CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 19-Jul-2024
Day Change Summary
Previous Current
18-Jul-2024 19-Jul-2024 Change Change % Previous Week
Open 1.1019 1.0999 -0.0020 -0.2% 1.1006
High 1.1019 1.1020 0.0001 0.0% 1.1059
Low 1.1019 1.0999 -0.0020 -0.2% 1.0999
Close 1.1019 1.0999 -0.0021 -0.2% 1.0999
Range 0.0000 0.0021 0.0021 0.0060
ATR 0.0036 0.0035 -0.0001 -3.0% 0.0000
Volume 1 14 13 1,300.0% 178
Daily Pivots for day following 19-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.1067 1.1053 1.1010
R3 1.1047 1.1033 1.1004
R2 1.1026 1.1026 1.1002
R1 1.1012 1.1012 1.1000 1.1009
PP 1.1006 1.1006 1.1006 1.1004
S1 1.0992 1.0992 1.0997 1.0989
S2 1.0985 1.0985 1.0995
S3 1.0965 1.0971 1.0993
S4 1.0944 1.0951 1.0987
Weekly Pivots for week ending 19-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.1197 1.1157 1.1031
R3 1.1138 1.1098 1.1015
R2 1.1078 1.1078 1.1009
R1 1.1038 1.1038 1.1004 1.1029
PP 1.1019 1.1019 1.1019 1.1014
S1 1.0979 1.0979 1.0993 1.0969
S2 1.0959 1.0959 1.0988
S3 1.0900 1.0919 1.0982
S4 1.0840 1.0860 1.0966
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1059 1.0999 0.0060 0.5% 0.0015 0.1% -1% False True 35
10 1.1059 1.0941 0.0118 1.1% 0.0016 0.1% 49% False False 50
20 1.1059 1.0817 0.0242 2.2% 0.0022 0.2% 75% False False 128
40 1.1059 1.0812 0.0247 2.2% 0.0021 0.2% 76% False False 218
60 1.1059 1.0812 0.0247 2.2% 0.0018 0.2% 76% False False 168
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1107
2.618 1.1073
1.618 1.1053
1.000 1.1040
0.618 1.1032
HIGH 1.1020
0.618 1.1012
0.500 1.1009
0.382 1.1007
LOW 1.0999
0.618 1.0986
1.000 1.0979
1.618 1.0966
2.618 1.0945
4.250 1.0912
Fisher Pivots for day following 19-Jul-2024
Pivot 1 day 3 day
R1 1.1009 1.1029
PP 1.1006 1.1019
S1 1.1002 1.1009

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

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