CME Euro FX (E) Future September 2025


Trading Metrics calculated at close of trading on 20-Dec-2024
Day Change Summary
Previous Current
19-Dec-2024 20-Dec-2024 Change Change % Previous Week
Open 1.0523 1.0510 -0.0013 -0.1% 1.0684
High 1.0547 1.0596 0.0049 0.5% 1.0684
Low 1.0512 1.0510 -0.0002 0.0% 1.0510
Close 1.0512 1.0596 0.0085 0.8% 1.0596
Range 0.0036 0.0086 0.0051 142.3% 0.0174
ATR 0.0050 0.0053 0.0003 5.1% 0.0000
Volume 56 3 -53 -94.6% 307
Daily Pivots for day following 20-Dec-2024
Classic Woodie Camarilla DeMark
R4 1.0825 1.0797 1.0643
R3 1.0739 1.0711 1.0620
R2 1.0653 1.0653 1.0612
R1 1.0625 1.0625 1.0604 1.0639
PP 1.0567 1.0567 1.0567 1.0575
S1 1.0539 1.0539 1.0588 1.0553
S2 1.0481 1.0481 1.0580
S3 1.0395 1.0453 1.0572
S4 1.0309 1.0367 1.0549
Weekly Pivots for week ending 20-Dec-2024
Classic Woodie Camarilla DeMark
R4 1.1119 1.1031 1.0692
R3 1.0945 1.0857 1.0644
R2 1.0771 1.0771 1.0628
R1 1.0683 1.0683 1.0612 1.0640
PP 1.0597 1.0597 1.0597 1.0575
S1 1.0509 1.0509 1.0580 1.0466
S2 1.0423 1.0423 1.0564
S3 1.0249 1.0335 1.0548
S4 1.0075 1.0161 1.0500
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0684 1.0510 0.0174 1.6% 0.0056 0.5% 49% False True 61
10 1.0712 1.0510 0.0202 1.9% 0.0035 0.3% 43% False True 64
20 1.0770 1.0510 0.0260 2.5% 0.0043 0.4% 33% False True 101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0962
2.618 1.0821
1.618 1.0735
1.000 1.0682
0.618 1.0649
HIGH 1.0596
0.618 1.0563
0.500 1.0553
0.382 1.0543
LOW 1.0510
0.618 1.0457
1.000 1.0424
1.618 1.0371
2.618 1.0285
4.250 1.0145
Fisher Pivots for day following 20-Dec-2024
Pivot 1 day 3 day
R1 1.0582 1.0590
PP 1.0567 1.0584
S1 1.0553 1.0578

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

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