CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 16-Jul-2024
Day Change Summary
Previous Current
15-Jul-2024 16-Jul-2024 Change Change % Previous Week
Open 1.1006 1.1003 -0.0003 0.0% 1.0954
High 1.1039 1.1019 -0.0020 -0.2% 1.1031
Low 1.1006 1.1003 -0.0003 0.0% 1.0941
Close 1.1023 1.1019 -0.0004 0.0% 1.1030
Range 0.0033 0.0016 -0.0017 -52.3% 0.0090
ATR 0.0036 0.0035 -0.0001 -3.3% 0.0000
Volume 60 51 -9 -15.0% 324
Daily Pivots for day following 16-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.1060 1.1055 1.1027
R3 1.1044 1.1039 1.1023
R2 1.1029 1.1029 1.1021
R1 1.1024 1.1024 1.1020 1.1026
PP 1.1013 1.1013 1.1013 1.1015
S1 1.1008 1.1008 1.1017 1.1011
S2 1.0998 1.0998 1.1016
S3 1.0982 1.0993 1.1014
S4 1.0967 1.0977 1.1010
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% 0.0026 0.2% 79% False False 49
10 1.1039 1.0876 0.0163 1.5% 0.0019 0.2% 88% False False 80
20 1.1039 1.0817 0.0222 2.0% 0.0025 0.2% 91% False False 202
40 1.1047 1.0812 0.0235 2.1% 0.0022 0.2% 88% False False 226
Crabel Price Patterns
NR True
NR4 True
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 0.0001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1084
2.618 1.1059
1.618 1.1044
1.000 1.1034
0.618 1.1028
HIGH 1.1019
0.618 1.1013
0.500 1.1011
0.382 1.1009
LOW 1.1003
0.618 1.0993
1.000 1.0988
1.618 1.0978
2.618 1.0962
4.250 1.0937
Fisher Pivots for day following 16-Jul-2024
Pivot 1 day 3 day
R1 1.1016 1.1017
PP 1.1013 1.1015
S1 1.1011 1.1014

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

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