CME Euro FX (E) Future June 2025


Trading Metrics calculated at close of trading on 23-Oct-2024
Day Change Summary
Previous Current
22-Oct-2024 23-Oct-2024 Change Change % Previous Week
Open 1.0939 1.0906 -0.0033 -0.3% 1.1030
High 1.0939 1.0910 -0.0029 -0.3% 1.1030
Low 1.0918 1.0900 -0.0018 -0.2% 1.0940
Close 1.0923 1.0905 -0.0018 -0.2% 1.0987
Range 0.0021 0.0010 -0.0011 -53.7% 0.0090
ATR 0.0035 0.0034 -0.0001 -2.5% 0.0000
Volume 6 20 14 233.3% 112
Daily Pivots for day following 23-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.0933 1.0929 1.0910
R3 1.0924 1.0919 1.0908
R2 1.0914 1.0914 1.0907
R1 1.0910 1.0910 1.0906 1.0907
PP 1.0905 1.0905 1.0905 1.0904
S1 1.0900 1.0900 1.0904 1.0898
S2 1.0895 1.0895 1.0903
S3 1.0886 1.0891 1.0902
S4 1.0876 1.0881 1.0900
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 1.0900 0.0089 0.8% 0.0028 0.3% 6% False True 23
10 1.1062 1.0900 0.0162 1.5% 0.0022 0.2% 3% False True 22
20 1.1308 1.0900 0.0408 3.7% 0.0025 0.2% 1% False True 24
40 1.1308 1.0900 0.0408 3.7% 0.0025 0.2% 1% False True 96
60 1.1327 1.0900 0.0427 3.9% 0.0023 0.2% 1% False True 114
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 1.0950
2.618 1.0934
1.618 1.0925
1.000 1.0919
0.618 1.0915
HIGH 1.0910
0.618 1.0906
0.500 1.0905
0.382 1.0904
LOW 1.0900
0.618 1.0894
1.000 1.0891
1.618 1.0885
2.618 1.0875
4.250 1.0860
Fisher Pivots for day following 23-Oct-2024
Pivot 1 day 3 day
R1 1.0905 1.0944
PP 1.0905 1.0931
S1 1.0905 1.0918

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

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