CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 02-Jul-2024
Day Change Summary
Previous Current
01-Jul-2024 02-Jul-2024 Change Change % Previous Week
Open 1.0886 1.0876 -0.0010 -0.1% 1.0839
High 1.0900 1.0876 -0.0024 -0.2% 1.0877
Low 1.0865 1.0876 0.0012 0.1% 1.0820
Close 1.0865 1.0876 0.0012 0.1% 1.0851
Range 0.0036 0.0000 -0.0036 -100.0% 0.0057
ATR 0.0040 0.0038 -0.0002 -5.1% 0.0000
Volume 20 182 162 810.0% 1,376
Daily Pivots for day following 02-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.0876 1.0876 1.0876
R3 1.0876 1.0876 1.0876
R2 1.0876 1.0876 1.0876
R1 1.0876 1.0876 1.0876 1.0876
PP 1.0876 1.0876 1.0876 1.0876
S1 1.0876 1.0876 1.0876 1.0876
S2 1.0876 1.0876 1.0876
S3 1.0876 1.0876 1.0876
S4 1.0876 1.0876 1.0876
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% 0.0022 0.2% 70% False False 97
10 1.0900 1.0817 0.0083 0.8% 0.0027 0.2% 71% False False 342
20 1.1039 1.0812 0.0227 2.1% 0.0029 0.3% 28% False False 336
40 1.1047 1.0812 0.0235 2.2% 0.0019 0.2% 27% False False 213
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.0876
2.618 1.0876
1.618 1.0876
1.000 1.0876
0.618 1.0876
HIGH 1.0876
0.618 1.0876
0.500 1.0876
0.382 1.0876
LOW 1.0876
0.618 1.0876
1.000 1.0876
1.618 1.0876
2.618 1.0876
4.250 1.0876
Fisher Pivots for day following 02-Jul-2024
Pivot 1 day 3 day
R1 1.0876 1.0873
PP 1.0876 1.0870
S1 1.0876 1.0867

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

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