CME Euro FX (E) Future June 2025


Trading Metrics calculated at close of trading on 18-Sep-2024
Day Change Summary
Previous Current
17-Sep-2024 18-Sep-2024 Change Change % Previous Week
Open 1.1234 1.1271 0.0037 0.3% 1.1202
High 1.1234 1.1271 0.0037 0.3% 1.1202
Low 1.1225 1.1201 -0.0024 -0.2% 1.1130
Close 1.1228 1.1252 0.0024 0.2% 1.1184
Range 0.0009 0.0070 0.0061 677.8% 0.0072
ATR 0.0033 0.0036 0.0003 7.9% 0.0000
Volume 7 156 149 2,128.6% 1,392
Daily Pivots for day following 18-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.1451 1.1422 1.1291
R3 1.1381 1.1352 1.1271
R2 1.1311 1.1311 1.1265
R1 1.1282 1.1282 1.1258 1.1262
PP 1.1241 1.1241 1.1241 1.1231
S1 1.1212 1.1212 1.1246 1.1192
S2 1.1171 1.1171 1.1239
S3 1.1101 1.1142 1.1233
S4 1.1031 1.1072 1.1214
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 1.1271 1.1153 0.0119 1.1% 0.0020 0.2% 84% True False 261
10 1.1271 1.1130 0.0141 1.3% 0.0023 0.2% 87% True False 188
20 1.1327 1.1130 0.0197 1.7% 0.0022 0.2% 62% False False 138
40 1.1327 1.0932 0.0395 3.5% 0.0020 0.2% 81% False False 139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 1.1569
2.618 1.1454
1.618 1.1384
1.000 1.1341
0.618 1.1314
HIGH 1.1271
0.618 1.1244
0.500 1.1236
0.382 1.1228
LOW 1.1201
0.618 1.1158
1.000 1.1131
1.618 1.1088
2.618 1.1018
4.250 1.0904
Fisher Pivots for day following 18-Sep-2024
Pivot 1 day 3 day
R1 1.1247 1.1247
PP 1.1241 1.1241
S1 1.1236 1.1236

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

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