CME Euro FX (E) Future June 2025


Trading Metrics calculated at close of trading on 22-Oct-2024
Day Change Summary
Previous Current
21-Oct-2024 22-Oct-2024 Change Change % Previous Week
Open 1.0989 1.0939 -0.0050 -0.5% 1.1030
High 1.0989 1.0939 -0.0050 -0.5% 1.1030
Low 1.0933 1.0918 -0.0015 -0.1% 1.0940
Close 1.0933 1.0923 -0.0010 -0.1% 1.0987
Range 0.0056 0.0021 -0.0036 -63.4% 0.0090
ATR 0.0036 0.0035 -0.0001 -3.1% 0.0000
Volume 33 6 -27 -81.8% 112
Daily Pivots for day following 22-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.0988 1.0976 1.0934
R3 1.0968 1.0956 1.0929
R2 1.0947 1.0947 1.0927
R1 1.0935 1.0935 1.0925 1.0931
PP 1.0927 1.0927 1.0927 1.0924
S1 1.0915 1.0915 1.0921 1.0910
S2 1.0906 1.0906 1.0919
S3 1.0886 1.0894 1.0917
S4 1.0865 1.0874 1.0912
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 1.0989 1.0918 0.0071 0.6% 0.0030 0.3% 7% False True 24
10 1.1079 1.0918 0.0161 1.5% 0.0024 0.2% 3% False True 22
20 1.1308 1.0918 0.0390 3.6% 0.0027 0.2% 1% False True 24
40 1.1317 1.0918 0.0399 3.6% 0.0025 0.2% 1% False True 96
60 1.1327 1.0918 0.0409 3.7% 0.0023 0.2% 1% False True 114
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 1.1026
2.618 1.0992
1.618 1.0972
1.000 1.0959
0.618 1.0951
HIGH 1.0939
0.618 1.0931
0.500 1.0928
0.382 1.0926
LOW 1.0918
0.618 1.0905
1.000 1.0898
1.618 1.0885
2.618 1.0864
4.250 1.0831
Fisher Pivots for day following 22-Oct-2024
Pivot 1 day 3 day
R1 1.0928 1.0953
PP 1.0927 1.0943
S1 1.0925 1.0933

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

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