CME Euro FX (E) Future June 2025


Trading Metrics calculated at close of trading on 21-Aug-2024
Day Change Summary
Previous Current
20-Aug-2024 21-Aug-2024 Change Change % Previous Week
Open 1.1251 1.1254 0.0003 0.0% 1.1071
High 1.1261 1.1298 0.0037 0.3% 1.1162
Low 1.1243 1.1254 0.0011 0.1% 1.1071
Close 1.1261 1.1298 0.0037 0.3% 1.1162
Range 0.0018 0.0044 0.0026 144.4% 0.0092
ATR 0.0033 0.0034 0.0001 2.4% 0.0000
Volume 204 125 -79 -38.7% 518
Daily Pivots for day following 21-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1415 1.1400 1.1322
R3 1.1371 1.1356 1.1310
R2 1.1327 1.1327 1.1306
R1 1.1312 1.1312 1.1302 1.1320
PP 1.1283 1.1283 1.1283 1.1287
S1 1.1268 1.1268 1.1293 1.1276
S2 1.1239 1.1239 1.1289
S3 1.1195 1.1224 1.1285
S4 1.1151 1.1180 1.1273
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 1.1298 1.1119 0.0179 1.6% 0.0028 0.2% 100% True False 131
10 1.1298 1.1033 0.0265 2.3% 0.0018 0.2% 100% True False 144
20 1.1298 1.0932 0.0366 3.2% 0.0019 0.2% 100% True False 144
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.1485
2.618 1.1413
1.618 1.1369
1.000 1.1342
0.618 1.1325
HIGH 1.1298
0.618 1.1281
0.500 1.1276
0.382 1.1270
LOW 1.1254
0.618 1.1226
1.000 1.1210
1.618 1.1182
2.618 1.1138
4.250 1.1067
Fisher Pivots for day following 21-Aug-2024
Pivot 1 day 3 day
R1 1.1290 1.1279
PP 1.1283 1.1261
S1 1.1276 1.1243

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

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