CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 27-Jun-2024
Day Change Summary
Previous Current
26-Jun-2024 27-Jun-2024 Change Change % Previous Week
Open 1.0850 1.0863 0.0013 0.1% 1.0880
High 1.0850 1.0863 0.0013 0.1% 1.0900
Low 1.0820 1.0844 0.0025 0.2% 1.0817
Close 1.0820 1.0844 0.0025 0.2% 1.0836
Range 0.0030 0.0019 -0.0012 -38.3% 0.0083
ATR 0.0040 0.0040 0.0000 0.6% 0.0000
Volume 235 51 -184 -78.3% 1,847
Daily Pivots for day following 27-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.0906 1.0893 1.0854
R3 1.0887 1.0875 1.0849
R2 1.0869 1.0869 1.0847
R1 1.0856 1.0856 1.0846 1.0853
PP 1.0850 1.0850 1.0850 1.0849
S1 1.0838 1.0838 1.0842 1.0835
S2 1.0832 1.0832 1.0841
S3 1.0813 1.0819 1.0839
S4 1.0795 1.0801 1.0834
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% 0.0034 0.3% 45% False False 336
10 1.0951 1.0812 0.0139 1.3% 0.0040 0.4% 23% False False 361
20 1.1047 1.0812 0.0235 2.2% 0.0028 0.3% 14% False False 351
40 1.1047 1.0812 0.0235 2.2% 0.0018 0.2% 14% False False 228
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0001
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0941
2.618 1.0911
1.618 1.0892
1.000 1.0881
0.618 1.0874
HIGH 1.0863
0.618 1.0855
0.500 1.0853
0.382 1.0851
LOW 1.0844
0.618 1.0833
1.000 1.0826
1.618 1.0814
2.618 1.0796
4.250 1.0765
Fisher Pivots for day following 27-Jun-2024
Pivot 1 day 3 day
R1 1.0853 1.0847
PP 1.0850 1.0846
S1 1.0847 1.0845

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

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