CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 05-Jul-2024
Day Change Summary
Previous Current
03-Jul-2024 05-Jul-2024 Change Change % Previous Week
Open 1.0886 1.0935 0.0049 0.5% 1.0886
High 1.0913 1.0968 0.0055 0.5% 1.0968
Low 1.0886 1.0931 0.0045 0.4% 1.0865
Close 1.0913 1.0967 0.0055 0.5% 1.0967
Range 0.0027 0.0037 0.0010 37.7% 0.0103
ATR 0.0038 0.0039 0.0001 3.3% 0.0000
Volume 87 98 11 12.6% 387
Daily Pivots for day following 05-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.1065 1.1052 1.0987
R3 1.1028 1.1016 1.0977
R2 1.0992 1.0992 1.0974
R1 1.0979 1.0979 1.0970 1.0986
PP 1.0955 1.0955 1.0955 1.0958
S1 1.0943 1.0943 1.0964 1.0949
S2 1.0919 1.0919 1.0960
S3 1.0882 1.0906 1.0957
S4 1.0846 1.0870 1.0947
Weekly Pivots for week ending 05-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.1242 1.1208 1.1024
R3 1.1139 1.1105 1.0995
R2 1.1036 1.1036 1.0986
R1 1.1002 1.1002 1.0976 1.1019
PP 1.0933 1.0933 1.0933 1.0942
S1 1.0899 1.0899 1.0958 1.0916
S2 1.0830 1.0830 1.0948
S3 1.0727 1.0796 1.0939
S4 1.0624 1.0693 1.0910
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0968 1.0834 0.0134 1.2% 0.0025 0.2% 100% True False 77
10 1.0968 1.0817 0.0151 1.4% 0.0029 0.3% 100% True False 206
20 1.1039 1.0812 0.0227 2.1% 0.0032 0.3% 68% False False 333
40 1.1047 1.0812 0.0235 2.1% 0.0020 0.2% 66% False False 218
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1123
2.618 1.1063
1.618 1.1027
1.000 1.1004
0.618 1.0990
HIGH 1.0968
0.618 1.0954
0.500 1.0949
0.382 1.0945
LOW 1.0931
0.618 1.0908
1.000 1.0895
1.618 1.0872
2.618 1.0835
4.250 1.0776
Fisher Pivots for day following 05-Jul-2024
Pivot 1 day 3 day
R1 1.0961 1.0952
PP 1.0955 1.0937
S1 1.0949 1.0922

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

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