CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 26-Jul-2024
Day Change Summary
Previous Current
25-Jul-2024 26-Jul-2024 Change Change % Previous Week
Open 1.0957 1.0975 0.0018 0.2% 1.1014
High 1.0980 1.0980 -0.0001 0.0% 1.1014
Low 1.0957 1.0975 0.0018 0.2% 1.0955
Close 1.0967 1.0975 0.0008 0.1% 1.0975
Range 0.0024 0.0005 -0.0019 -78.7% 0.0060
ATR 0.0033 0.0031 -0.0001 -4.3% 0.0000
Volume 53 10 -43 -81.1% 82
Daily Pivots for day following 26-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.0991 1.0988 1.0977
R3 1.0986 1.0983 1.0976
R2 1.0981 1.0981 1.0975
R1 1.0978 1.0978 1.0975 1.0977
PP 1.0976 1.0976 1.0976 1.0976
S1 1.0973 1.0973 1.0974 1.0972
S2 1.0971 1.0971 1.0974
S3 1.0966 1.0968 1.0973
S4 1.0961 1.0963 1.0972
Weekly Pivots for week ending 26-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.1160 1.1127 1.1007
R3 1.1100 1.1067 1.0991
R2 1.1041 1.1041 1.0985
R1 1.1008 1.1008 1.0980 1.0994
PP 1.0981 1.0981 1.0981 1.0974
S1 1.0948 1.0948 1.0969 1.0935
S2 1.0922 1.0922 1.0964
S3 1.0862 1.0889 1.0958
S4 1.0803 1.0829 1.0942
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1014 1.0955 0.0060 0.5% 0.0017 0.2% 34% False False 16
10 1.1059 1.0955 0.0104 0.9% 0.0016 0.1% 19% False False 26
20 1.1059 1.0834 0.0225 2.0% 0.0018 0.2% 63% False False 48
40 1.1059 1.0812 0.0247 2.2% 0.0023 0.2% 66% False False 199
60 1.1059 1.0812 0.0247 2.2% 0.0018 0.2% 66% False False 168
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1001
2.618 1.0993
1.618 1.0988
1.000 1.0985
0.618 1.0983
HIGH 1.0980
0.618 1.0978
0.500 1.0977
0.382 1.0976
LOW 1.0975
0.618 1.0971
1.000 1.0970
1.618 1.0966
2.618 1.0961
4.250 1.0953
Fisher Pivots for day following 26-Jul-2024
Pivot 1 day 3 day
R1 1.0977 1.0972
PP 1.0976 1.0970
S1 1.0975 1.0967

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

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