CME Euro FX (E) Future June 2025


Trading Metrics calculated at close of trading on 31-Oct-2024
Day Change Summary
Previous Current
30-Oct-2024 31-Oct-2024 Change Change % Previous Week
Open 1.0960 1.0975 0.0015 0.1% 1.0989
High 1.0988 1.1000 0.0013 0.1% 1.0989
Low 1.0960 1.0971 0.0011 0.1% 1.0900
Close 1.0988 1.0987 -0.0001 0.0% 1.0926
Range 0.0028 0.0030 0.0002 7.3% 0.0089
ATR 0.0034 0.0034 0.0000 -0.9% 0.0000
Volume 48 30 -18 -37.5% 83
Daily Pivots for day following 31-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.1074 1.1060 1.1003
R3 1.1045 1.1031 1.0995
R2 1.1015 1.1015 1.0992
R1 1.1001 1.1001 1.0990 1.1008
PP 1.0986 1.0986 1.0986 1.0989
S1 1.0972 1.0972 1.0984 1.0979
S2 1.0956 1.0956 1.0982
S3 1.0927 1.0942 1.0979
S4 1.0897 1.0913 1.0971
Weekly Pivots for week ending 25-Oct-2024
Classic Woodie Camarilla DeMark
R4 1.1204 1.1153 1.0974
R3 1.1115 1.1065 1.0950
R2 1.1027 1.1027 1.0942
R1 1.0976 1.0976 1.0934 1.0957
PP 1.0938 1.0938 1.0938 1.0929
S1 1.0888 1.0888 1.0917 1.0869
S2 1.0850 1.0850 1.0909
S3 1.0761 1.0799 1.0901
S4 1.0673 1.0711 1.0877
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1000 1.0917 0.0083 0.8% 0.0023 0.2% 84% True False 25
10 1.1000 1.0900 0.0100 0.9% 0.0027 0.2% 87% True False 22
20 1.1141 1.0900 0.0241 2.2% 0.0024 0.2% 36% False False 23
40 1.1308 1.0900 0.0408 3.7% 0.0026 0.2% 21% False False 86
60 1.1327 1.0900 0.0427 3.9% 0.0023 0.2% 20% False False 96
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.1125
2.618 1.1077
1.618 1.1048
1.000 1.1030
0.618 1.1018
HIGH 1.1000
0.618 1.0989
0.500 1.0985
0.382 1.0982
LOW 1.0971
0.618 1.0952
1.000 1.0941
1.618 1.0923
2.618 1.0893
4.250 1.0845
Fisher Pivots for day following 31-Oct-2024
Pivot 1 day 3 day
R1 1.0986 1.0978
PP 1.0986 1.0968
S1 1.0985 1.0959

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

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