CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 03-Jul-2024
Day Change Summary
Previous Current
02-Jul-2024 03-Jul-2024 Change Change % Previous Week
Open 1.0876 1.0886 0.0010 0.1% 1.0839
High 1.0876 1.0913 0.0037 0.3% 1.0877
Low 1.0876 1.0886 0.0010 0.1% 1.0820
Close 1.0876 1.0913 0.0037 0.3% 1.0851
Range 0.0000 0.0027 0.0027 0.0057
ATR 0.0038 0.0038 0.0000 -0.2% 0.0000
Volume 182 87 -95 -52.2% 1,376
Daily Pivots for day following 03-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.0983 1.0974 1.0927
R3 1.0957 1.0948 1.0920
R2 1.0930 1.0930 1.0917
R1 1.0921 1.0921 1.0915 1.0926
PP 1.0904 1.0904 1.0904 1.0906
S1 1.0895 1.0895 1.0910 1.0899
S2 1.0877 1.0877 1.0908
S3 1.0851 1.0868 1.0905
S4 1.0824 1.0842 1.0898
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 1.0913 1.0834 0.0079 0.7% 0.0021 0.2% 100% True False 68
10 1.0913 1.0817 0.0096 0.9% 0.0028 0.3% 100% True False 350
20 1.1039 1.0812 0.0227 2.1% 0.0030 0.3% 44% False False 333
40 1.1047 1.0812 0.0235 2.2% 0.0019 0.2% 43% False False 215
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1025
2.618 1.0982
1.618 1.0955
1.000 1.0939
0.618 1.0929
HIGH 1.0913
0.618 1.0902
0.500 1.0899
0.382 1.0896
LOW 1.0886
0.618 1.0870
1.000 1.0860
1.618 1.0843
2.618 1.0817
4.250 1.0773
Fisher Pivots for day following 03-Jul-2024
Pivot 1 day 3 day
R1 1.0908 1.0905
PP 1.0904 1.0897
S1 1.0899 1.0889

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

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