CME Euro FX (E) Future June 2025


Trading Metrics calculated at close of trading on 16-Sep-2024
Day Change Summary
Previous Current
13-Sep-2024 16-Sep-2024 Change Change % Previous Week
Open 1.1199 1.1226 0.0028 0.2% 1.1202
High 1.1199 1.1226 0.0028 0.2% 1.1202
Low 1.1199 1.1226 0.0028 0.2% 1.1130
Close 1.1184 1.1226 0.0042 0.4% 1.1184
Range
ATR 0.0035 0.0035 0.0001 1.5% 0.0000
Volume 751 0 -751 -100.0% 1,392
Daily Pivots for day following 16-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.1226 1.1226 1.1226
R3 1.1226 1.1226 1.1226
R2 1.1226 1.1226 1.1226
R1 1.1226 1.1226 1.1226 1.1226
PP 1.1226 1.1226 1.1226 1.1226
S1 1.1226 1.1226 1.1226 1.1226
S2 1.1226 1.1226 1.1226
S3 1.1226 1.1226 1.1226
S4 1.1226 1.1226 1.1226
Weekly Pivots for week ending 13-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.1386 1.1357 1.1223
R3 1.1315 1.1285 1.1204
R2 1.1243 1.1243 1.1197
R1 1.1214 1.1214 1.1191 1.1193
PP 1.1172 1.1172 1.1172 1.1161
S1 1.1142 1.1142 1.1177 1.1121
S2 1.1100 1.1100 1.1171
S3 1.1029 1.1071 1.1164
S4 1.0957 1.0999 1.1145
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% 0.0009 0.1% 100% True False 252
10 1.1226 1.1130 0.0096 0.9% 0.0018 0.2% 100% True False 195
20 1.1327 1.1130 0.0197 1.8% 0.0020 0.2% 49% False False 145
40 1.1327 1.0932 0.0395 3.5% 0.0018 0.2% 75% False False 135
Crabel Price Patterns
NR False
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
Fibonacci Retracements and Extensions
4.250 1.1226
2.618 1.1226
1.618 1.1226
1.000 1.1226
0.618 1.1226
HIGH 1.1226
0.618 1.1226
0.500 1.1226
0.382 1.1226
LOW 1.1226
0.618 1.1226
1.000 1.1226
1.618 1.1226
2.618 1.1226
4.250 1.1226
Fisher Pivots for day following 16-Sep-2024
Pivot 1 day 3 day
R1 1.1226 1.1214
PP 1.1226 1.1202
S1 1.1226 1.1189

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

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