CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 01-Jul-2024
Day Change Summary
Previous Current
28-Jun-2024 01-Jul-2024 Change Change % Previous Week
Open 1.0858 1.0886 0.0029 0.3% 1.0839
High 1.0859 1.0900 0.0041 0.4% 1.0877
Low 1.0834 1.0865 0.0031 0.3% 1.0820
Close 1.0851 1.0865 0.0014 0.1% 1.0851
Range 0.0025 0.0036 0.0011 42.0% 0.0057
ATR 0.0039 0.0040 0.0001 1.9% 0.0000
Volume 1 20 19 1,900.0% 1,376
Daily Pivots for day following 01-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.0983 1.0959 1.0884
R3 1.0947 1.0924 1.0874
R2 1.0912 1.0912 1.0871
R1 1.0888 1.0888 1.0868 1.0882
PP 1.0876 1.0876 1.0876 1.0873
S1 1.0853 1.0853 1.0861 1.0847
S2 1.0841 1.0841 1.0858
S3 1.0805 1.0817 1.0855
S4 1.0770 1.0782 1.0845
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 1.0900 1.0820 0.0081 0.7% 0.0030 0.3% 56% True False 123
10 1.0900 1.0817 0.0083 0.8% 0.0032 0.3% 57% True False 324
20 1.1047 1.0812 0.0235 2.2% 0.0029 0.3% 22% False False 334
40 1.1047 1.0812 0.0235 2.2% 0.0020 0.2% 22% False False 222
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1051
2.618 1.0993
1.618 1.0957
1.000 1.0936
0.618 1.0922
HIGH 1.0900
0.618 1.0886
0.500 1.0882
0.382 1.0878
LOW 1.0865
0.618 1.0843
1.000 1.0829
1.618 1.0807
2.618 1.0772
4.250 1.0714
Fisher Pivots for day following 01-Jul-2024
Pivot 1 day 3 day
R1 1.0882 1.0867
PP 1.0876 1.0866
S1 1.0870 1.0865

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

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