CME Euro FX (E) Future June 2025


Trading Metrics calculated at close of trading on 05-Sep-2024
Day Change Summary
Previous Current
04-Sep-2024 05-Sep-2024 Change Change % Previous Week
Open 1.1179 1.1196 0.0017 0.2% 1.1318
High 1.1195 1.1222 0.0028 0.2% 1.1318
Low 1.1176 1.1196 0.0020 0.2% 1.1179
Close 1.1195 1.1222 0.0028 0.2% 1.1179
Range 0.0019 0.0026 0.0008 40.5% 0.0139
ATR 0.0037 0.0037 -0.0001 -1.9% 0.0000
Volume 56 92 36 64.3% 287
Daily Pivots for day following 05-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.1291 1.1283 1.1236
R3 1.1265 1.1257 1.1229
R2 1.1239 1.1239 1.1227
R1 1.1231 1.1231 1.1224 1.1235
PP 1.1213 1.1213 1.1213 1.1216
S1 1.1205 1.1205 1.1220 1.1209
S2 1.1187 1.1187 1.1217
S3 1.1161 1.1179 1.1215
S4 1.1135 1.1153 1.1208
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 1.1222 1.1153 0.0070 0.6% 0.0021 0.2% 100% True False 73
10 1.1327 1.1153 0.0174 1.6% 0.0019 0.2% 40% False False 84
20 1.1327 1.1033 0.0294 2.6% 0.0018 0.2% 64% False False 114
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1333
2.618 1.1290
1.618 1.1264
1.000 1.1248
0.618 1.1238
HIGH 1.1222
0.618 1.1212
0.500 1.1209
0.382 1.1206
LOW 1.1196
0.618 1.1180
1.000 1.1170
1.618 1.1154
2.618 1.1128
4.250 1.1086
Fisher Pivots for day following 05-Sep-2024
Pivot 1 day 3 day
R1 1.1218 1.1210
PP 1.1213 1.1199
S1 1.1209 1.1187

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

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