CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 01-Aug-2024
Day Change Summary
Previous Current
31-Jul-2024 01-Aug-2024 Change Change % Previous Week
Open 1.0924 1.0915 -0.0009 -0.1% 1.1014
High 1.0957 1.0916 -0.0042 -0.4% 1.1014
Low 1.0924 1.0895 -0.0029 -0.3% 1.0955
Close 1.0944 1.0895 -0.0049 -0.4% 1.0975
Range 0.0034 0.0021 -0.0013 -38.8% 0.0060
ATR 0.0034 0.0035 0.0001 3.3% 0.0000
Volume 31 5 -26 -83.9% 82
Daily Pivots for day following 01-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.0963 1.0950 1.0906
R3 1.0943 1.0929 1.0901
R2 1.0922 1.0922 1.0899
R1 1.0909 1.0909 1.0897 1.0905
PP 1.0902 1.0902 1.0902 1.0900
S1 1.0888 1.0888 1.0893 1.0885
S2 1.0881 1.0881 1.0891
S3 1.0861 1.0868 1.0889
S4 1.0840 1.0847 1.0884
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 1.0985 1.0895 0.0090 0.8% 0.0031 0.3% 0% False True 14
10 1.1020 1.0895 0.0125 1.1% 0.0025 0.2% 0% False True 15
20 1.1059 1.0895 0.0164 1.5% 0.0021 0.2% 0% False True 37
40 1.1059 1.0812 0.0247 2.3% 0.0026 0.2% 34% False False 185
60 1.1059 1.0812 0.0247 2.3% 0.0020 0.2% 34% False False 156
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 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1003
2.618 1.0969
1.618 1.0949
1.000 1.0936
0.618 1.0928
HIGH 1.0916
0.618 1.0908
0.500 1.0905
0.382 1.0903
LOW 1.0895
0.618 1.0882
1.000 1.0875
1.618 1.0862
2.618 1.0841
4.250 1.0808
Fisher Pivots for day following 01-Aug-2024
Pivot 1 day 3 day
R1 1.0905 1.0926
PP 1.0902 1.0916
S1 1.0898 1.0905

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

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