CME Euro FX (E) Future June 2025


Trading Metrics calculated at close of trading on 12-Sep-2024
Day Change Summary
Previous Current
11-Sep-2024 12-Sep-2024 Change Change % Previous Week
Open 1.1156 1.1153 -0.0004 0.0% 1.1153
High 1.1156 1.1172 0.0016 0.1% 1.1226
Low 1.1130 1.1153 0.0023 0.2% 1.1153
Close 1.1137 1.1172 0.0035 0.3% 1.1202
Range 0.0026 0.0019 -0.0007 -26.9% 0.0073
ATR 0.0035 0.0035 0.0000 -0.2% 0.0000
Volume 19 395 376 1,978.9% 561
Daily Pivots for day following 12-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.1222 1.1216 1.1182
R3 1.1203 1.1197 1.1177
R2 1.1184 1.1184 1.1175
R1 1.1178 1.1178 1.1173 1.1181
PP 1.1165 1.1165 1.1165 1.1167
S1 1.1159 1.1159 1.1170 1.1162
S2 1.1146 1.1146 1.1168
S3 1.1127 1.1140 1.1166
S4 1.1108 1.1121 1.1161
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% 0.0025 0.2% 43% False False 176
10 1.1226 1.1130 0.0096 0.9% 0.0023 0.2% 43% False False 124
20 1.1327 1.1119 0.0208 1.9% 0.0023 0.2% 25% False False 119
40 1.1327 1.0932 0.0395 3.5% 0.0018 0.2% 61% False False 116
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1252
2.618 1.1221
1.618 1.1202
1.000 1.1191
0.618 1.1183
HIGH 1.1172
0.618 1.1164
0.500 1.1162
0.382 1.1160
LOW 1.1153
0.618 1.1141
1.000 1.1134
1.618 1.1122
2.618 1.1103
4.250 1.1072
Fisher Pivots for day following 12-Sep-2024
Pivot 1 day 3 day
R1 1.1168 1.1165
PP 1.1165 1.1158
S1 1.1162 1.1151

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

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