CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 02-Aug-2024
Day Change Summary
Previous Current
01-Aug-2024 02-Aug-2024 Change Change % Previous Week
Open 1.0915 1.0923 0.0008 0.1% 1.0946
High 1.0916 1.1022 0.0107 1.0% 1.1022
Low 1.0895 1.0923 0.0028 0.3% 1.0895
Close 1.0895 1.1016 0.0121 1.1% 1.1016
Range 0.0021 0.0100 0.0079 385.4% 0.0127
ATR 0.0035 0.0041 0.0007 19.0% 0.0000
Volume 5 415 410 8,200.0% 477
Daily Pivots for day following 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1285 1.1250 1.1071
R3 1.1186 1.1151 1.1043
R2 1.1086 1.1086 1.1034
R1 1.1051 1.1051 1.1025 1.1069
PP 1.0987 1.0987 1.0987 1.0996
S1 1.0952 1.0952 1.1007 1.0969
S2 1.0887 1.0887 1.0998
S3 1.0788 1.0852 1.0989
S4 1.0688 1.0753 1.0961
Weekly Pivots for week ending 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1359 1.1314 1.1086
R3 1.1232 1.1187 1.1051
R2 1.1105 1.1105 1.1039
R1 1.1060 1.1060 1.1028 1.1083
PP 1.0978 1.0978 1.0978 1.0989
S1 1.0933 1.0933 1.1004 1.0956
S2 1.0851 1.0851 1.0993
S3 1.0724 1.0806 1.0981
S4 1.0597 1.0679 1.0946
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1022 1.0895 0.0127 1.2% 0.0050 0.5% 95% True False 95
10 1.1022 1.0895 0.0127 1.2% 0.0033 0.3% 95% True False 55
20 1.1059 1.0895 0.0164 1.5% 0.0024 0.2% 74% False False 53
40 1.1059 1.0812 0.0247 2.2% 0.0028 0.3% 83% False False 193
60 1.1059 1.0812 0.0247 2.2% 0.0021 0.2% 83% False False 163
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 1.1445
2.618 1.1282
1.618 1.1183
1.000 1.1122
0.618 1.1083
HIGH 1.1022
0.618 1.0984
0.500 1.0972
0.382 1.0961
LOW 1.0923
0.618 1.0861
1.000 1.0823
1.618 1.0762
2.618 1.0662
4.250 1.0500
Fisher Pivots for day following 02-Aug-2024
Pivot 1 day 3 day
R1 1.1001 1.0997
PP 1.0987 1.0978
S1 1.0972 1.0959

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

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