CME Euro FX (E) Future September 2025


Trading Metrics calculated at close of trading on 19-Dec-2024
Day Change Summary
Previous Current
18-Dec-2024 19-Dec-2024 Change Change % Previous Week
Open 1.0647 1.0523 -0.0124 -1.2% 1.0712
High 1.0647 1.0547 -0.0100 -0.9% 1.0712
Low 1.0527 1.0512 -0.0016 -0.1% 1.0618
Close 1.0528 1.0512 -0.0017 -0.2% 1.0647
Range 0.0120 0.0036 -0.0084 -70.3% 0.0094
ATR 0.0051 0.0050 -0.0001 -2.2% 0.0000
Volume 218 56 -162 -74.3% 334
Daily Pivots for day following 19-Dec-2024
Classic Woodie Camarilla DeMark
R4 1.0630 1.0606 1.0531
R3 1.0594 1.0571 1.0521
R2 1.0559 1.0559 1.0518
R1 1.0535 1.0535 1.0515 1.0529
PP 1.0523 1.0523 1.0523 1.0520
S1 1.0500 1.0500 1.0508 1.0494
S2 1.0488 1.0488 1.0505
S3 1.0452 1.0464 1.0502
S4 1.0417 1.0429 1.0492
Weekly Pivots for week ending 13-Dec-2024
Classic Woodie Camarilla DeMark
R4 1.0941 1.0888 1.0699
R3 1.0847 1.0794 1.0673
R2 1.0753 1.0753 1.0664
R1 1.0700 1.0700 1.0656 1.0680
PP 1.0659 1.0659 1.0659 1.0649
S1 1.0606 1.0606 1.0638 1.0586
S2 1.0565 1.0565 1.0630
S3 1.0471 1.0512 1.0621
S4 1.0377 1.0418 1.0595
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0684 1.0512 0.0173 1.6% 0.0042 0.4% 0% False True 102
10 1.0770 1.0512 0.0259 2.5% 0.0033 0.3% 0% False True 66
20 1.0770 1.0512 0.0259 2.5% 0.0041 0.4% 0% False True 106
Crabel Price Patterns
NR True
NR4 False
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0698
2.618 1.0640
1.618 1.0604
1.000 1.0583
0.618 1.0569
HIGH 1.0547
0.618 1.0533
0.500 1.0529
0.382 1.0525
LOW 1.0512
0.618 1.0490
1.000 1.0476
1.618 1.0454
2.618 1.0419
4.250 1.0361
Fisher Pivots for day following 19-Dec-2024
Pivot 1 day 3 day
R1 1.0529 1.0583
PP 1.0523 1.0559
S1 1.0517 1.0535

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

View Archives - Comment on this page... - Back to Index of Symbols