CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 22-Aug-2024
Day Change Summary
Previous Current
21-Aug-2024 22-Aug-2024 Change Change % Previous Week
Open 1.1216 1.1205 -0.0011 -0.1% 1.1035
High 1.1269 1.1214 -0.0056 -0.5% 1.1123
Low 1.1216 1.1205 -0.0011 -0.1% 1.1025
Close 1.1261 1.1210 -0.0051 -0.5% 1.1123
Range 0.0053 0.0009 -0.0045 -84.0% 0.0099
ATR 0.0042 0.0043 0.0001 2.2% 0.0000
Volume 123 13 -110 -89.4% 838
Daily Pivots for day following 22-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1235 1.1231 1.1214
R3 1.1226 1.1222 1.1212
R2 1.1218 1.1218 1.1211
R1 1.1214 1.1214 1.1210 1.1216
PP 1.1209 1.1209 1.1209 1.1210
S1 1.1205 1.1205 1.1209 1.1207
S2 1.1201 1.1201 1.1208
S3 1.1192 1.1197 1.1207
S4 1.1184 1.1188 1.1205
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 1.1269 1.1077 0.0192 1.7% 0.0028 0.3% 69% False False 45
10 1.1269 1.1018 0.0251 2.2% 0.0027 0.2% 76% False False 106
20 1.1269 1.0895 0.0374 3.3% 0.0033 0.3% 84% False False 217
40 1.1269 1.0834 0.0435 3.9% 0.0026 0.2% 86% False False 133
60 1.1269 1.0812 0.0457 4.1% 0.0026 0.2% 87% False False 207
80 1.1269 1.0812 0.0457 4.1% 0.0022 0.2% 87% False False 180
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0001
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.1250
2.618 1.1236
1.618 1.1227
1.000 1.1222
0.618 1.1219
HIGH 1.1214
0.618 1.1210
0.500 1.1209
0.382 1.1208
LOW 1.1205
0.618 1.1200
1.000 1.1197
1.618 1.1191
2.618 1.1183
4.250 1.1169
Fisher Pivots for day following 22-Aug-2024
Pivot 1 day 3 day
R1 1.1209 1.1237
PP 1.1209 1.1228
S1 1.1209 1.1219

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

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