CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 19-Aug-2024
Day Change Summary
Previous Current
16-Aug-2024 19-Aug-2024 Change Change % Previous Week
Open 1.1123 1.1167 0.0044 0.4% 1.1035
High 1.1123 1.1187 0.0064 0.6% 1.1123
Low 1.1077 1.1167 0.0090 0.8% 1.1025
Close 1.1123 1.1185 0.0062 0.6% 1.1123
Range 0.0046 0.0020 -0.0026 -56.5% 0.0099
ATR 0.0039 0.0041 0.0002 4.4% 0.0000
Volume 0 40 40 838
Daily Pivots for day following 19-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1240 1.1232 1.1196
R3 1.1220 1.1212 1.1191
R2 1.1200 1.1200 1.1189
R1 1.1192 1.1192 1.1187 1.1196
PP 1.1180 1.1180 1.1180 1.1182
S1 1.1172 1.1172 1.1183 1.1176
S2 1.1160 1.1160 1.1181
S3 1.1140 1.1152 1.1180
S4 1.1120 1.1132 1.1174
Weekly Pivots for week ending 16-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1386 1.1353 1.1177
R3 1.1287 1.1254 1.1150
R2 1.1189 1.1189 1.1141
R1 1.1156 1.1156 1.1132 1.1172
PP 1.1090 1.1090 1.1090 1.1098
S1 1.1057 1.1057 1.1114 1.1074
S2 1.0992 1.0992 1.1105
S3 1.0893 1.0959 1.1096
S4 1.0795 1.0860 1.1069
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1187 1.1025 0.0163 1.5% 0.0036 0.3% 99% True False 21
10 1.1187 1.0992 0.0195 1.7% 0.0027 0.2% 99% True False 301
20 1.1187 1.0895 0.0292 2.6% 0.0033 0.3% 99% True False 211
40 1.1187 1.0820 0.0368 3.3% 0.0027 0.2% 99% True False 162
60 1.1187 1.0812 0.0375 3.4% 0.0025 0.2% 99% True False 212
80 1.1187 1.0812 0.0375 3.4% 0.0022 0.2% 99% True False 179
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 0.0002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1272
2.618 1.1239
1.618 1.1219
1.000 1.1207
0.618 1.1199
HIGH 1.1187
0.618 1.1179
0.500 1.1177
0.382 1.1175
LOW 1.1167
0.618 1.1155
1.000 1.1147
1.618 1.1135
2.618 1.1115
4.250 1.1082
Fisher Pivots for day following 19-Aug-2024
Pivot 1 day 3 day
R1 1.1182 1.1164
PP 1.1180 1.1143
S1 1.1177 1.1122

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

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