CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 11-Jul-2024
Day Change Summary
Previous Current
10-Jul-2024 11-Jul-2024 Change Change % Previous Week
Open 1.0950 1.1000 0.0050 0.5% 1.0886
High 1.0952 1.1020 0.0068 0.6% 1.0968
Low 1.0941 1.0992 0.0051 0.5% 1.0865
Close 1.0952 1.0992 0.0040 0.4% 1.0967
Range 0.0011 0.0029 0.0018 159.1% 0.0103
ATR 0.0034 0.0036 0.0002 7.3% 0.0000
Volume 56 13 -43 -76.8% 387
Daily Pivots for day following 11-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.1087 1.1068 1.1007
R3 1.1058 1.1039 1.0999
R2 1.1030 1.1030 1.0997
R1 1.1011 1.1011 1.0994 1.1006
PP 1.1001 1.1001 1.1001 1.0999
S1 1.0982 1.0982 1.0989 1.0977
S2 1.0973 1.0973 1.0986
S3 1.0944 1.0954 1.0984
S4 1.0916 1.0925 1.0976
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 1.1020 1.0931 0.0089 0.8% 0.0015 0.1% 68% True False 71
10 1.1020 1.0834 0.0186 1.7% 0.0018 0.2% 85% True False 69
20 1.1020 1.0812 0.0208 1.9% 0.0029 0.3% 86% True False 260
40 1.1047 1.0812 0.0235 2.1% 0.0021 0.2% 76% 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 0.0003
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1141
2.618 1.1095
1.618 1.1066
1.000 1.1049
0.618 1.1038
HIGH 1.1020
0.618 1.1009
0.500 1.1006
0.382 1.1002
LOW 1.0992
0.618 1.0974
1.000 1.0963
1.618 1.0945
2.618 1.0917
4.250 1.0870
Fisher Pivots for day following 11-Jul-2024
Pivot 1 day 3 day
R1 1.1006 1.0988
PP 1.1001 1.0984
S1 1.0996 1.0981

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

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