CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 29-Aug-2024
Day Change Summary
Previous Current
28-Aug-2024 29-Aug-2024 Change Change % Previous Week
Open 1.1238 1.1152 -0.0086 -0.8% 1.1167
High 1.1238 1.1172 -0.0066 -0.6% 1.1292
Low 1.1209 1.1152 -0.0057 -0.5% 1.1167
Close 1.1209 1.1172 -0.0038 -0.3% 1.1284
Range 0.0029 0.0020 -0.0009 -31.6% 0.0125
ATR 0.0045 0.0046 0.0001 1.9% 0.0000
Volume 75 1 -74 -98.7% 253
Daily Pivots for day following 29-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1224 1.1217 1.1182
R3 1.1204 1.1198 1.1177
R2 1.1185 1.1185 1.1175
R1 1.1178 1.1178 1.1173 1.1181
PP 1.1165 1.1165 1.1165 1.1167
S1 1.1159 1.1159 1.1170 1.1162
S2 1.1146 1.1146 1.1168
S3 1.1126 1.1139 1.1166
S4 1.1107 1.1120 1.1161
Weekly Pivots for week ending 23-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1623 1.1578 1.1353
R3 1.1498 1.1453 1.1318
R2 1.1373 1.1373 1.1307
R1 1.1328 1.1328 1.1295 1.1351
PP 1.1248 1.1248 1.1248 1.1259
S1 1.1203 1.1203 1.1273 1.1226
S2 1.1123 1.1123 1.1261
S3 1.0998 1.1078 1.1250
S4 1.0873 1.0953 1.1215
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1292 1.1152 0.0140 1.3% 0.0032 0.3% 14% False True 32
10 1.1292 1.1077 0.0215 1.9% 0.0030 0.3% 44% False False 39
20 1.1292 1.0923 0.0370 3.3% 0.0033 0.3% 67% False False 221
40 1.1292 1.0895 0.0397 3.6% 0.0027 0.2% 70% False False 129
60 1.1292 1.0812 0.0480 4.3% 0.0028 0.3% 75% False False 197
80 1.1292 1.0812 0.0480 4.3% 0.0023 0.2% 75% False False 172
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 0.0001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1254
2.618 1.1223
1.618 1.1203
1.000 1.1191
0.618 1.1184
HIGH 1.1172
0.618 1.1164
0.500 1.1162
0.382 1.1159
LOW 1.1152
0.618 1.1140
1.000 1.1133
1.618 1.1120
2.618 1.1101
4.250 1.1069
Fisher Pivots for day following 29-Aug-2024
Pivot 1 day 3 day
R1 1.1168 1.1216
PP 1.1165 1.1201
S1 1.1162 1.1186

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

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