CME Euro FX (E) Future June 2025


Trading Metrics calculated at close of trading on 17-Oct-2024
Day Change Summary
Previous Current
16-Oct-2024 17-Oct-2024 Change Change % Previous Week
Open 1.0989 1.0975 -0.0014 -0.1% 1.1090
High 1.0989 1.0975 -0.0014 -0.1% 1.1090
Low 1.0972 1.0940 -0.0032 -0.3% 1.1040
Close 1.0972 1.0945 -0.0027 -0.2% 1.1056
Range 0.0017 0.0035 0.0018 105.9% 0.0051
ATR 0.0034 0.0034 0.0000 0.2% 0.0000
Volume 27 34 7 25.9% 113
Daily Pivots for day following 17-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.1058 1.1037 1.0964
R3 1.1023 1.1002 1.0955
R2 1.0988 1.0988 1.0951
R1 1.0967 1.0967 1.0948 1.0960
PP 1.0953 1.0953 1.0953 1.0950
S1 1.0932 1.0932 1.0942 1.0925
S2 1.0918 1.0918 1.0939
S3 1.0883 1.0897 1.0935
S4 1.0848 1.0862 1.0926
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 1.0940 0.0122 1.1% 0.0019 0.2% 4% False True 23
10 1.1141 1.0940 0.0201 1.8% 0.0021 0.2% 2% False True 25
20 1.1308 1.0940 0.0368 3.4% 0.0025 0.2% 1% False True 44
40 1.1327 1.0940 0.0387 3.5% 0.0024 0.2% 1% False True 102
60 1.1327 1.0932 0.0395 3.6% 0.0022 0.2% 3% False False 116
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1124
2.618 1.1067
1.618 1.1032
1.000 1.1010
0.618 1.0997
HIGH 1.0975
0.618 1.0962
0.500 1.0958
0.382 1.0953
LOW 1.0940
0.618 1.0918
1.000 1.0905
1.618 1.0883
2.618 1.0848
4.250 1.0791
Fisher Pivots for day following 17-Oct-2024
Pivot 1 day 3 day
R1 1.0958 1.0981
PP 1.0953 1.0969
S1 1.0949 1.0957

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

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