CME Euro FX (E) Future June 2025


Trading Metrics calculated at close of trading on 27-Aug-2024
Day Change Summary
Previous Current
26-Aug-2024 27-Aug-2024 Change Change % Previous Week
Open 1.1318 1.1317 -0.0001 0.0% 1.1188
High 1.1318 1.1317 -0.0001 0.0% 1.1327
Low 1.1297 1.1317 0.0020 0.2% 1.1188
Close 1.1297 1.1317 0.0020 0.2% 1.1320
Range 0.0021 0.0000 -0.0021 -100.0% 0.0139
ATR 0.0038 0.0036 -0.0001 -3.3% 0.0000
Volume 59 41 -18 -30.5% 665
Daily Pivots for day following 27-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1317 1.1317 1.1317
R3 1.1317 1.1317 1.1317
R2 1.1317 1.1317 1.1317
R1 1.1317 1.1317 1.1317 1.1317
PP 1.1317 1.1317 1.1317 1.1317
S1 1.1317 1.1317 1.1317 1.1317
S2 1.1317 1.1317 1.1317
S3 1.1317 1.1317 1.1317
S4 1.1317 1.1317 1.1317
Weekly Pivots for week ending 23-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1695 1.1647 1.1396
R3 1.1556 1.1508 1.1358
R2 1.1417 1.1417 1.1345
R1 1.1369 1.1369 1.1333 1.1393
PP 1.1278 1.1278 1.1278 1.1290
S1 1.1230 1.1230 1.1307 1.1254
S2 1.1139 1.1139 1.1295
S3 1.1000 1.1091 1.1282
S4 1.0861 1.0952 1.1244
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1327 1.1240 0.0087 0.8% 0.0020 0.2% 88% False False 92
10 1.1327 1.1119 0.0208 1.8% 0.0020 0.2% 95% False False 118
20 1.1327 1.0932 0.0395 3.5% 0.0019 0.2% 97% False False 151
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1317
2.618 1.1317
1.618 1.1317
1.000 1.1317
0.618 1.1317
HIGH 1.1317
0.618 1.1317
0.500 1.1317
0.382 1.1317
LOW 1.1317
0.618 1.1317
1.000 1.1317
1.618 1.1317
2.618 1.1317
4.250 1.1317
Fisher Pivots for day following 27-Aug-2024
Pivot 1 day 3 day
R1 1.1317 1.1315
PP 1.1317 1.1313
S1 1.1317 1.1312

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

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