CME Euro FX (E) Future June 2025


Trading Metrics calculated at close of trading on 16-Aug-2024
Day Change Summary
Previous Current
15-Aug-2024 16-Aug-2024 Change Change % Previous Week
Open 1.1120 1.1162 0.0042 0.4% 1.1071
High 1.1120 1.1162 0.0042 0.4% 1.1162
Low 1.1120 1.1119 -0.0001 0.0% 1.1071
Close 1.1120 1.1162 0.0042 0.4% 1.1162
Range 0.0000 0.0043 0.0043 0.0092
ATR 0.0029 0.0030 0.0001 3.3% 0.0000
Volume 189 41 -148 -78.3% 518
Daily Pivots for day following 16-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1277 1.1262 1.1186
R3 1.1234 1.1219 1.1174
R2 1.1191 1.1191 1.1170
R1 1.1176 1.1176 1.1166 1.1184
PP 1.1148 1.1148 1.1148 1.1151
S1 1.1133 1.1133 1.1158 1.1141
S2 1.1105 1.1105 1.1154
S3 1.1062 1.1090 1.1150
S4 1.1019 1.1047 1.1138
Weekly Pivots for week ending 16-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1406 1.1376 1.1212
R3 1.1315 1.1284 1.1187
R2 1.1223 1.1223 1.1179
R1 1.1193 1.1193 1.1170 1.1208
PP 1.1132 1.1132 1.1132 1.1139
S1 1.1101 1.1101 1.1154 1.1116
S2 1.1040 1.1040 1.1145
S3 1.0949 1.1010 1.1137
S4 1.0857 1.0918 1.1112
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1162 1.1071 0.0092 0.8% 0.0009 0.1% 100% True False 103
10 1.1162 1.1033 0.0130 1.2% 0.0008 0.1% 100% True False 172
20 1.1162 1.0932 0.0230 2.1% 0.0015 0.1% 100% True False 126
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1345
2.618 1.1275
1.618 1.1232
1.000 1.1205
0.618 1.1189
HIGH 1.1162
0.618 1.1146
0.500 1.1141
0.382 1.1135
LOW 1.1119
0.618 1.1092
1.000 1.1076
1.618 1.1049
2.618 1.1006
4.250 1.0936
Fisher Pivots for day following 16-Aug-2024
Pivot 1 day 3 day
R1 1.1155 1.1155
PP 1.1148 1.1148
S1 1.1141 1.1141

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

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