CME Euro FX (E) Future June 2025


Trading Metrics calculated at close of trading on 15-Oct-2024
Day Change Summary
Previous Current
14-Oct-2024 15-Oct-2024 Change Change % Previous Week
Open 1.1030 1.1022 -0.0008 -0.1% 1.1090
High 1.1030 1.1022 -0.0008 -0.1% 1.1090
Low 1.1015 1.1000 -0.0015 -0.1% 1.1040
Close 1.1015 1.1004 -0.0012 -0.1% 1.1056
Range 0.0015 0.0022 0.0007 46.7% 0.0051
ATR 0.0035 0.0034 -0.0001 -2.6% 0.0000
Volume 17 10 -7 -41.2% 113
Daily Pivots for day following 15-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.1075 1.1061 1.1016
R3 1.1053 1.1039 1.1010
R2 1.1031 1.1031 1.1008
R1 1.1017 1.1017 1.1006 1.1013
PP 1.1009 1.1009 1.1009 1.1006
S1 1.0995 1.0995 1.1001 1.0991
S2 1.0987 1.0987 1.0999
S3 1.0965 1.0973 1.0997
S4 1.0943 1.0951 1.0991
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 1.1079 1.1000 0.0079 0.7% 0.0018 0.2% 4% False True 20
10 1.1171 1.1000 0.0171 1.6% 0.0019 0.2% 2% False True 24
20 1.1308 1.1000 0.0308 2.8% 0.0029 0.3% 1% False True 77
40 1.1327 1.1000 0.0327 3.0% 0.0024 0.2% 1% False True 109
60 1.1327 1.0932 0.0395 3.6% 0.0022 0.2% 18% False False 116
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 0.0000
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1116
2.618 1.1080
1.618 1.1058
1.000 1.1044
0.618 1.1036
HIGH 1.1022
0.618 1.1014
0.500 1.1011
0.382 1.1008
LOW 1.1000
0.618 1.0986
1.000 1.0978
1.618 1.0964
2.618 1.0942
4.250 1.0907
Fisher Pivots for day following 15-Oct-2024
Pivot 1 day 3 day
R1 1.1011 1.1031
PP 1.1009 1.1022
S1 1.1006 1.1013

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

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