CME Euro FX (E) Future June 2025


Trading Metrics calculated at close of trading on 11-Oct-2024
Day Change Summary
Previous Current
10-Oct-2024 11-Oct-2024 Change Change % Previous Week
Open 1.1060 1.1054 -0.0006 -0.1% 1.1090
High 1.1060 1.1062 0.0002 0.0% 1.1090
Low 1.1040 1.1054 0.0015 0.1% 1.1040
Close 1.1040 1.1056 0.0016 0.1% 1.1056
Range 0.0021 0.0008 -0.0013 -61.0% 0.0051
ATR 0.0035 0.0035 -0.0001 -2.6% 0.0000
Volume 29 27 -2 -6.9% 113
Daily Pivots for day following 11-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.1081 1.1076 1.1060
R3 1.1073 1.1068 1.1058
R2 1.1065 1.1065 1.1057
R1 1.1060 1.1060 1.1056 1.1063
PP 1.1057 1.1057 1.1057 1.1058
S1 1.1052 1.1052 1.1055 1.1055
S2 1.1049 1.1049 1.1054
S3 1.1041 1.1044 1.1053
S4 1.1033 1.1036 1.1051
Weekly Pivots for week ending 11-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.1213 1.1185 1.1083
R3 1.1163 1.1134 1.1069
R2 1.1112 1.1112 1.1065
R1 1.1084 1.1084 1.1060 1.1073
PP 1.1062 1.1062 1.1062 1.1056
S1 1.1033 1.1033 1.1051 1.1022
S2 1.1011 1.1011 1.1046
S3 1.0961 1.0983 1.1042
S4 1.0910 1.0932 1.1028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1090 1.1040 0.0051 0.5% 0.0011 0.1% 32% False False 22
10 1.1308 1.1040 0.0269 2.4% 0.0027 0.2% 6% False False 30
20 1.1308 1.1040 0.0269 2.4% 0.0027 0.2% 6% False False 76
40 1.1327 1.1040 0.0287 2.6% 0.0025 0.2% 6% False False 111
60 1.1327 1.0932 0.0395 3.6% 0.0021 0.2% 31% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.1096
2.618 1.1083
1.618 1.1075
1.000 1.1070
0.618 1.1067
HIGH 1.1062
0.618 1.1059
0.500 1.1058
0.382 1.1057
LOW 1.1054
0.618 1.1049
1.000 1.1046
1.618 1.1041
2.618 1.1033
4.250 1.1020
Fisher Pivots for day following 11-Oct-2024
Pivot 1 day 3 day
R1 1.1058 1.1059
PP 1.1057 1.1058
S1 1.1056 1.1057

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

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