CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 29-Jul-2024
Day Change Summary
Previous Current
26-Jul-2024 29-Jul-2024 Change Change % Previous Week
Open 1.0975 1.0946 -0.0029 -0.3% 1.1014
High 1.0980 1.0985 0.0005 0.0% 1.1014
Low 1.0975 1.0922 -0.0053 -0.5% 1.0955
Close 1.0975 1.0939 -0.0036 -0.3% 1.0975
Range 0.0005 0.0063 0.0058 1,150.0% 0.0060
ATR 0.0031 0.0034 0.0002 7.1% 0.0000
Volume 10 14 4 40.0% 82
Daily Pivots for day following 29-Jul-2024
Classic Woodie Camarilla DeMark
R4 1.1136 1.1100 1.0973
R3 1.1074 1.1038 1.0956
R2 1.1011 1.1011 1.0950
R1 1.0975 1.0975 1.0945 1.0962
PP 1.0949 1.0949 1.0949 1.0942
S1 1.0913 1.0913 1.0933 1.0899
S2 1.0886 1.0886 1.0928
S3 1.0824 1.0850 1.0922
S4 1.0761 1.0788 1.0905
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 1.0990 1.0922 0.0068 0.6% 0.0028 0.3% 25% False True 19
10 1.1059 1.0922 0.0137 1.2% 0.0019 0.2% 12% False True 21
20 1.1059 1.0865 0.0194 1.8% 0.0020 0.2% 38% False False 49
40 1.1059 1.0812 0.0247 2.3% 0.0024 0.2% 52% False False 199
60 1.1059 1.0812 0.0247 2.3% 0.0019 0.2% 52% False False 168
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1.1250
2.618 1.1148
1.618 1.1086
1.000 1.1047
0.618 1.1023
HIGH 1.0985
0.618 1.0961
0.500 1.0953
0.382 1.0946
LOW 1.0922
0.618 1.0883
1.000 1.0860
1.618 1.0821
2.618 1.0758
4.250 1.0656
Fisher Pivots for day following 29-Jul-2024
Pivot 1 day 3 day
R1 1.0953 1.0953
PP 1.0949 1.0949
S1 1.0944 1.0944

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

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