CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 28-Jun-2024
Day Change Summary
Previous Current
27-Jun-2024 28-Jun-2024 Change Change % Previous Week
Open 1.0863 1.0858 -0.0005 0.0% 1.0839
High 1.0863 1.0859 -0.0004 0.0% 1.0877
Low 1.0844 1.0834 -0.0010 -0.1% 1.0820
Close 1.0844 1.0851 0.0007 0.1% 1.0851
Range 0.0019 0.0025 0.0007 35.1% 0.0057
ATR 0.0040 0.0039 -0.0001 -2.7% 0.0000
Volume 51 1 -50 -98.0% 1,376
Daily Pivots for day following 28-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.0923 1.0912 1.0864
R3 1.0898 1.0887 1.0857
R2 1.0873 1.0873 1.0855
R1 1.0862 1.0862 1.0853 1.0855
PP 1.0848 1.0848 1.0848 1.0844
S1 1.0837 1.0837 1.0848 1.0830
S2 1.0823 1.0823 1.0846
S3 1.0798 1.0812 1.0844
S4 1.0773 1.0787 1.0837
Weekly Pivots for week ending 28-Jun-2024
Classic Woodie Camarilla DeMark
R4 1.1020 1.0992 1.0882
R3 1.0963 1.0935 1.0866
R2 1.0906 1.0906 1.0861
R1 1.0878 1.0878 1.0856 1.0892
PP 1.0849 1.0849 1.0849 1.0856
S1 1.0821 1.0821 1.0845 1.0835
S2 1.0792 1.0792 1.0840
S3 1.0735 1.0764 1.0835
S4 1.0678 1.0707 1.0819
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0877 1.0820 0.0057 0.5% 0.0030 0.3% 54% False False 275
10 1.0900 1.0812 0.0088 0.8% 0.0035 0.3% 44% False False 334
20 1.1047 1.0812 0.0235 2.2% 0.0029 0.3% 16% False False 349
40 1.1047 1.0812 0.0235 2.2% 0.0019 0.2% 16% False False 228
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 0.0001
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0965
2.618 1.0924
1.618 1.0899
1.000 1.0884
0.618 1.0874
HIGH 1.0859
0.618 1.0849
0.500 1.0847
0.382 1.0844
LOW 1.0834
0.618 1.0819
1.000 1.0809
1.618 1.0794
2.618 1.0769
4.250 1.0728
Fisher Pivots for day following 28-Jun-2024
Pivot 1 day 3 day
R1 1.0849 1.0847
PP 1.0848 1.0844
S1 1.0847 1.0841

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

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