CME Euro FX (E) Future June 2025


Trading Metrics calculated at close of trading on 10-Oct-2024
Day Change Summary
Previous Current
09-Oct-2024 10-Oct-2024 Change Change % Previous Week
Open 1.1079 1.1060 -0.0019 -0.2% 1.1308
High 1.1079 1.1060 -0.0019 -0.2% 1.1308
Low 1.1056 1.1040 -0.0017 -0.1% 1.1076
Close 1.1056 1.1040 -0.0017 -0.1% 1.1091
Range 0.0023 0.0021 -0.0002 -8.9% 0.0232
ATR 0.0037 0.0035 -0.0001 -3.1% 0.0000
Volume 18 29 11 61.1% 190
Daily Pivots for day following 10-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.1108 1.1094 1.1051
R3 1.1087 1.1074 1.1045
R2 1.1067 1.1067 1.1043
R1 1.1053 1.1053 1.1041 1.1050
PP 1.1046 1.1046 1.1046 1.1045
S1 1.1033 1.1033 1.1038 1.1029
S2 1.1026 1.1026 1.1036
S3 1.1005 1.1012 1.1034
S4 1.0985 1.0992 1.1028
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 1.1141 1.1040 0.0101 0.9% 0.0022 0.2% 0% False True 28
10 1.1308 1.1040 0.0269 2.4% 0.0029 0.3% 0% False True 29
20 1.1308 1.1040 0.0269 2.4% 0.0027 0.2% 0% False True 112
40 1.1327 1.1040 0.0287 2.6% 0.0025 0.2% 0% False True 115
60 1.1327 1.0932 0.0395 3.6% 0.0021 0.2% 27% False False 115
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1147
2.618 1.1114
1.618 1.1093
1.000 1.1081
0.618 1.1073
HIGH 1.1060
0.618 1.1052
0.500 1.1050
0.382 1.1047
LOW 1.1040
0.618 1.1027
1.000 1.1019
1.618 1.1006
2.618 1.0986
4.250 1.0952
Fisher Pivots for day following 10-Oct-2024
Pivot 1 day 3 day
R1 1.1050 1.1065
PP 1.1046 1.1056
S1 1.1043 1.1048

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

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