CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 24-Jun-2024
Day Change Summary
Previous Current
21-Jun-2024 24-Jun-2024 Change Change % Previous Week
Open 1.0859 1.0839 -0.0020 -0.2% 1.0880
High 1.0860 1.0877 0.0017 0.2% 1.0900
Low 1.0817 1.0839 0.0022 0.2% 1.0817
Close 1.0836 1.0877 0.0041 0.4% 1.0836
Range 0.0043 0.0038 -0.0005 -11.8% 0.0083
ATR 0.0040 0.0040 0.0000 0.2% 0.0000
Volume 306 778 472 154.2% 1,847
Daily Pivots for day following 24-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.0977 1.0964 1.0897
R3 1.0939 1.0927 1.0887
R2 1.0902 1.0902 1.0883
R1 1.0889 1.0889 1.0880 1.0895
PP 1.0864 1.0864 1.0864 1.0867
S1 1.0852 1.0852 1.0873 1.0858
S2 1.0827 1.0827 1.0870
S3 1.0789 1.0814 1.0866
S4 1.0752 1.0777 1.0856
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 1.0817 0.0083 0.8% 0.0033 0.3% 72% False False 525
10 1.0968 1.0812 0.0156 1.4% 0.0034 0.3% 41% False False 557
20 1.1047 1.0812 0.0235 2.2% 0.0023 0.2% 27% False False 338
40 1.1047 1.0812 0.0235 2.2% 0.0018 0.2% 27% False False 215
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1036
2.618 1.0975
1.618 1.0937
1.000 1.0914
0.618 1.0900
HIGH 1.0877
0.618 1.0862
0.500 1.0858
0.382 1.0853
LOW 1.0839
0.618 1.0816
1.000 1.0802
1.618 1.0778
2.618 1.0741
4.250 1.0680
Fisher Pivots for day following 24-Jun-2024
Pivot 1 day 3 day
R1 1.0870 1.0867
PP 1.0864 1.0857
S1 1.0858 1.0847

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

View Archives - Comment on this page... - Back to Index of Symbols