CME Euro FX (E) Future June 2025


Trading Metrics calculated at close of trading on 03-Sep-2024
Day Change Summary
Previous Current
30-Aug-2024 03-Sep-2024 Change Change % Previous Week
Open 1.1181 1.1153 -0.0028 -0.3% 1.1318
High 1.1218 1.1163 -0.0055 -0.5% 1.1318
Low 1.1179 1.1153 -0.0027 -0.2% 1.1179
Close 1.1179 1.1163 -0.0016 -0.1% 1.1179
Range 0.0039 0.0011 -0.0029 -73.1% 0.0139
ATR 0.0039 0.0038 -0.0001 -2.2% 0.0000
Volume 2 172 170 8,500.0% 287
Daily Pivots for day following 03-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.1191 1.1188 1.1169
R3 1.1181 1.1177 1.1166
R2 1.1170 1.1170 1.1165
R1 1.1167 1.1167 1.1164 1.1168
PP 1.1160 1.1160 1.1160 1.1160
S1 1.1156 1.1156 1.1162 1.1158
S2 1.1149 1.1149 1.1161
S3 1.1139 1.1146 1.1160
S4 1.1128 1.1135 1.1157
Weekly Pivots for week ending 30-Aug-2024
Classic Woodie Camarilla DeMark
R4 1.1641 1.1548 1.1255
R3 1.1502 1.1410 1.1217
R2 1.1364 1.1364 1.1204
R1 1.1271 1.1271 1.1192 1.1248
PP 1.1225 1.1225 1.1225 1.1214
S1 1.1133 1.1133 1.1166 1.1110
S2 1.1087 1.1087 1.1154
S3 1.0948 1.0994 1.1141
S4 1.0810 1.0856 1.1103
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1317 1.1153 0.0164 1.5% 0.0018 0.2% 6% False True 80
10 1.1327 1.1153 0.0174 1.6% 0.0020 0.2% 6% False True 102
20 1.1327 1.1033 0.0294 2.6% 0.0016 0.1% 44% False False 141
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1208
2.618 1.1190
1.618 1.1180
1.000 1.1174
0.618 1.1169
HIGH 1.1163
0.618 1.1159
0.500 1.1158
0.382 1.1157
LOW 1.1153
0.618 1.1146
1.000 1.1142
1.618 1.1136
2.618 1.1125
4.250 1.1108
Fisher Pivots for day following 03-Sep-2024
Pivot 1 day 3 day
R1 1.1161 1.1186
PP 1.1160 1.1179
S1 1.1158 1.1171

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

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