CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 18-Nov-2024
Day Change Summary
Previous Current
15-Nov-2024 18-Nov-2024 Change Change % Previous Week
Open 1.0590 1.0596 0.0006 0.1% 1.0776
High 1.0652 1.0665 0.0013 0.1% 1.0786
Low 1.0576 1.0590 0.0014 0.1% 1.0557
Close 1.0597 1.0649 0.0053 0.5% 1.0597
Range 0.0076 0.0075 -0.0002 -2.0% 0.0229
ATR 0.0076 0.0076 0.0000 -0.2% 0.0000
Volume 2,243 1,840 -403 -18.0% 15,808
Daily Pivots for day following 18-Nov-2024
Classic Woodie Camarilla DeMark
R4 1.0858 1.0828 1.0690
R3 1.0784 1.0754 1.0669
R2 1.0709 1.0709 1.0663
R1 1.0679 1.0679 1.0656 1.0694
PP 1.0635 1.0635 1.0635 1.0642
S1 1.0605 1.0605 1.0642 1.0620
S2 1.0560 1.0560 1.0635
S3 1.0486 1.0530 1.0629
S4 1.0411 1.0456 1.0608
Weekly Pivots for week ending 15-Nov-2024
Classic Woodie Camarilla DeMark
R4 1.1334 1.1194 1.0722
R3 1.1105 1.0965 1.0659
R2 1.0876 1.0876 1.0638
R1 1.0736 1.0736 1.0617 1.0691
PP 1.0647 1.0647 1.0647 1.0624
S1 1.0507 1.0507 1.0576 1.0462
S2 1.0418 1.0418 1.0555
S3 1.0189 1.0278 1.0534
S4 0.9960 1.0049 1.0471
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0720 1.0557 0.0163 1.5% 0.0078 0.7% 56% False False 3,091
10 1.1000 1.0557 0.0443 4.2% 0.0102 1.0% 21% False False 2,434
20 1.1000 1.0557 0.0443 4.2% 0.0075 0.7% 21% False False 1,929
40 1.1282 1.0557 0.0725 6.8% 0.0065 0.6% 13% False False 1,286
60 1.1282 1.0557 0.0725 6.8% 0.0057 0.5% 13% False False 1,042
80 1.1292 1.0557 0.0735 6.9% 0.0052 0.5% 13% False False 836
100 1.1292 1.0557 0.0735 6.9% 0.0045 0.4% 13% False False 678
120 1.1292 1.0557 0.0735 6.9% 0.0042 0.4% 13% False False 624
Crabel Price Patterns
NR True
NR4 True
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 0.0012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0981
2.618 1.0860
1.618 1.0785
1.000 1.0739
0.618 1.0711
HIGH 1.0665
0.618 1.0636
0.500 1.0627
0.382 1.0618
LOW 1.0590
0.618 1.0544
1.000 1.0516
1.618 1.0469
2.618 1.0395
4.250 1.0273
Fisher Pivots for day following 18-Nov-2024
Pivot 1 day 3 day
R1 1.0642 1.0636
PP 1.0635 1.0624
S1 1.0627 1.0611

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

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