CME Euro FX (E) Future September 2025


Trading Metrics calculated at close of trading on 23-Dec-2024
Day Change Summary
Previous Current
20-Dec-2024 23-Dec-2024 Change Change % Previous Week
Open 1.0510 1.0546 0.0036 0.3% 1.0684
High 1.0596 1.0563 -0.0033 -0.3% 1.0684
Low 1.0510 1.0545 0.0035 0.3% 1.0510
Close 1.0596 1.0563 -0.0033 -0.3% 1.0596
Range 0.0086 0.0018 -0.0068 -79.1% 0.0174
ATR 0.0053 0.0052 0.0000 -0.2% 0.0000
Volume 3 2 -1 -33.3% 307
Daily Pivots for day following 23-Dec-2024
Classic Woodie Camarilla DeMark
R4 1.0611 1.0605 1.0573
R3 1.0593 1.0587 1.0568
R2 1.0575 1.0575 1.0566
R1 1.0569 1.0569 1.0565 1.0572
PP 1.0557 1.0557 1.0557 1.0559
S1 1.0551 1.0551 1.0561 1.0554
S2 1.0539 1.0539 1.0560
S3 1.0521 1.0533 1.0558
S4 1.0503 1.0515 1.0553
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 1.0655 1.0510 0.0145 1.4% 0.0055 0.5% 37% False False 58
10 1.0685 1.0510 0.0175 1.7% 0.0037 0.3% 30% False False 64
20 1.0770 1.0510 0.0260 2.5% 0.0040 0.4% 20% False False 93
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
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 1.0640
2.618 1.0610
1.618 1.0592
1.000 1.0581
0.618 1.0574
HIGH 1.0563
0.618 1.0556
0.500 1.0554
0.382 1.0552
LOW 1.0545
0.618 1.0534
1.000 1.0527
1.618 1.0516
2.618 1.0498
4.250 1.0469
Fisher Pivots for day following 23-Dec-2024
Pivot 1 day 3 day
R1 1.0560 1.0560
PP 1.0557 1.0556
S1 1.0554 1.0553

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

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