CME Euro FX (E) Future June 2025


Trading Metrics calculated at close of trading on 04-Sep-2024
Day Change Summary
Previous Current
03-Sep-2024 04-Sep-2024 Change Change % Previous Week
Open 1.1153 1.1179 0.0027 0.2% 1.1318
High 1.1163 1.1195 0.0032 0.3% 1.1318
Low 1.1153 1.1176 0.0024 0.2% 1.1179
Close 1.1163 1.1195 0.0032 0.3% 1.1179
Range 0.0011 0.0019 0.0008 76.2% 0.0139
ATR 0.0038 0.0037 0.0000 -1.2% 0.0000
Volume 172 56 -116 -67.4% 287
Daily Pivots for day following 04-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.1244 1.1238 1.1205
R3 1.1225 1.1219 1.1200
R2 1.1207 1.1207 1.1198
R1 1.1201 1.1201 1.1196 1.1204
PP 1.1188 1.1188 1.1188 1.1190
S1 1.1182 1.1182 1.1193 1.1185
S2 1.1170 1.1170 1.1191
S3 1.1151 1.1164 1.1189
S4 1.1133 1.1145 1.1184
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 1.1272 1.1153 0.0120 1.1% 0.0021 0.2% 35% False False 83
10 1.1327 1.1153 0.0174 1.6% 0.0021 0.2% 24% False False 87
20 1.1327 1.1033 0.0294 2.6% 0.0017 0.2% 55% False False 129
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1273
2.618 1.1243
1.618 1.1224
1.000 1.1213
0.618 1.1206
HIGH 1.1195
0.618 1.1187
0.500 1.1185
0.382 1.1183
LOW 1.1176
0.618 1.1165
1.000 1.1158
1.618 1.1146
2.618 1.1128
4.250 1.1097
Fisher Pivots for day following 04-Sep-2024
Pivot 1 day 3 day
R1 1.1191 1.1191
PP 1.1188 1.1188
S1 1.1185 1.1185

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

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