CME Euro FX (E) Future June 2025


Trading Metrics calculated at close of trading on 16-Oct-2024
Day Change Summary
Previous Current
15-Oct-2024 16-Oct-2024 Change Change % Previous Week
Open 1.1022 1.0989 -0.0034 -0.3% 1.1090
High 1.1022 1.0989 -0.0034 -0.3% 1.1090
Low 1.1000 1.0972 -0.0029 -0.3% 1.1040
Close 1.1004 1.0972 -0.0032 -0.3% 1.1056
Range 0.0022 0.0017 -0.0005 -22.7% 0.0051
ATR 0.0034 0.0034 0.0000 -0.4% 0.0000
Volume 10 27 17 170.0% 113
Daily Pivots for day following 16-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.1028 1.1017 1.0981
R3 1.1011 1.1000 1.0976
R2 1.0994 1.0994 1.0975
R1 1.0983 1.0983 1.0973 1.0980
PP 1.0977 1.0977 1.0977 1.0976
S1 1.0966 1.0966 1.0970 1.0963
S2 1.0960 1.0960 1.0968
S3 1.0943 1.0949 1.0967
S4 1.0926 1.0932 1.0962
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 1.1062 1.0972 0.0091 0.8% 0.0017 0.2% 0% False True 22
10 1.1148 1.0972 0.0177 1.6% 0.0018 0.2% 0% False True 22
20 1.1308 1.0972 0.0337 3.1% 0.0026 0.2% 0% False True 71
40 1.1327 1.0972 0.0355 3.2% 0.0024 0.2% 0% False True 104
60 1.1327 1.0932 0.0395 3.6% 0.0022 0.2% 10% False False 116
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.1061
2.618 1.1033
1.618 1.1016
1.000 1.1006
0.618 1.0999
HIGH 1.0989
0.618 1.0982
0.500 1.0980
0.382 1.0978
LOW 1.0972
0.618 1.0961
1.000 1.0955
1.618 1.0944
2.618 1.0927
4.250 1.0899
Fisher Pivots for day following 16-Oct-2024
Pivot 1 day 3 day
R1 1.0980 1.1001
PP 1.0977 1.0991
S1 1.0974 1.0981

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

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