CME Euro FX (E) Future June 2025


Trading Metrics calculated at close of trading on 25-Sep-2024
Day Change Summary
Previous Current
24-Sep-2024 25-Sep-2024 Change Change % Previous Week
Open 1.1256 1.1289 0.0033 0.3% 1.1226
High 1.1270 1.1294 0.0024 0.2% 1.1271
Low 1.1255 1.1234 -0.0021 -0.2% 1.1201
Close 1.1270 1.1236 -0.0034 -0.3% 1.1263
Range 0.0015 0.0060 0.0045 300.0% 0.0070
ATR 0.0038 0.0040 0.0002 4.1% 0.0000
Volume 12 11 -1 -8.3% 736
Daily Pivots for day following 25-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.1435 1.1395 1.1269
R3 1.1375 1.1335 1.1252
R2 1.1315 1.1315 1.1247
R1 1.1275 1.1275 1.1241 1.1265
PP 1.1255 1.1255 1.1255 1.1249
S1 1.1215 1.1215 1.1230 1.1205
S2 1.1195 1.1195 1.1225
S3 1.1135 1.1155 1.1219
S4 1.1075 1.1095 1.1203
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 1.1294 1.1190 0.0104 0.9% 0.0034 0.3% 44% True False 208
10 1.1294 1.1153 0.0142 1.3% 0.0027 0.2% 59% True False 235
20 1.1294 1.1130 0.0164 1.5% 0.0025 0.2% 64% True False 167
40 1.1327 1.0932 0.0395 3.5% 0.0022 0.2% 77% False False 159
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1549
2.618 1.1451
1.618 1.1391
1.000 1.1354
0.618 1.1331
HIGH 1.1294
0.618 1.1271
0.500 1.1264
0.382 1.1257
LOW 1.1234
0.618 1.1197
1.000 1.1174
1.618 1.1137
2.618 1.1077
4.250 1.0979
Fisher Pivots for day following 25-Sep-2024
Pivot 1 day 3 day
R1 1.1264 1.1242
PP 1.1255 1.1240
S1 1.1245 1.1238

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

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