CME Euro FX (E) Future June 2025


Trading Metrics calculated at close of trading on 04-Oct-2024
Day Change Summary
Previous Current
03-Oct-2024 04-Oct-2024 Change Change % Previous Week
Open 1.1148 1.1141 -0.0008 -0.1% 1.1308
High 1.1148 1.1141 -0.0008 -0.1% 1.1308
Low 1.1138 1.1076 -0.0062 -0.6% 1.1076
Close 1.1138 1.1091 -0.0047 -0.4% 1.1091
Range 0.0011 0.0065 0.0054 514.3% 0.0232
ATR 0.0041 0.0042 0.0002 4.2% 0.0000
Volume 2 55 53 2,650.0% 190
Daily Pivots for day following 04-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.1296 1.1258 1.1126
R3 1.1232 1.1194 1.1109
R2 1.1167 1.1167 1.1103
R1 1.1129 1.1129 1.1097 1.1116
PP 1.1103 1.1103 1.1103 1.1096
S1 1.1065 1.1065 1.1085 1.1051
S2 1.1038 1.1038 1.1079
S3 1.0974 1.1000 1.1073
S4 1.0909 1.0936 1.1056
Weekly Pivots for week ending 04-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.1854 1.1705 1.1219
R3 1.1622 1.1473 1.1155
R2 1.1390 1.1390 1.1134
R1 1.1241 1.1241 1.1112 1.1200
PP 1.1158 1.1158 1.1158 1.1138
S1 1.1009 1.1009 1.1070 1.0968
S2 1.0926 1.0926 1.1048
S3 1.0694 1.0777 1.1027
S4 1.0462 1.0545 1.0963
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1308 1.1076 0.0232 2.1% 0.0044 0.4% 6% False True 38
10 1.1308 1.1076 0.0232 2.1% 0.0037 0.3% 6% False True 68
20 1.1308 1.1076 0.0232 2.1% 0.0029 0.3% 6% False True 140
40 1.1327 1.1060 0.0267 2.4% 0.0024 0.2% 12% False False 123
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1415
2.618 1.1309
1.618 1.1245
1.000 1.1205
0.618 1.1180
HIGH 1.1141
0.618 1.1116
0.500 1.1108
0.382 1.1101
LOW 1.1076
0.618 1.1036
1.000 1.1012
1.618 1.0972
2.618 1.0907
4.250 1.0802
Fisher Pivots for day following 04-Oct-2024
Pivot 1 day 3 day
R1 1.1108 1.1124
PP 1.1103 1.1113
S1 1.1097 1.1102

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

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