CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 26-Jun-2024
Day Change Summary
Previous Current
25-Jun-2024 26-Jun-2024 Change Change % Previous Week
Open 1.0874 1.0850 -0.0025 -0.2% 1.0880
High 1.0874 1.0850 -0.0025 -0.2% 1.0900
Low 1.0834 1.0820 -0.0015 -0.1% 1.0817
Close 1.0857 1.0820 -0.0037 -0.3% 1.0836
Range 0.0040 0.0030 -0.0010 -25.0% 0.0083
ATR 0.0040 0.0040 0.0000 -0.5% 0.0000
Volume 311 235 -76 -24.4% 1,847
Daily Pivots for day following 26-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.0920 1.0900 1.0836
R3 1.0890 1.0870 1.0828
R2 1.0860 1.0860 1.0825
R1 1.0840 1.0840 1.0822 1.0835
PP 1.0830 1.0830 1.0830 1.0827
S1 1.0810 1.0810 1.0817 1.0805
S2 1.0800 1.0800 1.0814
S3 1.0770 1.0780 1.0811
S4 1.0740 1.0750 1.0803
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 1.0877 1.0817 0.0060 0.5% 0.0035 0.3% 4% False False 632
10 1.0968 1.0812 0.0156 1.4% 0.0039 0.4% 5% False False 451
20 1.1047 1.0812 0.0235 2.2% 0.0027 0.2% 3% False False 354
40 1.1047 1.0812 0.0235 2.2% 0.0018 0.2% 3% False False 227
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0977
2.618 1.0928
1.618 1.0898
1.000 1.0880
0.618 1.0868
HIGH 1.0850
0.618 1.0838
0.500 1.0835
0.382 1.0831
LOW 1.0820
0.618 1.0801
1.000 1.0790
1.618 1.0771
2.618 1.0741
4.250 1.0692
Fisher Pivots for day following 26-Jun-2024
Pivot 1 day 3 day
R1 1.0835 1.0848
PP 1.0830 1.0839
S1 1.0825 1.0829

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

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