CME Euro FX (E) Future March 2025


Trading Metrics calculated at close of trading on 27-Nov-2024
Day Change Summary
Previous Current
26-Nov-2024 27-Nov-2024 Change Change % Previous Week
Open 1.0557 1.0545 -0.0012 -0.1% 1.0596
High 1.0600 1.0642 0.0042 0.4% 1.0667
Low 1.0485 1.0532 0.0047 0.4% 1.0392
Close 1.0530 1.0618 0.0088 0.8% 1.0470
Range 0.0115 0.0110 -0.0005 -4.3% 0.0275
ATR 0.0089 0.0091 0.0002 1.8% 0.0000
Volume 5,848 7,295 1,447 24.7% 25,568
Daily Pivots for day following 27-Nov-2024
Classic Woodie Camarilla DeMark
R4 1.0927 1.0882 1.0678
R3 1.0817 1.0772 1.0648
R2 1.0707 1.0707 1.0638
R1 1.0662 1.0662 1.0628 1.0685
PP 1.0597 1.0597 1.0597 1.0608
S1 1.0552 1.0552 1.0607 1.0575
S2 1.0487 1.0487 1.0597
S3 1.0377 1.0442 1.0587
S4 1.0267 1.0332 1.0557
Weekly Pivots for week ending 22-Nov-2024
Classic Woodie Camarilla DeMark
R4 1.1333 1.1176 1.0621
R3 1.1059 1.0902 1.0545
R2 1.0784 1.0784 1.0520
R1 1.0627 1.0627 1.0495 1.0568
PP 1.0510 1.0510 1.0510 1.0480
S1 1.0353 1.0353 1.0445 1.0294
S2 1.0235 1.0235 1.0420
S3 0.9961 1.0078 1.0395
S4 0.9686 0.9804 1.0319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0642 1.0392 0.0250 2.3% 0.0113 1.1% 90% True False 7,060
10 1.0667 1.0392 0.0275 2.6% 0.0098 0.9% 82% False False 4,869
20 1.1000 1.0392 0.0608 5.7% 0.0096 0.9% 37% False False 3,453
40 1.1119 1.0392 0.0727 6.8% 0.0071 0.7% 31% False False 2,192
60 1.1282 1.0392 0.0890 8.4% 0.0066 0.6% 25% False False 1,699
80 1.1292 1.0392 0.0900 8.5% 0.0057 0.5% 25% False False 1,325
100 1.1292 1.0392 0.0900 8.5% 0.0052 0.5% 25% False False 1,078
120 1.1292 1.0392 0.0900 8.5% 0.0048 0.4% 25% False False 955
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1109
2.618 1.0929
1.618 1.0819
1.000 1.0752
0.618 1.0709
HIGH 1.0642
0.618 1.0599
0.500 1.0587
0.382 1.0574
LOW 1.0532
0.618 1.0464
1.000 1.0422
1.618 1.0354
2.618 1.0244
4.250 1.0064
Fisher Pivots for day following 27-Nov-2024
Pivot 1 day 3 day
R1 1.0607 1.0599
PP 1.0597 1.0581
S1 1.0587 1.0563

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

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