instrument report · Currencies

Euro FX 6E

Historical statistics for Euro FX over 16,122 observations, from 2010-06-07 to 2026-10-23. Every table shows its sample size (n) next to the percentage.

What sets this instrument apart

An upside gap between one day's close and the next day's open fills in 6E between 86.8% of the time on a Monday (n = 342) and 98.1% on a Wednesday (n = 313). The gap between Wednesday and Monday exceeds noise (two-proportion test, Holm-corrected over the 10 pairs of days), but in a contract trading nearly 24 hours that gap is small, which is why it closes so often: it is not a tradable edge.

Tables

Historical frequencies, not forecasts: each row's sample size sits on the right.

After an inside day, does it break the prior range?

Swipe to see the sample →

Day	Breaks	Stays inside	Sessions
Monday	75.5%	24.5%	759
Tuesday	90.0%	10.0%	837
Wednesday	88.2%	11.8%	837
Thursday	88.3%	11.7%	824
Friday	86.2%	13.8%	761

n = 4,018 · 2010-06-07 to 2026-10-23 · historical futures data

Inside day = its high and low fit within the prior day's range. Breaking out is the norm; what informs is how far this instrument sits from that norm.

How close the day's range is to its average

Swipe to see the sample →

Kind of day	Frequency	Days
Compressed (under 70% of the average range)	22.5%	947
Normal (70-130%)	58.0%	2,441
Expanded (over 130%)	19.4%	817

n = 4,205 · 2010-06-25 to 2026-10-23 · historical futures data

Compares each session's range with the instrument's own recent average range.

Sessions with a range above the average of the prior 20

Swipe to see the sample →

Day	Range above its average	Sessions
Monday	29.7%	835
Tuesday	37.8%	846
Wednesday	44.2%	843
Thursday	48.9%	842
Friday	47.1%	833

n = 4,199 · 2010-07-05 to 2026-10-23 · historical futures data

Share of sessions whose range (high minus low) exceeds the average range of the 20 sessions before it. Measures size, not direction.

Monthly snapshot of October 24, 2026.

In the platform

These tables, with every row and refreshed every night, are inside Perfiltrade.

Gap fill between calendar daysn = 3,700

See plans

How to cite this data

The tables on this page are our own work, built from historical futures data. You may reproduce them, translate them or build on them, including commercially, as long as you credit the source and link back to the original page. If you use them, tell us: we like knowing what they get used for.

Licence: CC BY 4.0

Suggested citation:

Perfiltrade (October 24, 2026). Euro FX (6E): how much it moves, with its sample. https://www.perfiltrade.com/en/instruments/6e

The weekly report, every Sunday

One email a week: what moved the macro picture, next week's calendar, rates and COT positioning, and the new study with its sample size. No signals; unsubscribe in one click.

To understand these numbers

These guides explain how each concept is calculated and how to read it without fooling yourself.

Other instruments in the family

See all instruments →Methodology and data sources →

Follow 6E for free, with no end date

On Free, with no end date: the sentence of the day for one market of your choice, 3 alerts by Telegram or webhook and the risk calculator. Trader opens the full tables of all 30 markets.

see plans See the features →

Historical frequencies describe what happened; they do not guarantee what will happen and are not investment advice.