CME Euro FX (E) Future June 2025


Trading Metrics calculated at close of trading on 01-Nov-2024
Day Change Summary
Previous Current
31-Oct-2024 01-Nov-2024 Change Change % Previous Week
Open 1.0975 1.0999 0.0024 0.2% 1.0948
High 1.1000 1.1008 0.0008 0.1% 1.1008
Low 1.0971 1.0956 -0.0015 -0.1% 1.0917
Close 1.0987 1.0954 -0.0033 -0.3% 1.0954
Range 0.0030 0.0053 0.0023 78.0% 0.0091
ATR 0.0034 0.0035 0.0001 4.0% 0.0000
Volume 30 14 -16 -53.3% 130
Daily Pivots for day following 01-Nov-2024
Classic Woodie Camarilla DeMark
R4 1.1130 1.1095 1.0983
R3 1.1078 1.1042 1.0968
R2 1.1025 1.1025 1.0964
R1 1.0990 1.0990 1.0959 1.0981
PP 1.0973 1.0973 1.0973 1.0968
S1 1.0937 1.0937 1.0949 1.0929
S2 1.0920 1.0920 1.0944
S3 1.0868 1.0885 1.0940
S4 1.0815 1.0832 1.0925
Weekly Pivots for week ending 01-Nov-2024
Classic Woodie Camarilla DeMark
R4 1.1233 1.1184 1.1004
R3 1.1142 1.1093 1.0979
R2 1.1051 1.1051 1.0971
R1 1.1002 1.1002 1.0962 1.1027
PP 1.0960 1.0960 1.0960 1.0972
S1 1.0911 1.0911 1.0946 1.0936
S2 1.0869 1.0869 1.0937
S3 1.0778 1.0820 1.0929
S4 1.0687 1.0729 1.0904
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1008 1.0917 0.0091 0.8% 0.0029 0.3% 41% True False 26
10 1.1008 1.0900 0.0108 1.0% 0.0030 0.3% 50% True False 21
20 1.1090 1.0900 0.0190 1.7% 0.0023 0.2% 28% False False 21
40 1.1308 1.0900 0.0408 3.7% 0.0026 0.2% 13% False False 81
60 1.1327 1.0900 0.0427 3.9% 0.0023 0.2% 13% False False 89
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 0.0003
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 1.1231
2.618 1.1145
1.618 1.1093
1.000 1.1061
0.618 1.1040
HIGH 1.1008
0.618 1.0988
0.500 1.0982
0.382 1.0976
LOW 1.0956
0.618 1.0923
1.000 1.0903
1.618 1.0871
2.618 1.0818
4.250 1.0732
Fisher Pivots for day following 01-Nov-2024
Pivot 1 day 3 day
R1 1.0982 1.0982
PP 1.0973 1.0973
S1 1.0963 1.0963

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

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