CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 22-Jul-2024
Day Change Summary
Previous Current
19-Jul-2024 22-Jul-2024 Change Change % Previous Week
Open 1.0999 1.1014 0.0015 0.1% 1.1006
High 1.1020 1.1014 -0.0006 0.0% 1.1059
Low 1.0999 1.1009 0.0010 0.1% 1.0999
Close 1.0999 1.1009 0.0011 0.1% 1.0999
Range 0.0021 0.0005 -0.0016 -75.6% 0.0060
ATR 0.0035 0.0033 -0.0001 -3.9% 0.0000
Volume 14 1 -13 -92.9% 178
Daily Pivots for day following 22-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.1026 1.1022 1.1012
R3 1.1021 1.1017 1.1010
R2 1.1016 1.1016 1.1010
R1 1.1012 1.1012 1.1009 1.1012
PP 1.1011 1.1011 1.1011 1.1010
S1 1.1007 1.1007 1.1009 1.1007
S2 1.1006 1.1006 1.1008
S3 1.1001 1.1002 1.1008
S4 1.0996 1.0997 1.1006
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% 0.0009 0.1% 17% False False 23
10 1.1059 1.0941 0.0118 1.1% 0.0016 0.1% 58% False False 41
20 1.1059 1.0820 0.0239 2.2% 0.0020 0.2% 79% False False 113
40 1.1059 1.0812 0.0247 2.2% 0.0021 0.2% 80% False False 212
60 1.1059 1.0812 0.0247 2.2% 0.0018 0.2% 80% False False 168
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1035
2.618 1.1027
1.618 1.1022
1.000 1.1019
0.618 1.1017
HIGH 1.1014
0.618 1.1012
0.500 1.1012
0.382 1.1011
LOW 1.1009
0.618 1.1006
1.000 1.1004
1.618 1.1001
2.618 1.0996
4.250 1.0988
Fisher Pivots for day following 22-Jul-2024
Pivot 1 day 3 day
R1 1.1012 1.1009
PP 1.1011 1.1009
S1 1.1010 1.1009

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

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