CME E-mini Russell 2000 Index Futures June 2025


Trading Metrics calculated at close of trading on 04-Jun-2025
Day Change Summary
Previous Current
03-Jun-2025 04-Jun-2025 Change Change % Previous Week
Open 2,073.2 2,106.5 33.3 1.6% 2,043.0
High 2,112.1 2,118.2 6.1 0.3% 2,130.6
Low 2,053.8 2,096.9 43.1 2.1% 2,041.3
Close 2,106.1 2,100.3 -5.8 -0.3% 2,068.3
Range 58.3 21.3 -37.0 -63.5% 89.3
ATR 48.8 46.9 -2.0 -4.0% 0.0
Volume 180,458 144,201 -36,257 -20.1% 710,418
Daily Pivots for day following 04-Jun-2025
Classic Woodie Camarilla DeMark
R4 2,169.0 2,156.0 2,112.0
R3 2,147.7 2,134.7 2,106.2
R2 2,126.4 2,126.4 2,104.2
R1 2,113.4 2,113.4 2,102.3 2,109.3
PP 2,105.1 2,105.1 2,105.1 2,103.1
S1 2,092.1 2,092.1 2,098.3 2,088.0
S2 2,083.8 2,083.8 2,096.4
S3 2,062.5 2,070.8 2,094.4
S4 2,041.2 2,049.5 2,088.6
Weekly Pivots for week ending 30-May-2025
Classic Woodie Camarilla DeMark
R4 2,348.0 2,297.4 2,117.4
R3 2,258.7 2,208.1 2,092.9
R2 2,169.4 2,169.4 2,084.7
R1 2,118.8 2,118.8 2,076.5 2,144.1
PP 2,080.1 2,080.1 2,080.1 2,092.7
S1 2,029.5 2,029.5 2,060.1 2,054.8
S2 1,990.8 1,990.8 2,051.9
S3 1,901.5 1,940.2 2,043.7
S4 1,812.2 1,850.9 2,019.2
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2,130.6 2,042.2 88.4 4.2% 42.2 2.0% 66% False False 177,544
10 2,130.6 1,981.5 149.1 7.1% 47.3 2.3% 80% False False 179,480
20 2,139.8 1,981.1 158.7 7.6% 41.6 2.0% 75% False False 170,071
40 2,139.8 1,709.1 430.7 20.5% 54.1 2.6% 91% False False 209,817
60 2,139.8 1,709.1 430.7 20.5% 56.9 2.7% 91% False False 215,019
80 2,326.2 1,709.1 617.1 29.4% 54.6 2.6% 63% False False 161,566
100 2,356.7 1,709.1 647.6 30.8% 52.2 2.5% 60% False False 129,333
120 2,460.5 1,709.1 751.4 35.8% 50.9 2.4% 52% False False 107,812
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 8.1
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 2,208.7
2.618 2,174.0
1.618 2,152.7
1.000 2,139.5
0.618 2,131.4
HIGH 2,118.2
0.618 2,110.1
0.500 2,107.6
0.382 2,105.0
LOW 2,096.9
0.618 2,083.7
1.000 2,075.6
1.618 2,062.4
2.618 2,041.1
4.250 2,006.4
Fisher Pivots for day following 04-Jun-2025
Pivot 1 day 3 day
R1 2,107.6 2,093.6
PP 2,105.1 2,086.9
S1 2,102.7 2,080.2

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

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