CME Euro FX (E) Future June 2025


Trading Metrics calculated at close of trading on 19-Aug-2024
Day Change Summary
Previous Current
16-Aug-2024 19-Aug-2024 Change Change % Previous Week
Open 1.1162 1.1188 0.0026 0.2% 1.1071
High 1.1162 1.1224 0.0062 0.6% 1.1162
Low 1.1119 1.1188 0.0069 0.6% 1.1071
Close 1.1162 1.1224 0.0062 0.6% 1.1162
Range 0.0043 0.0036 -0.0007 -16.3% 0.0092
ATR 0.0030 0.0033 0.0002 7.3% 0.0000
Volume 41 97 56 136.6% 518
Daily Pivots for day following 19-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1320 1.1308 1.1243
R3 1.1284 1.1272 1.1233
R2 1.1248 1.1248 1.1230
R1 1.1236 1.1236 1.1227 1.1242
PP 1.1212 1.1212 1.1212 1.1215
S1 1.1200 1.1200 1.1220 1.1206
S2 1.1176 1.1176 1.1217
S3 1.1140 1.1164 1.1214
S4 1.1104 1.1128 1.1204
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 1.1224 1.1119 0.0105 0.9% 0.0016 0.1% 100% True False 107
10 1.1224 1.1033 0.0191 1.7% 0.0011 0.1% 100% True False 179
20 1.1224 1.0932 0.0292 2.6% 0.0017 0.2% 100% True False 130
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 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1377
2.618 1.1318
1.618 1.1282
1.000 1.1260
0.618 1.1246
HIGH 1.1224
0.618 1.1210
0.500 1.1206
0.382 1.1201
LOW 1.1188
0.618 1.1165
1.000 1.1152
1.618 1.1129
2.618 1.1093
4.250 1.1035
Fisher Pivots for day following 19-Aug-2024
Pivot 1 day 3 day
R1 1.1218 1.1206
PP 1.1212 1.1189
S1 1.1206 1.1171

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

View Archives - Comment on this page... - Back to Index of Symbols