CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 11-Jun-2024
Day Change Summary
Previous Current
10-Jun-2024 11-Jun-2024 Change Change % Previous Week
Open 1.0906 1.0872 -0.0034 -0.3% 1.1047
High 1.0906 1.0888 -0.0018 -0.2% 1.1047
Low 1.0906 1.0872 -0.0034 -0.3% 1.0949
Close 1.0906 1.0888 -0.0018 -0.2% 1.0951
Range 0.0000 0.0016 0.0016 0.0099
ATR 0.0033 0.0033 0.0000 0.0% 0.0000
Volume 1,600 1 -1,599 -99.9% 505
Daily Pivots for day following 11-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.0929 1.0924 1.0896
R3 1.0913 1.0908 1.0892
R2 1.0898 1.0898 1.0890
R1 1.0893 1.0893 1.0889 1.0895
PP 1.0882 1.0882 1.0882 1.0884
S1 1.0877 1.0877 1.0886 1.0880
S2 1.0867 1.0867 1.0885
S3 1.0851 1.0862 1.0883
S4 1.0836 1.0846 1.0879
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 1.1039 1.0872 0.0167 1.5% 0.0021 0.2% 9% False True 362
10 1.1047 1.0872 0.0175 1.6% 0.0015 0.1% 9% False True 256
20 1.1047 1.0872 0.0175 1.6% 0.0013 0.1% 9% False True 183
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0953
2.618 1.0928
1.618 1.0913
1.000 1.0903
0.618 1.0897
HIGH 1.0888
0.618 1.0882
0.500 1.0880
0.382 1.0878
LOW 1.0872
0.618 1.0862
1.000 1.0857
1.618 1.0847
2.618 1.0831
4.250 1.0806
Fisher Pivots for day following 11-Jun-2024
Pivot 1 day 3 day
R1 1.0885 1.0956
PP 1.0882 1.0933
S1 1.0880 1.0910

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

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