CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 14-Aug-2024
Day Change Summary
Previous Current
13-Aug-2024 14-Aug-2024 Change Change % Previous Week
Open 1.1032 1.1111 0.0080 0.7% 1.1007
High 1.1102 1.1120 0.0018 0.2% 1.1069
Low 1.1025 1.1111 0.0087 0.8% 1.0992
Close 1.1102 1.1119 0.0018 0.2% 1.1023
Range 0.0077 0.0009 -0.0069 -89.0% 0.0077
ATR 0.0039 0.0037 -0.0001 -3.8% 0.0000
Volume 62 3 -59 -95.2% 2,791
Daily Pivots for day following 14-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1142 1.1139 1.1124
R3 1.1134 1.1131 1.1121
R2 1.1125 1.1125 1.1121
R1 1.1122 1.1122 1.1120 1.1124
PP 1.1117 1.1117 1.1117 1.1117
S1 1.1114 1.1114 1.1118 1.1115
S2 1.1108 1.1108 1.1117
S3 1.1100 1.1105 1.1117
S4 1.1091 1.1097 1.1114
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 1.1120 1.0992 0.0128 1.1% 0.0028 0.3% 100% True False 329
10 1.1120 1.0895 0.0225 2.0% 0.0036 0.3% 100% True False 404
20 1.1120 1.0895 0.0225 2.0% 0.0030 0.3% 100% True False 210
40 1.1120 1.0817 0.0303 2.7% 0.0027 0.2% 100% True False 207
60 1.1120 1.0812 0.0308 2.8% 0.0024 0.2% 100% True False 221
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 0.0003
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1156
2.618 1.1142
1.618 1.1133
1.000 1.1128
0.618 1.1125
HIGH 1.1120
0.618 1.1116
0.500 1.1115
0.382 1.1114
LOW 1.1111
0.618 1.1106
1.000 1.1103
1.618 1.1097
2.618 1.1089
4.250 1.1075
Fisher Pivots for day following 14-Aug-2024
Pivot 1 day 3 day
R1 1.1118 1.1103
PP 1.1117 1.1088
S1 1.1115 1.1072

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

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