CME Euro FX (E) Future June 2025


Trading Metrics calculated at close of trading on 11-Nov-2024
Day Change Summary
Previous Current
08-Nov-2024 11-Nov-2024 Change Change % Previous Week
Open 1.0916 1.0810 -0.0106 -1.0% 1.1002
High 1.0916 1.0810 -0.0106 -1.0% 1.1050
Low 1.0814 1.0767 -0.0047 -0.4% 1.0814
Close 1.0832 1.0769 -0.0064 -0.6% 1.0832
Range 0.0102 0.0043 -0.0059 -57.8% 0.0236
ATR 0.0057 0.0058 0.0001 1.0% 0.0000
Volume 19 35 16 84.2% 172
Daily Pivots for day following 11-Nov-2024
Classic Woodie Camarilla DeMark
R4 1.0911 1.0883 1.0792
R3 1.0868 1.0840 1.0780
R2 1.0825 1.0825 1.0776
R1 1.0797 1.0797 1.0772 1.0789
PP 1.0782 1.0782 1.0782 1.0778
S1 1.0754 1.0754 1.0765 1.0746
S2 1.0739 1.0739 1.0761
S3 1.0696 1.0711 1.0757
S4 1.0653 1.0668 1.0745
Weekly Pivots for week ending 08-Nov-2024
Classic Woodie Camarilla DeMark
R4 1.1607 1.1455 1.0962
R3 1.1371 1.1219 1.0897
R2 1.1135 1.1135 1.0875
R1 1.0983 1.0983 1.0854 1.0941
PP 1.0899 1.0899 1.0899 1.0878
S1 1.0747 1.0747 1.0810 1.0705
S2 1.0663 1.0663 1.0789
S3 1.0427 1.0511 1.0767
S4 1.0191 1.0275 1.0702
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1050 1.0767 0.0283 2.6% 0.0075 0.7% 1% False True 34
10 1.1050 1.0767 0.0283 2.6% 0.0054 0.5% 1% False True 33
20 1.1050 1.0767 0.0283 2.6% 0.0040 0.4% 1% False True 25
40 1.1308 1.0767 0.0541 5.0% 0.0034 0.3% 0% False True 51
60 1.1327 1.0767 0.0560 5.2% 0.0029 0.3% 0% False True 82
80 1.1327 1.0767 0.0560 5.2% 0.0026 0.2% 0% False True 93
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 0.0002
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0993
2.618 1.0923
1.618 1.0880
1.000 1.0853
0.618 1.0837
HIGH 1.0810
0.618 1.0794
0.500 1.0789
0.382 1.0783
LOW 1.0767
0.618 1.0740
1.000 1.0724
1.618 1.0697
2.618 1.0654
4.250 1.0584
Fisher Pivots for day following 11-Nov-2024
Pivot 1 day 3 day
R1 1.0789 1.0847
PP 1.0782 1.0821
S1 1.0775 1.0795

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

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