CME Euro FX (E) Future June 2025


Trading Metrics calculated at close of trading on 23-Sep-2024
Day Change Summary
Previous Current
20-Sep-2024 23-Sep-2024 Change Change % Previous Week
Open 1.1263 1.1190 -0.0073 -0.6% 1.1226
High 1.1263 1.1240 -0.0023 -0.2% 1.1271
Low 1.1263 1.1190 -0.0073 -0.6% 1.1201
Close 1.1263 1.1219 -0.0045 -0.4% 1.1263
Range 0.0000 0.0050 0.0050 0.0070
ATR 0.0034 0.0037 0.0003 8.1% 0.0000
Volume 0 445 445 736
Daily Pivots for day following 23-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.1366 1.1342 1.1246
R3 1.1316 1.1292 1.1232
R2 1.1266 1.1266 1.1228
R1 1.1242 1.1242 1.1223 1.1254
PP 1.1216 1.1216 1.1216 1.1222
S1 1.1192 1.1192 1.1214 1.1204
S2 1.1166 1.1166 1.1209
S3 1.1116 1.1142 1.1205
S4 1.1066 1.1092 1.1191
Weekly Pivots for week ending 20-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.1455 1.1429 1.1302
R3 1.1385 1.1359 1.1282
R2 1.1315 1.1315 1.1276
R1 1.1289 1.1289 1.1269 1.1302
PP 1.1245 1.1245 1.1245 1.1252
S1 1.1219 1.1219 1.1257 1.1232
S2 1.1175 1.1175 1.1250
S3 1.1105 1.1149 1.1244
S4 1.1035 1.1079 1.1225
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1271 1.1190 0.0081 0.7% 0.0035 0.3% 35% False True 236
10 1.1271 1.1130 0.0141 1.3% 0.0022 0.2% 63% False False 244
20 1.1318 1.1130 0.0188 1.7% 0.0023 0.2% 47% False False 171
40 1.1327 1.0932 0.0395 3.5% 0.0021 0.2% 73% False False 160
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1453
2.618 1.1371
1.618 1.1321
1.000 1.1290
0.618 1.1271
HIGH 1.1240
0.618 1.1221
0.500 1.1215
0.382 1.1209
LOW 1.1190
0.618 1.1159
1.000 1.1140
1.618 1.1109
2.618 1.1059
4.250 1.0978
Fisher Pivots for day following 23-Sep-2024
Pivot 1 day 3 day
R1 1.1217 1.1228
PP 1.1216 1.1225
S1 1.1215 1.1222

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

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