CME Euro FX (E) Future June 2025


Trading Metrics calculated at close of trading on 06-Sep-2024
Day Change Summary
Previous Current
05-Sep-2024 06-Sep-2024 Change Change % Previous Week
Open 1.1196 1.1194 -0.0003 0.0% 1.1153
High 1.1222 1.1226 0.0004 0.0% 1.1226
Low 1.1196 1.1192 -0.0005 0.0% 1.1153
Close 1.1222 1.1202 -0.0021 -0.2% 1.1202
Range 0.0026 0.0034 0.0008 30.8% 0.0073
ATR 0.0037 0.0036 0.0000 -0.5% 0.0000
Volume 92 241 149 162.0% 561
Daily Pivots for day following 06-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.1308 1.1289 1.1220
R3 1.1274 1.1255 1.1211
R2 1.1240 1.1240 1.1208
R1 1.1221 1.1221 1.1205 1.1231
PP 1.1206 1.1206 1.1206 1.1211
S1 1.1187 1.1187 1.1198 1.1197
S2 1.1172 1.1172 1.1195
S3 1.1138 1.1153 1.1192
S4 1.1104 1.1119 1.1183
Weekly Pivots for week ending 06-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.1412 1.1380 1.1242
R3 1.1339 1.1307 1.1222
R2 1.1266 1.1266 1.1215
R1 1.1234 1.1234 1.1208 1.1250
PP 1.1193 1.1193 1.1193 1.1201
S1 1.1161 1.1161 1.1195 1.1177
S2 1.1120 1.1120 1.1188
S3 1.1047 1.1088 1.1181
S4 1.0974 1.1015 1.1161
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1226 1.1153 0.0073 0.7% 0.0026 0.2% 67% True False 112
10 1.1327 1.1153 0.0174 1.6% 0.0021 0.2% 28% False False 93
20 1.1327 1.1060 0.0267 2.4% 0.0018 0.2% 53% False False 105
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1370
2.618 1.1315
1.618 1.1281
1.000 1.1260
0.618 1.1247
HIGH 1.1226
0.618 1.1213
0.500 1.1209
0.382 1.1204
LOW 1.1192
0.618 1.1170
1.000 1.1158
1.618 1.1136
2.618 1.1102
4.250 1.1047
Fisher Pivots for day following 06-Sep-2024
Pivot 1 day 3 day
R1 1.1209 1.1201
PP 1.1206 1.1201
S1 1.1204 1.1201

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

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