CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 12-Jun-2024
Day Change Summary
Previous Current
11-Jun-2024 12-Jun-2024 Change Change % Previous Week
Open 1.0872 1.0962 0.0090 0.8% 1.1047
High 1.0888 1.0968 0.0081 0.7% 1.1047
Low 1.0872 1.0956 0.0084 0.8% 1.0949
Close 1.0888 1.0956 0.0069 0.6% 1.0951
Range 0.0016 0.0012 -0.0004 -22.6% 0.0099
ATR 0.0033 0.0037 0.0003 10.1% 0.0000
Volume 1 954 953 95,300.0% 505
Daily Pivots for day following 12-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.0996 1.0988 1.0963
R3 1.0984 1.0976 1.0959
R2 1.0972 1.0972 1.0958
R1 1.0964 1.0964 1.0957 1.0962
PP 1.0960 1.0960 1.0960 1.0959
S1 1.0952 1.0952 1.0955 1.0950
S2 1.0948 1.0948 1.0954
S3 1.0936 1.0940 1.0953
S4 1.0924 1.0928 1.0949
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% 0.0024 0.2% 50% False False 533
10 1.1047 1.0872 0.0175 1.6% 0.0016 0.1% 48% False False 341
20 1.1047 1.0872 0.0175 1.6% 0.0013 0.1% 48% False False 231
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 0.0002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1019
2.618 1.0999
1.618 1.0987
1.000 1.0980
0.618 1.0975
HIGH 1.0968
0.618 1.0963
0.500 1.0962
0.382 1.0961
LOW 1.0956
0.618 1.0949
1.000 1.0944
1.618 1.0937
2.618 1.0925
4.250 1.0905
Fisher Pivots for day following 12-Jun-2024
Pivot 1 day 3 day
R1 1.0962 1.0944
PP 1.0960 1.0932
S1 1.0958 1.0920

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

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