CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 12-Jul-2024
Day Change Summary
Previous Current
11-Jul-2024 12-Jul-2024 Change Change % Previous Week
Open 1.1000 1.0989 -0.0012 -0.1% 1.0954
High 1.1020 1.1031 0.0011 0.1% 1.1031
Low 1.0992 1.0989 -0.0003 0.0% 1.0941
Close 1.0992 1.1030 0.0038 0.3% 1.1030
Range 0.0029 0.0042 0.0014 47.4% 0.0090
ATR 0.0036 0.0036 0.0000 1.2% 0.0000
Volume 13 65 52 400.0% 324
Daily Pivots for day following 12-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.1142 1.1128 1.1053
R3 1.1100 1.1086 1.1041
R2 1.1058 1.1058 1.1037
R1 1.1044 1.1044 1.1033 1.1051
PP 1.1016 1.1016 1.1016 1.1020
S1 1.1002 1.1002 1.1026 1.1009
S2 1.0974 1.0974 1.1022
S3 1.0932 1.0960 1.1018
S4 1.0890 1.0918 1.1006
Weekly Pivots for week ending 12-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.1269 1.1239 1.1079
R3 1.1179 1.1149 1.1054
R2 1.1090 1.1090 1.1046
R1 1.1060 1.1060 1.1038 1.1075
PP 1.1000 1.1000 1.1000 1.1008
S1 1.0970 1.0970 1.1021 1.0985
S2 1.0911 1.0911 1.1013
S3 1.0821 1.0881 1.1005
S4 1.0732 1.0791 1.0980
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1031 1.0941 0.0090 0.8% 0.0016 0.1% 99% True False 64
10 1.1031 1.0834 0.0197 1.8% 0.0021 0.2% 99% True False 71
20 1.1031 1.0812 0.0219 2.0% 0.0030 0.3% 100% True False 216
40 1.1047 1.0812 0.0235 2.1% 0.0022 0.2% 93% False False 223
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 1.1209
2.618 1.1140
1.618 1.1098
1.000 1.1073
0.618 1.1056
HIGH 1.1031
0.618 1.1014
0.500 1.1010
0.382 1.1005
LOW 1.0989
0.618 1.0963
1.000 1.0947
1.618 1.0921
2.618 1.0879
4.250 1.0810
Fisher Pivots for day following 12-Jul-2024
Pivot 1 day 3 day
R1 1.1023 1.1015
PP 1.1016 1.1000
S1 1.1010 1.0986

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

View Archives - Comment on this page... - Back to Index of Symbols