CME Euro FX (E) Future June 2025


Trading Metrics calculated at close of trading on 27-Sep-2024
Day Change Summary
Previous Current
26-Sep-2024 27-Sep-2024 Change Change % Previous Week
Open 1.1285 1.1251 -0.0034 -0.3% 1.1190
High 1.1285 1.1272 -0.0013 -0.1% 1.1294
Low 1.1285 1.1251 -0.0034 -0.3% 1.1190
Close 1.1285 1.1272 -0.0013 -0.1% 1.1272
Range 0.0000 0.0021 0.0021 0.0104
ATR 0.0040 0.0040 0.0000 -1.2% 0.0000
Volume 2 21 19 950.0% 491
Daily Pivots for day following 27-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.1328 1.1321 1.1284
R3 1.1307 1.1300 1.1278
R2 1.1286 1.1286 1.1276
R1 1.1279 1.1279 1.1274 1.1283
PP 1.1265 1.1265 1.1265 1.1267
S1 1.1258 1.1258 1.1270 1.1262
S2 1.1244 1.1244 1.1268
S3 1.1223 1.1237 1.1266
S4 1.1202 1.1216 1.1260
Weekly Pivots for week ending 27-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.1564 1.1522 1.1329
R3 1.1460 1.1418 1.1301
R2 1.1356 1.1356 1.1291
R1 1.1314 1.1314 1.1282 1.1335
PP 1.1252 1.1252 1.1252 1.1263
S1 1.1210 1.1210 1.1262 1.1231
S2 1.1148 1.1148 1.1253
S3 1.1044 1.1106 1.1243
S4 1.0940 1.1002 1.1215
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% 0.0029 0.3% 79% False False 98
10 1.1294 1.1190 0.0104 0.9% 0.0027 0.2% 79% False False 122
20 1.1294 1.1130 0.0164 1.5% 0.0024 0.2% 87% False False 159
40 1.1327 1.0932 0.0395 3.5% 0.0022 0.2% 86% False False 150
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 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1361
2.618 1.1327
1.618 1.1306
1.000 1.1293
0.618 1.1285
HIGH 1.1272
0.618 1.1264
0.500 1.1262
0.382 1.1259
LOW 1.1251
0.618 1.1238
1.000 1.1230
1.618 1.1217
2.618 1.1196
4.250 1.1162
Fisher Pivots for day following 27-Sep-2024
Pivot 1 day 3 day
R1 1.1269 1.1269
PP 1.1265 1.1267
S1 1.1262 1.1264

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

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