CME Euro FX (E) Future June 2025


Trading Metrics calculated at close of trading on 21-Oct-2024
Day Change Summary
Previous Current
18-Oct-2024 21-Oct-2024 Change Change % Previous Week
Open 1.0967 1.0989 0.0022 0.2% 1.1030
High 1.0988 1.0989 0.0001 0.0% 1.1030
Low 1.0967 1.0933 -0.0035 -0.3% 1.0940
Close 1.0987 1.0933 -0.0055 -0.5% 1.0987
Range 0.0021 0.0056 0.0035 166.7% 0.0090
ATR 0.0035 0.0036 0.0002 4.4% 0.0000
Volume 24 33 9 37.5% 112
Daily Pivots for day following 21-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.1119 1.1082 1.0963
R3 1.1063 1.1026 1.0948
R2 1.1007 1.1007 1.0943
R1 1.0970 1.0970 1.0938 1.0961
PP 1.0951 1.0951 1.0951 1.0947
S1 1.0914 1.0914 1.0927 1.0905
S2 1.0895 1.0895 1.0922
S3 1.0839 1.0858 1.0917
S4 1.0783 1.0802 1.0902
Weekly Pivots for week ending 18-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.1256 1.1211 1.1037
R3 1.1166 1.1121 1.1012
R2 1.1076 1.1076 1.1004
R1 1.1031 1.1031 1.0995 1.1009
PP 1.0986 1.0986 1.0986 1.0974
S1 1.0941 1.0941 1.0979 1.0919
S2 1.0896 1.0896 1.0971
S3 1.0806 1.0851 1.0962
S4 1.0716 1.0761 1.0938
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1022 1.0933 0.0090 0.8% 0.0030 0.3% 0% False True 25
10 1.1090 1.0933 0.0158 1.4% 0.0022 0.2% 0% False True 24
20 1.1308 1.0933 0.0376 3.4% 0.0027 0.2% 0% False True 24
40 1.1318 1.0933 0.0385 3.5% 0.0025 0.2% 0% False True 97
60 1.1327 1.0932 0.0395 3.6% 0.0023 0.2% 0% False False 115
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 1.1227
2.618 1.1135
1.618 1.1079
1.000 1.1045
0.618 1.1023
HIGH 1.0989
0.618 1.0967
0.500 1.0961
0.382 1.0954
LOW 1.0933
0.618 1.0898
1.000 1.0877
1.618 1.0842
2.618 1.0786
4.250 1.0695
Fisher Pivots for day following 21-Oct-2024
Pivot 1 day 3 day
R1 1.0961 1.0961
PP 1.0951 1.0951
S1 1.0942 1.0942

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

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