CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 13-Aug-2024
Day Change Summary
Previous Current
12-Aug-2024 13-Aug-2024 Change Change % Previous Week
Open 1.1035 1.1032 -0.0003 0.0% 1.1007
High 1.1035 1.1102 0.0067 0.6% 1.1069
Low 1.1033 1.1025 -0.0009 -0.1% 1.0992
Close 1.1033 1.1102 0.0069 0.6% 1.1023
Range 0.0002 0.0077 0.0076 5,033.3% 0.0077
ATR 0.0036 0.0039 0.0003 8.3% 0.0000
Volume 770 62 -708 -91.9% 2,791
Daily Pivots for day following 13-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1307 1.1281 1.1144
R3 1.1230 1.1204 1.1123
R2 1.1153 1.1153 1.1116
R1 1.1127 1.1127 1.1109 1.1140
PP 1.1076 1.1076 1.1076 1.1082
S1 1.1050 1.1050 1.1094 1.1063
S2 1.0999 1.0999 1.1087
S3 1.0922 1.0973 1.1080
S4 1.0845 1.0896 1.1059
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 1.1102 1.0992 0.0110 1.0% 0.0028 0.3% 100% True False 539
10 1.1102 1.0895 0.0207 1.9% 0.0038 0.3% 100% True False 407
20 1.1102 1.0895 0.0207 1.9% 0.0029 0.3% 100% True False 212
40 1.1102 1.0817 0.0285 2.6% 0.0027 0.2% 100% True False 207
60 1.1102 1.0812 0.0290 2.6% 0.0024 0.2% 100% True False 221
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0003
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.1429
2.618 1.1303
1.618 1.1226
1.000 1.1179
0.618 1.1149
HIGH 1.1102
0.618 1.1072
0.500 1.1063
0.382 1.1054
LOW 1.1025
0.618 1.0977
1.000 1.0948
1.618 1.0900
2.618 1.0823
4.250 1.0697
Fisher Pivots for day following 13-Aug-2024
Pivot 1 day 3 day
R1 1.1089 1.1088
PP 1.1076 1.1074
S1 1.1063 1.1060

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

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