CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 17-Jun-2024
Day Change Summary
Previous Current
14-Jun-2024 17-Jun-2024 Change Change % Previous Week
Open 1.0880 1.0880 -0.0001 0.0% 1.0906
High 1.0884 1.0880 -0.0004 0.0% 1.0968
Low 1.0812 1.0836 0.0024 0.2% 1.0812
Close 1.0844 1.0880 0.0036 0.3% 1.0844
Range 0.0072 0.0044 -0.0028 -38.5% 0.0156
ATR 0.0042 0.0042 0.0000 0.4% 0.0000
Volume 117 3 -114 -97.4% 2,948
Daily Pivots for day following 17-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.0997 1.0982 1.0904
R3 1.0953 1.0938 1.0892
R2 1.0909 1.0909 1.0888
R1 1.0894 1.0894 1.0884 1.0902
PP 1.0865 1.0865 1.0865 1.0869
S1 1.0850 1.0850 1.0875 1.0858
S2 1.0821 1.0821 1.0871
S3 1.0777 1.0806 1.0867
S4 1.0733 1.0762 1.0855
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% 0.0043 0.4% 43% False False 270
10 1.1039 1.0812 0.0227 2.1% 0.0030 0.3% 30% False False 330
20 1.1047 1.0812 0.0235 2.2% 0.0018 0.2% 29% False False 248
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1067
2.618 1.0995
1.618 1.0951
1.000 1.0924
0.618 1.0907
HIGH 1.0880
0.618 1.0863
0.500 1.0858
0.382 1.0852
LOW 1.0836
0.618 1.0808
1.000 1.0792
1.618 1.0764
2.618 1.0720
4.250 1.0649
Fisher Pivots for day following 17-Jun-2024
Pivot 1 day 3 day
R1 1.0872 1.0882
PP 1.0865 1.0881
S1 1.0858 1.0880

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

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