CME Euro FX (E) Future June 2025


Trading Metrics calculated at close of trading on 24-Sep-2024
Day Change Summary
Previous Current
23-Sep-2024 24-Sep-2024 Change Change % Previous Week
Open 1.1190 1.1256 0.0066 0.6% 1.1226
High 1.1240 1.1270 0.0030 0.3% 1.1271
Low 1.1190 1.1255 0.0065 0.6% 1.1201
Close 1.1219 1.1270 0.0051 0.5% 1.1263
Range 0.0050 0.0015 -0.0035 -70.0% 0.0070
ATR 0.0037 0.0038 0.0001 2.8% 0.0000
Volume 445 12 -433 -97.3% 736
Daily Pivots for day following 24-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.1310 1.1305 1.1278
R3 1.1295 1.1290 1.1274
R2 1.1280 1.1280 1.1272
R1 1.1275 1.1275 1.1271 1.1277
PP 1.1265 1.1265 1.1265 1.1266
S1 1.1260 1.1260 1.1268 1.1262
S2 1.1250 1.1250 1.1267
S3 1.1235 1.1245 1.1265
S4 1.1220 1.1230 1.1261
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% 0.0036 0.3% 98% False False 237
10 1.1271 1.1130 0.0141 1.3% 0.0023 0.2% 99% False False 235
20 1.1317 1.1130 0.0187 1.7% 0.0022 0.2% 75% False False 168
40 1.1327 1.0932 0.0395 3.5% 0.0021 0.2% 86% False False 159
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 1.1334
2.618 1.1309
1.618 1.1294
1.000 1.1285
0.618 1.1279
HIGH 1.1270
0.618 1.1264
0.500 1.1263
0.382 1.1261
LOW 1.1255
0.618 1.1246
1.000 1.1240
1.618 1.1231
2.618 1.1216
4.250 1.1191
Fisher Pivots for day following 24-Sep-2024
Pivot 1 day 3 day
R1 1.1267 1.1256
PP 1.1265 1.1243
S1 1.1263 1.1230

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

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