CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 08-Aug-2024
Day Change Summary
Previous Current
07-Aug-2024 08-Aug-2024 Change Change % Previous Week
Open 1.1027 1.1025 -0.0003 0.0% 1.0946
High 1.1033 1.1035 0.0002 0.0% 1.1022
Low 1.1025 1.0992 -0.0033 -0.3% 1.0895
Close 1.1025 1.1022 -0.0003 0.0% 1.1016
Range 0.0008 0.0043 0.0035 431.3% 0.0127
ATR 0.0039 0.0039 0.0000 0.6% 0.0000
Volume 1,053 811 -242 -23.0% 477
Daily Pivots for day following 08-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1144 1.1125 1.1045
R3 1.1101 1.1083 1.1034
R2 1.1059 1.1059 1.1030
R1 1.1040 1.1040 1.1026 1.1028
PP 1.1016 1.1016 1.1016 1.1010
S1 1.0998 1.0998 1.1018 1.0986
S2 1.0974 1.0974 1.1014
S3 1.0931 1.0955 1.1010
S4 1.0889 1.0913 1.0999
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 1.0923 0.0147 1.3% 0.0048 0.4% 68% False False 641
10 1.1069 1.0895 0.0174 1.6% 0.0039 0.4% 73% False False 327
20 1.1069 1.0895 0.0174 1.6% 0.0029 0.3% 73% False False 179
40 1.1069 1.0812 0.0257 2.3% 0.0029 0.3% 82% False False 220
60 1.1069 1.0812 0.0257 2.3% 0.0024 0.2% 82% False False 208
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1215
2.618 1.1146
1.618 1.1103
1.000 1.1077
0.618 1.1061
HIGH 1.1035
0.618 1.1018
0.500 1.1013
0.382 1.1008
LOW 1.0992
0.618 1.0966
1.000 1.0950
1.618 1.0923
2.618 1.0881
4.250 1.0811
Fisher Pivots for day following 08-Aug-2024
Pivot 1 day 3 day
R1 1.1019 1.1025
PP 1.1016 1.1024
S1 1.1013 1.1023

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

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