CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 12-Aug-2024
Day Change Summary
Previous Current
09-Aug-2024 12-Aug-2024 Change Change % Previous Week
Open 1.1023 1.1035 0.0012 0.1% 1.1007
High 1.1031 1.1035 0.0004 0.0% 1.1069
Low 1.1018 1.1033 0.0015 0.1% 1.0992
Close 1.1023 1.1033 0.0010 0.1% 1.1023
Range 0.0013 0.0002 -0.0011 -88.0% 0.0077
ATR 0.0037 0.0036 -0.0002 -5.0% 0.0000
Volume 0 770 770 2,791
Daily Pivots for day following 12-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1038 1.1037 1.1034
R3 1.1037 1.1036 1.1033
R2 1.1035 1.1035 1.1033
R1 1.1034 1.1034 1.1033 1.1034
PP 1.1034 1.1034 1.1034 1.1033
S1 1.1033 1.1033 1.1033 1.1032
S2 1.1032 1.1032 1.1033
S3 1.1031 1.1031 1.1033
S4 1.1029 1.1030 1.1032
Weekly Pivots for week ending 09-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1259 1.1218 1.1065
R3 1.1182 1.1141 1.1044
R2 1.1105 1.1105 1.1037
R1 1.1064 1.1064 1.1030 1.1085
PP 1.1028 1.1028 1.1028 1.1038
S1 1.0987 1.0987 1.1016 1.1008
S2 1.0951 1.0951 1.1009
S3 1.0874 1.0910 1.1002
S4 1.0797 1.0833 1.0981
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1058 1.0992 0.0066 0.6% 0.0018 0.2% 62% False False 581
10 1.1069 1.0895 0.0174 1.6% 0.0034 0.3% 79% False False 402
20 1.1069 1.0895 0.0174 1.6% 0.0026 0.2% 79% False False 211
40 1.1069 1.0812 0.0257 2.3% 0.0027 0.2% 86% False False 208
60 1.1069 1.0812 0.0257 2.3% 0.0023 0.2% 86% False False 220
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.1041
2.618 1.1038
1.618 1.1037
1.000 1.1036
0.618 1.1035
HIGH 1.1035
0.618 1.1034
0.500 1.1034
0.382 1.1034
LOW 1.1033
0.618 1.1032
1.000 1.1032
1.618 1.1031
2.618 1.1029
4.250 1.1027
Fisher Pivots for day following 12-Aug-2024
Pivot 1 day 3 day
R1 1.1034 1.1026
PP 1.1034 1.1020
S1 1.1033 1.1013

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

View Archives - Comment on this page... - Back to Index of Symbols