CME Euro FX (E) Future June 2025


Trading Metrics calculated at close of trading on 20-Aug-2024
Day Change Summary
Previous Current
19-Aug-2024 20-Aug-2024 Change Change % Previous Week
Open 1.1188 1.1251 0.0064 0.6% 1.1071
High 1.1224 1.1261 0.0038 0.3% 1.1162
Low 1.1188 1.1243 0.0056 0.5% 1.1071
Close 1.1224 1.1261 0.0038 0.3% 1.1162
Range 0.0036 0.0018 -0.0018 -50.0% 0.0092
ATR 0.0033 0.0033 0.0000 1.1% 0.0000
Volume 97 204 107 110.3% 518
Daily Pivots for day following 20-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1309 1.1303 1.1271
R3 1.1291 1.1285 1.1266
R2 1.1273 1.1273 1.1264
R1 1.1267 1.1267 1.1263 1.1270
PP 1.1255 1.1255 1.1255 1.1257
S1 1.1249 1.1249 1.1259 1.1252
S2 1.1237 1.1237 1.1258
S3 1.1219 1.1231 1.1256
S4 1.1201 1.1213 1.1251
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 1.1261 1.1119 0.0142 1.3% 0.0019 0.2% 100% True False 143
10 1.1261 1.1033 0.0229 2.0% 0.0013 0.1% 100% True False 170
20 1.1261 1.0932 0.0329 2.9% 0.0018 0.2% 100% True False 141
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 1.1338
2.618 1.1308
1.618 1.1290
1.000 1.1279
0.618 1.1272
HIGH 1.1261
0.618 1.1254
0.500 1.1252
0.382 1.1250
LOW 1.1243
0.618 1.1232
1.000 1.1225
1.618 1.1214
2.618 1.1196
4.250 1.1167
Fisher Pivots for day following 20-Aug-2024
Pivot 1 day 3 day
R1 1.1258 1.1237
PP 1.1255 1.1214
S1 1.1252 1.1190

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

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