CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 15-Jul-2024
Day Change Summary
Previous Current
12-Jul-2024 15-Jul-2024 Change Change % Previous Week
Open 1.0989 1.1006 0.0018 0.2% 1.0954
High 1.1031 1.1039 0.0008 0.1% 1.1031
Low 1.0989 1.1006 0.0018 0.2% 1.0941
Close 1.1030 1.1023 -0.0007 -0.1% 1.1030
Range 0.0042 0.0033 -0.0010 -22.6% 0.0090
ATR 0.0036 0.0036 0.0000 -0.8% 0.0000
Volume 65 60 -5 -7.7% 324
Daily Pivots for day following 15-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.1120 1.1104 1.1040
R3 1.1087 1.1071 1.1031
R2 1.1055 1.1055 1.1028
R1 1.1039 1.1039 1.1025 1.1047
PP 1.1022 1.1022 1.1022 1.1026
S1 1.1006 1.1006 1.1020 1.1014
S2 1.0990 1.0990 1.1017
S3 1.0957 1.0974 1.1014
S4 1.0925 1.0941 1.1005
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 1.1039 1.0941 0.0098 0.9% 0.0023 0.2% 84% True False 58
10 1.1039 1.0865 0.0174 1.6% 0.0021 0.2% 91% True False 77
20 1.1039 1.0812 0.0227 2.1% 0.0028 0.3% 93% True False 205
40 1.1047 1.0812 0.0235 2.1% 0.0021 0.2% 90% False False 225
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1177
2.618 1.1124
1.618 1.1091
1.000 1.1071
0.618 1.1059
HIGH 1.1039
0.618 1.1026
0.500 1.1022
0.382 1.1018
LOW 1.1006
0.618 1.0986
1.000 1.0974
1.618 1.0953
2.618 1.0921
4.250 1.0868
Fisher Pivots for day following 15-Jul-2024
Pivot 1 day 3 day
R1 1.1022 1.1020
PP 1.1022 1.1017
S1 1.1022 1.1014

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

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