CME Euro FX (E) Future June 2025


Trading Metrics calculated at close of trading on 03-Oct-2024
Day Change Summary
Previous Current
02-Oct-2024 03-Oct-2024 Change Change % Previous Week
Open 1.1171 1.1148 -0.0023 -0.2% 1.1190
High 1.1171 1.1148 -0.0023 -0.2% 1.1294
Low 1.1151 1.1138 -0.0013 -0.1% 1.1190
Close 1.1151 1.1138 -0.0013 -0.1% 1.1272
Range 0.0021 0.0011 -0.0010 -48.8% 0.0104
ATR 0.0043 0.0041 -0.0002 -5.0% 0.0000
Volume 51 2 -49 -96.1% 491
Daily Pivots for day following 03-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.1173 1.1166 1.1143
R3 1.1162 1.1155 1.1140
R2 1.1152 1.1152 1.1139
R1 1.1145 1.1145 1.1138 1.1143
PP 1.1141 1.1141 1.1141 1.1140
S1 1.1134 1.1134 1.1137 1.1132
S2 1.1131 1.1131 1.1136
S3 1.1120 1.1124 1.1135
S4 1.1110 1.1113 1.1132
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 1.1138 0.0171 1.5% 0.0035 0.3% 0% False True 31
10 1.1308 1.1138 0.0171 1.5% 0.0030 0.3% 0% False True 62
20 1.1308 1.1130 0.0178 1.6% 0.0027 0.2% 4% False False 149
40 1.1327 1.1033 0.0294 2.6% 0.0023 0.2% 36% False False 132
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1193
2.618 1.1175
1.618 1.1165
1.000 1.1159
0.618 1.1154
HIGH 1.1148
0.618 1.1144
0.500 1.1143
0.382 1.1142
LOW 1.1138
0.618 1.1131
1.000 1.1127
1.618 1.1121
2.618 1.1110
4.250 1.1093
Fisher Pivots for day following 03-Oct-2024
Pivot 1 day 3 day
R1 1.1143 1.1184
PP 1.1141 1.1168
S1 1.1139 1.1153

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

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