CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 20-Jun-2024
Day Change Summary
Previous Current
18-Jun-2024 20-Jun-2024 Change Change % Previous Week
Open 1.0886 1.0875 -0.0011 -0.1% 1.0906
High 1.0900 1.0875 -0.0025 -0.2% 1.0968
Low 1.0882 1.0851 -0.0031 -0.3% 1.0812
Close 1.0882 1.0851 -0.0031 -0.3% 1.0844
Range 0.0018 0.0024 0.0006 33.3% 0.0156
ATR 0.0040 0.0040 -0.0001 -1.7% 0.0000
Volume 4 1,534 1,530 38,250.0% 2,948
Daily Pivots for day following 20-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.0931 1.0915 1.0864
R3 1.0907 1.0891 1.0858
R2 1.0883 1.0883 1.0855
R1 1.0867 1.0867 1.0853 1.0863
PP 1.0859 1.0859 1.0859 1.0857
S1 1.0843 1.0843 1.0849 1.0839
S2 1.0835 1.0835 1.0847
S3 1.0811 1.0819 1.0844
S4 1.0787 1.0795 1.0838
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 1.0951 1.0812 0.0139 1.3% 0.0046 0.4% 28% False False 386
10 1.1039 1.0812 0.0227 2.1% 0.0035 0.3% 17% False False 459
20 1.1047 1.0812 0.0235 2.2% 0.0020 0.2% 17% False False 308
40 1.1047 1.0812 0.0235 2.2% 0.0016 0.2% 17% False False 188
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 1.0977
2.618 1.0938
1.618 1.0914
1.000 1.0899
0.618 1.0890
HIGH 1.0875
0.618 1.0866
0.500 1.0863
0.382 1.0860
LOW 1.0851
0.618 1.0836
1.000 1.0827
1.618 1.0812
2.618 1.0788
4.250 1.0749
Fisher Pivots for day following 20-Jun-2024
Pivot 1 day 3 day
R1 1.0863 1.0868
PP 1.0859 1.0862
S1 1.0855 1.0857

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

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