CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 05-Aug-2024
Day Change Summary
Previous Current
02-Aug-2024 05-Aug-2024 Change Change % Previous Week
Open 1.0923 1.1007 0.0085 0.8% 1.0946
High 1.1022 1.1069 0.0047 0.4% 1.1022
Low 1.0923 1.1007 0.0085 0.8% 1.0895
Close 1.1016 1.1054 0.0038 0.3% 1.1016
Range 0.0100 0.0062 -0.0038 -37.7% 0.0127
ATR 0.0041 0.0043 0.0001 3.6% 0.0000
Volume 415 653 238 57.3% 477
Daily Pivots for day following 05-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1229 1.1204 1.1088
R3 1.1167 1.1142 1.1071
R2 1.1105 1.1105 1.1065
R1 1.1080 1.1080 1.1060 1.1093
PP 1.1043 1.1043 1.1043 1.1050
S1 1.1018 1.1018 1.1048 1.1031
S2 1.0981 1.0981 1.1043
S3 1.0919 1.0956 1.1037
S4 1.0857 1.0894 1.1020
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 1.1069 1.0895 0.0174 1.6% 0.0050 0.5% 91% True False 223
10 1.1069 1.0895 0.0174 1.6% 0.0039 0.4% 91% True False 121
20 1.1069 1.0895 0.0174 1.6% 0.0028 0.2% 91% True False 81
40 1.1069 1.0812 0.0257 2.3% 0.0030 0.3% 94% True False 209
60 1.1069 1.0812 0.0257 2.3% 0.0023 0.2% 94% True False 174
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1333
2.618 1.1231
1.618 1.1169
1.000 1.1131
0.618 1.1107
HIGH 1.1069
0.618 1.1045
0.500 1.1038
0.382 1.1031
LOW 1.1007
0.618 1.0969
1.000 1.0945
1.618 1.0907
2.618 1.0845
4.250 1.0744
Fisher Pivots for day following 05-Aug-2024
Pivot 1 day 3 day
R1 1.1049 1.1030
PP 1.1043 1.1006
S1 1.1038 1.0982

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

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