CME Euro FX (E) Future June 2025


Trading Metrics calculated at close of trading on 30-Sep-2024
Day Change Summary
Previous Current
27-Sep-2024 30-Sep-2024 Change Change % Previous Week
Open 1.1251 1.1308 0.0057 0.5% 1.1190
High 1.1272 1.1308 0.0036 0.3% 1.1294
Low 1.1251 1.1243 -0.0009 -0.1% 1.1190
Close 1.1272 1.1243 -0.0030 -0.3% 1.1272
Range 0.0021 0.0066 0.0045 211.9% 0.0104
ATR 0.0040 0.0042 0.0002 4.6% 0.0000
Volume 21 75 54 257.1% 491
Daily Pivots for day following 30-Sep-2024
Classic Woodie Camarilla DeMark
R4 1.1461 1.1417 1.1279
R3 1.1395 1.1352 1.1261
R2 1.1330 1.1330 1.1255
R1 1.1286 1.1286 1.1249 1.1275
PP 1.1264 1.1264 1.1264 1.1259
S1 1.1221 1.1221 1.1236 1.1210
S2 1.1199 1.1199 1.1230
S3 1.1133 1.1155 1.1224
S4 1.1068 1.1090 1.1206
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 1.1308 1.1234 0.0074 0.7% 0.0032 0.3% 11% True False 24
10 1.1308 1.1190 0.0118 1.0% 0.0034 0.3% 44% True False 130
20 1.1308 1.1130 0.0178 1.6% 0.0026 0.2% 63% True False 162
40 1.1327 1.1033 0.0294 2.6% 0.0021 0.2% 71% False False 148
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 1.1586
2.618 1.1479
1.618 1.1414
1.000 1.1374
0.618 1.1348
HIGH 1.1308
0.618 1.1283
0.500 1.1275
0.382 1.1268
LOW 1.1243
0.618 1.1202
1.000 1.1177
1.618 1.1137
2.618 1.1071
4.250 1.0964
Fisher Pivots for day following 30-Sep-2024
Pivot 1 day 3 day
R1 1.1275 1.1275
PP 1.1264 1.1264
S1 1.1253 1.1253

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

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