CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 15-Aug-2024
Day Change Summary
Previous Current
14-Aug-2024 15-Aug-2024 Change Change % Previous Week
Open 1.1111 1.1057 -0.0055 -0.5% 1.1007
High 1.1120 1.1087 -0.0033 -0.3% 1.1069
Low 1.1111 1.1057 -0.0055 -0.5% 1.0992
Close 1.1119 1.1081 -0.0038 -0.3% 1.1023
Range 0.0009 0.0030 0.0022 252.9% 0.0077
ATR 0.0037 0.0039 0.0002 4.9% 0.0000
Volume 3 3 0 0.0% 2,791
Daily Pivots for day following 15-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1165 1.1153 1.1098
R3 1.1135 1.1123 1.1089
R2 1.1105 1.1105 1.1087
R1 1.1093 1.1093 1.1084 1.1099
PP 1.1075 1.1075 1.1075 1.1078
S1 1.1063 1.1063 1.1078 1.1069
S2 1.1045 1.1045 1.1076
S3 1.1015 1.1033 1.1073
S4 1.0985 1.1003 1.1065
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 1.1018 0.0102 0.9% 0.0026 0.2% 62% False False 167
10 1.1120 1.0923 0.0197 1.8% 0.0037 0.3% 80% False False 404
20 1.1120 1.0895 0.0225 2.0% 0.0031 0.3% 83% False False 210
40 1.1120 1.0817 0.0303 2.7% 0.0027 0.2% 87% False False 207
60 1.1120 1.0812 0.0308 2.8% 0.0024 0.2% 87% False False 219
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1214
2.618 1.1165
1.618 1.1135
1.000 1.1117
0.618 1.1105
HIGH 1.1087
0.618 1.1075
0.500 1.1072
0.382 1.1068
LOW 1.1057
0.618 1.1038
1.000 1.1027
1.618 1.1008
2.618 1.0978
4.250 1.0929
Fisher Pivots for day following 15-Aug-2024
Pivot 1 day 3 day
R1 1.1078 1.1078
PP 1.1075 1.1075
S1 1.1072 1.1072

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

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