CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 07-Aug-2024
Day Change Summary
Previous Current
06-Aug-2024 07-Aug-2024 Change Change % Previous Week
Open 1.1058 1.1027 -0.0031 -0.3% 1.0946
High 1.1058 1.1033 -0.0025 -0.2% 1.1022
Low 1.1032 1.1025 -0.0007 -0.1% 1.0895
Close 1.1032 1.1025 -0.0007 -0.1% 1.1016
Range 0.0027 0.0008 -0.0019 -69.8% 0.0127
ATR 0.0042 0.0039 -0.0002 -5.8% 0.0000
Volume 274 1,053 779 284.3% 477
Daily Pivots for day following 07-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1052 1.1046 1.1029
R3 1.1044 1.1038 1.1027
R2 1.1036 1.1036 1.1026
R1 1.1030 1.1030 1.1026 1.1029
PP 1.1028 1.1028 1.1028 1.1027
S1 1.1022 1.1022 1.1024 1.1021
S2 1.1020 1.1020 1.1024
S3 1.1012 1.1014 1.1023
S4 1.1004 1.1006 1.1021
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% 0.0043 0.4% 75% False False 480
10 1.1069 1.0895 0.0174 1.6% 0.0038 0.3% 75% False False 252
20 1.1069 1.0895 0.0174 1.6% 0.0029 0.3% 75% False False 139
40 1.1069 1.0812 0.0257 2.3% 0.0028 0.3% 83% False False 199
60 1.1069 1.0812 0.0257 2.3% 0.0023 0.2% 83% False False 194
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1067
2.618 1.1054
1.618 1.1046
1.000 1.1041
0.618 1.1038
HIGH 1.1033
0.618 1.1030
0.500 1.1029
0.382 1.1028
LOW 1.1025
0.618 1.1020
1.000 1.1017
1.618 1.1012
2.618 1.1004
4.250 1.0991
Fisher Pivots for day following 07-Aug-2024
Pivot 1 day 3 day
R1 1.1029 1.1038
PP 1.1028 1.1034
S1 1.1026 1.1029

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

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