Pivots for day following 07-Jun-2024
Pivot 1 day 3 day
R1 1.0994 1.0994
PP 1.0980 1.0980
S1 1.0965 1.0965

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

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