CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 21-Jun-2024
Day Change Summary
Previous Current
20-Jun-2024 21-Jun-2024 Change Change % Previous Week
Open 1.0875 1.0859 -0.0017 -0.2% 1.0880
High 1.0875 1.0860 -0.0016 -0.1% 1.0900
Low 1.0851 1.0817 -0.0034 -0.3% 1.0817
Close 1.0851 1.0836 -0.0016 -0.1% 1.0836
Range 0.0024 0.0043 0.0019 77.1% 0.0083
ATR 0.0040 0.0040 0.0000 0.5% 0.0000
Volume 1,534 306 -1,228 -80.1% 1,847
Daily Pivots for day following 21-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.0965 1.0943 1.0859
R3 1.0922 1.0900 1.0847
R2 1.0880 1.0880 1.0843
R1 1.0858 1.0858 1.0839 1.0848
PP 1.0837 1.0837 1.0837 1.0832
S1 1.0815 1.0815 1.0832 1.0805
S2 1.0795 1.0795 1.0828
S3 1.0752 1.0773 1.0824
S4 1.0710 1.0730 1.0812
Weekly Pivots for week ending 21-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1098 1.1049 1.0881
R3 1.1016 1.0967 1.0858
R2 1.0933 1.0933 1.0851
R1 1.0884 1.0884 1.0843 1.0868
PP 1.0851 1.0851 1.0851 1.0842
S1 1.0802 1.0802 1.0828 1.0785
S2 1.0768 1.0768 1.0820
S3 1.0686 1.0719 1.0813
S4 1.0603 1.0637 1.0790
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0900 1.0812 0.0088 0.8% 0.0040 0.4% 27% False False 392
10 1.1039 1.0812 0.0227 2.1% 0.0039 0.4% 10% False False 489
20 1.1047 1.0812 0.0235 2.2% 0.0022 0.2% 10% False False 312
40 1.1047 1.0812 0.0235 2.2% 0.0017 0.2% 10% False False 196
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1040
2.618 1.0971
1.618 1.0928
1.000 1.0902
0.618 1.0886
HIGH 1.0860
0.618 1.0843
0.500 1.0838
0.382 1.0833
LOW 1.0817
0.618 1.0791
1.000 1.0775
1.618 1.0748
2.618 1.0706
4.250 1.0636
Fisher Pivots for day following 21-Jun-2024
Pivot 1 day 3 day
R1 1.0838 1.0858
PP 1.0837 1.0851
S1 1.0836 1.0843

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

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