CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 14-Jun-2024
Day Change Summary
Previous Current
13-Jun-2024 14-Jun-2024 Change Change % Previous Week
Open 1.0951 1.0880 -0.0071 -0.6% 1.0906
High 1.0951 1.0884 -0.0068 -0.6% 1.0968
Low 1.0881 1.0812 -0.0069 -0.6% 1.0812
Close 1.0881 1.0844 -0.0038 -0.3% 1.0844
Range 0.0070 0.0072 0.0002 2.1% 0.0156
ATR 0.0039 0.0042 0.0002 5.8% 0.0000
Volume 276 117 -159 -57.6% 2,948
Daily Pivots for day following 14-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1061 1.1024 1.0883
R3 1.0989 1.0952 1.0863
R2 1.0918 1.0918 1.0857
R1 1.0881 1.0881 1.0850 1.0864
PP 1.0846 1.0846 1.0846 1.0838
S1 1.0809 1.0809 1.0837 1.0792
S2 1.0775 1.0775 1.0830
S3 1.0703 1.0738 1.0824
S4 1.0632 1.0666 1.0804
Weekly Pivots for week ending 14-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1343 1.1249 1.0929
R3 1.1187 1.1093 1.0886
R2 1.1031 1.1031 1.0872
R1 1.0937 1.0937 1.0858 1.0906
PP 1.0875 1.0875 1.0875 1.0859
S1 1.0781 1.0781 1.0829 1.0750
S2 1.0719 1.0719 1.0815
S3 1.0563 1.0625 1.0801
S4 1.0407 1.0469 1.0758
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0968 1.0812 0.0156 1.4% 0.0034 0.3% 20% False True 589
10 1.1047 1.0812 0.0235 2.2% 0.0026 0.2% 13% False True 345
20 1.1047 1.0812 0.0235 2.2% 0.0018 0.2% 13% False True 250
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1187
2.618 1.1071
1.618 1.0999
1.000 1.0955
0.618 1.0928
HIGH 1.0884
0.618 1.0856
0.500 1.0848
0.382 1.0839
LOW 1.0812
0.618 1.0768
1.000 1.0741
1.618 1.0696
2.618 1.0625
4.250 1.0508
Fisher Pivots for day following 14-Jun-2024
Pivot 1 day 3 day
R1 1.0848 1.0890
PP 1.0846 1.0875
S1 1.0845 1.0859

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

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