CME FX Futures Statistics: 6E, 6J, 6B, 6A
Updated September 20, 2026
What CME FX futures are
An FX future is a standardized contract to exchange a fixed amount of one currency for dollars on a future date. The four most followed are the euro (6E), the yen (6J), the pound (6B) and the Australian dollar (6A).
Contract size is set by the exchange. The 6E covers 125,000 euros, with a minimum tick of 0.00005 worth $6.25. The 6B covers 62,500 pounds, with a 0.0001 tick and the same $6.25. The 6J covers 12,500,000 yen, with a 0.0000005 tick and again $6.25. The 6A covers 100,000 Australian dollars, with a 0.0001 tick and $10.00.
There is a one-line check: tick value equals contract size times tick size. These are the exchange's public contract specs, verified against its official product pages.
What changes versus spot forex
Against the spot market the underlying does not change, since it is the same exchange rate. The infrastructure does. In the future, size, tick and expiry are identical for everyone. In spot, each trade is agreed with a counterparty that sets the terms.
The second difference is the clearing house: it stands between buyer and seller, and both post margin with it under published rules. Credit risk against a specific counterparty becomes risk against the clearing house.
The third is hours and calendar: exchange-defined sessions, daily settlement, and expiries on fixed dates that force a roll into the next contract. Spot does not expire that way. These are design differences; no volume or cost comparison is made here, because this series measures neither.
Breaking the previous day's range
The first table answers a simple question: when price clears yesterday's high or loses yesterday's low, which way does the day close? It gathers 16,191 breaks across the four contracts, from 2010-06-07 to 2026-09-16.
The 6E closes green 70.1% of the times it breaks yesterday's high and red 71.6% of the times it loses the low, across 4,061 breaks. The 6J: 70.3% and 72.0% across 3,981. The 6B: 70.6% and 72.6% across 4,081. The 6A: 69.8% and 68.8% across 4,068.
That green or red is the close against the same day's open, not against the level that broke. A day breaking both extremes counts in both columns, so the figures do not add up to 100.
Divisas: romper el rango de ayer y el color del cierre
6E, 6J, 6B, 6A
| Contrato | Rompe el maximo y cierra en verde | Rompe el minimo y cierra en rojo | Roturas |
|---|---|---|---|
| 6E | 70.1% | 71.6% | 4,061 |
| 6J | 70.3% | 72.0% | 3,981 |
| 6B | 70.6% | 72.6% | 4,081 |
| 6A | 69.8% | 68.8% | 4,068 |
n = 16,191 · 2010-06-07 to 2026-09-16 · exchange data
Futuros de divisas de CME cotizados contra el dolar. Color de la sesion = cierre frente a apertura del mismo dia; un dia que rompe los dos lados cuenta en las dos columnas.
The four contracts behave alike
What stands out is not any single figure but how little they separate. On the upside all four sit between the 6A's 69.8% and the 6B's 70.6%: eight tenths of a point. On the downside the spread reaches 3.8 points, from 68.8% to 72.6%.
Compare that with the index contracts under an equivalent measurement: in gap fill by instrument, an upside gap fills 40.9% of the time on NKD and 62.2% on RTY, 21.3 points apart. There the contract you pick changes the answer; here, barely.
What rules is the type of day, not the pair. Four currencies with different central banks, time zones and calendars give almost the same number; hunting for the contract that breaks best is hunting for a difference these tables do not find.
When the day opens inside yesterday's range
The second table starts from sessions that open inside the previous day's range and asks whether price leaves that band at any point. Sessions that open already outside are excluded: that is an opening gap.
Leaving is the norm. The 6E breaks out in 85.1% of those sessions and stays fully inside in 14.9%, across 4,068 days. The 6A: 84.9% and 15.1% across 4,046. The 6B: 84.3% and 15.7% across 4,107. The 6J breaks out least: 83.0% and 17.0%, across 4,034.
A day that stays inside is an inside day: its high and low fit within the prior range. Again there is little dispersion, 2.1 points between the contract that breaks out most and the one that breaks out least. Knowing the break is usual says nothing about which way, when, or how far.
Divisas: tras un dia interior, ¿rompe el rango anterior?
6E, 6J, 6B, 6A
| Contrato | Rompe | Se queda dentro | Sesiones |
|---|---|---|---|
| 6E | 85.1% | 14.9% | 4,068 |
| 6J | 83.0% | 17.0% | 4,034 |
| 6B | 84.3% | 15.7% | 4,107 |
| 6A | 84.9% | 15.1% | 4,046 |
n = 16,255 · 2010-06-07 to 2026-09-16 · exchange data
Dia interior = su maximo y su minimo caben dentro del rango del dia previo. Romperlo es lo normal; lo informativo es cuanto se desvia cada contrato de esa norma.
Why these two measurements, and what they do not prove
They were chosen because neither depends on a regular-session clock. In FX, activity is split between Asia, London and New York, so a measurement tied to the U.S. window would describe only one slice of the day.
Neither shows those breaks are tradable. The first measures the closing color once the break has happened, over the whole day: it does not say at what price you would have entered, or how far price pulled back first. The second measures whether a break occurred, not whether it held.
The data has limits. The continuous series chains the most traded contract of each day, so on roll days the jump between expiries can look like movement. The day is defined by UTC calendar date. And no percentage here nets out spread, commissions or slippage.
To close
In short: breaking yesterday's range comes with a same-direction close around 70% of the time, opening inside that range ends in a break on more than four of every five sessions, and the four contracts do almost the same thing.
The use is calibration: telling the usual from the exceptional when you look at a chart. Choosing between 6E, 6J, 6B and 6A on these two measurements makes little sense; what does separate them is contract size and tick value.
This text is informational and educational material about reading historical data. It is not personalized investment advice, nor a recommendation to buy or sell. Trading futures involves risk of loss.
Frequently asked questions
- How big is the 6E contract and what is a tick worth?
- The euro future (6E) covers 125,000 euros, and its minimum tick of 0.00005 is worth $6.25. The 6B, over 62,500 pounds, carries that same tick; the 6A, over 100,000 Australian dollars, is worth $10.00 per tick.
- How do FX futures differ from spot forex?
- In the infrastructure, not the underlying. The future has exchange-set size and tick, a clearing house between the parties, daily settlement, and expiries that force a roll. Spot is agreed with each counterparty and does not expire.
- How often does a session that opens inside yesterday's range leave it?
- In this series, between the 6J's 83.0% and the 6E's 85.1%, with the 6B at 84.3% and the 6A at 84.9%. Staying inside all day is the minority case: from 14.9% to 17.0% depending on the contract.
- Can a previous-day range break be used as an entry signal?
- These tables do not support that. They measure the closing color once the break has happened, over the whole day and without netting out costs, so they describe a historical frequency, not an entry or an exit.
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