CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 13-Jun-2024
Day Change Summary
Previous Current
12-Jun-2024 13-Jun-2024 Change Change % Previous Week
Open 1.0962 1.0951 -0.0012 -0.1% 1.1047
High 1.0968 1.0951 -0.0017 -0.2% 1.1047
Low 1.0956 1.0881 -0.0075 -0.7% 1.0949
Close 1.0956 1.0881 -0.0075 -0.7% 1.0951
Range 0.0012 0.0070 0.0058 483.3% 0.0099
ATR 0.0037 0.0039 0.0003 7.5% 0.0000
Volume 954 276 -678 -71.1% 505
Daily Pivots for day following 13-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1114 1.1068 1.0920
R3 1.1044 1.0998 1.0900
R2 1.0974 1.0974 1.0894
R1 1.0928 1.0928 1.0887 1.0916
PP 1.0904 1.0904 1.0904 1.0899
S1 1.0858 1.0858 1.0875 1.0846
S2 1.0834 1.0834 1.0868
S3 1.0764 1.0788 1.0862
S4 1.0694 1.0718 1.0843
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% 0.0038 0.3% 5% False False 586
10 1.1047 1.0872 0.0175 1.6% 0.0023 0.2% 5% False False 364
20 1.1047 1.0872 0.0175 1.6% 0.0014 0.1% 5% False False 244
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1249
2.618 1.1134
1.618 1.1064
1.000 1.1021
0.618 1.0994
HIGH 1.0951
0.618 1.0924
0.500 1.0916
0.382 1.0908
LOW 1.0881
0.618 1.0838
1.000 1.0811
1.618 1.0768
2.618 1.0698
4.250 1.0584
Fisher Pivots for day following 13-Jun-2024
Pivot 1 day 3 day
R1 1.0916 1.0920
PP 1.0904 1.0907
S1 1.0893 1.0894

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

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