CME Euro FX (E) Future September 2025


Trading Metrics calculated at close of trading on 27-Nov-2024
Day Change Summary
Previous Current
26-Nov-2024 27-Nov-2024 Change Change % Previous Week
Open 1.0710 1.0733 0.0023 0.2% 1.0741
High 1.0710 1.0752 0.0042 0.4% 1.0766
Low 1.0650 1.0733 0.0083 0.8% 1.0576
Close 1.0650 1.0733 0.0083 0.8% 1.0593
Range 0.0061 0.0019 -0.0042 -68.6% 0.0190
ATR
Volume 23 800 777 3,378.3% 401
Daily Pivots for day following 27-Nov-2024
Classic Woodie Camarilla DeMark
R4 1.0796 1.0783 1.0743
R3 1.0777 1.0764 1.0738
R2 1.0758 1.0758 1.0736
R1 1.0745 1.0745 1.0734 1.0742
PP 1.0739 1.0739 1.0739 1.0737
S1 1.0726 1.0726 1.0731 1.0723
S2 1.0720 1.0720 1.0729
S3 1.0701 1.0707 1.0727
S4 1.0682 1.0688 1.0722
Weekly Pivots for week ending 22-Nov-2024
Classic Woodie Camarilla DeMark
R4 1.1213 1.1092 1.0697
R3 1.1024 1.0903 1.0645
R2 1.0834 1.0834 1.0627
R1 1.0713 1.0713 1.0610 1.0679
PP 1.0645 1.0645 1.0645 1.0628
S1 1.0524 1.0524 1.0575 1.0490
S2 1.0455 1.0455 1.0558
S3 1.0266 1.0334 1.0540
S4 1.0076 1.0145 1.0488
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0752 1.0576 0.0176 1.6% 0.0049 0.5% 89% True False 239
10 1.0766 1.0576 0.0190 1.8% 0.0033 0.3% 83% False False 159
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0003
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0832
2.618 1.0801
1.618 1.0782
1.000 1.0771
0.618 1.0763
HIGH 1.0752
0.618 1.0744
0.500 1.0742
0.382 1.0740
LOW 1.0733
0.618 1.0721
1.000 1.0714
1.618 1.0702
2.618 1.0683
4.250 1.0652
Fisher Pivots for day following 27-Nov-2024
Pivot 1 day 3 day
R1 1.0742 1.0721
PP 1.0739 1.0710
S1 1.0736 1.0699

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

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