CME Euro FX (E) Future June 2025


Trading Metrics calculated at close of trading on 11-Sep-2024
Day Change Summary
Previous Current
10-Sep-2024 11-Sep-2024 Change Change % Previous Week
Open 1.1137 1.1156 0.0019 0.2% 1.1153
High 1.1137 1.1156 0.0019 0.2% 1.1226
Low 1.1137 1.1130 -0.0007 -0.1% 1.1153
Close 1.1137 1.1137 0.0000 0.0% 1.1202
Range 0.0000 0.0026 0.0026 0.0073
ATR 0.0036 0.0035 -0.0001 -2.0% 0.0000
Volume 95 19 -76 -80.0% 561
Daily Pivots for day following 11-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.1219 1.1204 1.1151
R3 1.1193 1.1178 1.1144
R2 1.1167 1.1167 1.1142
R1 1.1152 1.1152 1.1139 1.1147
PP 1.1141 1.1141 1.1141 1.1138
S1 1.1126 1.1126 1.1135 1.1121
S2 1.1115 1.1115 1.1132
S3 1.1089 1.1100 1.1130
S4 1.1063 1.1074 1.1123
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 1.1130 0.0096 0.9% 0.0026 0.2% 7% False True 115
10 1.1272 1.1130 0.0142 1.3% 0.0024 0.2% 5% False True 99
20 1.1327 1.1119 0.0208 1.9% 0.0022 0.2% 9% False False 108
40 1.1327 1.0932 0.0395 3.5% 0.0018 0.2% 52% False False 107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1267
2.618 1.1224
1.618 1.1198
1.000 1.1182
0.618 1.1172
HIGH 1.1156
0.618 1.1146
0.500 1.1143
0.382 1.1140
LOW 1.1130
0.618 1.1114
1.000 1.1104
1.618 1.1088
2.618 1.1062
4.250 1.1020
Fisher Pivots for day following 11-Sep-2024
Pivot 1 day 3 day
R1 1.1143 1.1166
PP 1.1141 1.1156
S1 1.1139 1.1147

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

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