CME Euro FX (E) Future June 2025


Trading Metrics calculated at close of trading on 19-Sep-2024
Day Change Summary
Previous Current
18-Sep-2024 19-Sep-2024 Change Change % Previous Week
Open 1.1271 1.1229 -0.0042 -0.4% 1.1202
High 1.1271 1.1266 -0.0006 0.0% 1.1202
Low 1.1201 1.1221 0.0020 0.2% 1.1130
Close 1.1252 1.1266 0.0014 0.1% 1.1184
Range 0.0070 0.0045 -0.0026 -36.4% 0.0072
ATR 0.0036 0.0037 0.0001 1.7% 0.0000
Volume 156 573 417 267.3% 1,392
Daily Pivots for day following 19-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.1384 1.1369 1.1290
R3 1.1340 1.1325 1.1278
R2 1.1295 1.1295 1.1274
R1 1.1280 1.1280 1.1270 1.1288
PP 1.1251 1.1251 1.1251 1.1254
S1 1.1236 1.1236 1.1261 1.1243
S2 1.1206 1.1206 1.1257
S3 1.1162 1.1191 1.1253
S4 1.1117 1.1147 1.1241
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 1.1199 0.0073 0.6% 0.0025 0.2% 92% False False 297
10 1.1271 1.1130 0.0141 1.3% 0.0025 0.2% 96% False False 236
20 1.1327 1.1130 0.0197 1.7% 0.0022 0.2% 69% False False 160
40 1.1327 1.0932 0.0395 3.5% 0.0020 0.2% 85% False False 152
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 1.1455
2.618 1.1382
1.618 1.1338
1.000 1.1310
0.618 1.1293
HIGH 1.1266
0.618 1.1249
0.500 1.1243
0.382 1.1238
LOW 1.1221
0.618 1.1193
1.000 1.1177
1.618 1.1149
2.618 1.1104
4.250 1.1032
Fisher Pivots for day following 19-Sep-2024
Pivot 1 day 3 day
R1 1.1258 1.1256
PP 1.1251 1.1246
S1 1.1243 1.1236

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

View Archives - Comment on this page... - Back to Index of Symbols