Chicago Mercantile Exchange® (CME®)
Euro FX Historical Data
Specially Priced Data Packages
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CME Data | Currency Data | Interest Rate Data

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CME Euro FX Jumbo Historical Data Special
Includes all Futures and Front Month data listed below. $30.00

CME March Euro FX Futures
Includes the following contracts: 1999-2008 (9 contracts total) $10.00

CME June Euro FX Futures
Includes the following contracts: 1999-2008 (9 contracts total) $10.00

CME September Euro FX Futures
Includes the following contracts: 1999-2008 (9 contracts total) $10.00

CME December Euro FX Futures
Includes the following contracts: 1999-2008 (9 contracts total) $10.00

CME Euro FX Futures Data Special
Includes all Futures Contracts listed above $20.00

CME Euro FX Front Month Data, Roll On Expiration
1999-2007 What Is Front Month Data?
$10.00

CME Euro FX Front Month Data, Roll On Volume
1999-2007 What Is Front Month Data? $10.00

Data Example:
Feel free to copy the data below for testing.
Vol = Volume for that individual contract
OI = Open Interest on that individual contract
Total Vol = Volume for all Contracts traded in that commodity
Total OI = Open Interest for all Contracts traded in that commodity

Chicago Mercantile Exchange (CME)
Euro FX Historical Data
March 2005 Contract - Daily

Date, Contract, Open, High, Low, Close, Vol, OI, Total Vol, Total OI
20050103, 200503, 1.3523, 1.3526, 1.3447, 1.3490, 13734, 146886, 13990, 149738
20050104, 200503, 1.3378, 1.3405, 1.3258, 1.3281, 21898, 138282, 22007, 141191
20050105, 200503, 1.3227, 1.3313, 1.3224, 1.3274, 12402, 132828, 12506, 135698
20050106, 200503, 1.3182, 1.3226, 1.3164, 1.3178, 9803, 136641, 9837, 139459
20050107, 200503, 1.3194, 1.3252, 1.3032, 1.3062, 21476, 139081, 21658, 141853
20050110, 200503, 1.3106, 1.3131, 1.3080, 1.3098, 7240, 140895, 7344, 143660
20050111, 200503, 1.3158, 1.3178, 1.3126, 1.3128, 14687, 140951, 14843, 143785
20050112, 200503, 1.3142, 1.3303, 1.3130, 1.3275, 10687, 151908, 10782, 154776
20050113, 200503, 1.3241, 1.3258, 1.3202, 1.3210, 6613, 129366, 6636, 132178
20050114, 200503, 1.3102, 1.3147, 1.3085, 1.3103, 7928, 125966, 7972, 128776
20050118, 200503, 1.3069, 1.3085, 1.3010, 1.3040, 9527, 128775, 9682, 131661
20050119, 200503, 1.3088, 1.3128, 1.2970, 1.3003, 10269, 130516, 10361, 133480
20050120, 200503, 1.2949, 1.2990, 1.2944, 1.2964, 7235, 127987, 7350, 130949
20050121, 200503, 1.2969, 1.3075, 1.2965, 1.3060, 8122, 126052, 8525, 129262
20050124, 200503, 1.3074, 1.3108, 1.3034, 1.3066, 4034, 123248, 4122, 126460
20050125, 200503, 1.3038, 1.3052, 1.2953, 1.2973, 8904, 127978, 8963, 131203
20050126, 200503, 1.3014, 1.3117, 1.3014, 1.3078, 8278, 128598, 8590, 131783
20050127, 200503, 1.3040, 1.3067, 1.3018, 1.3044, 6505, 132274, 6676, 135454
20050128, 200503, 1.3044, 1.3088, 1.2994, 1.3048, 7570, 128589, 7788, 131790
20050131, 200503, 1.3039, 1.3065, 1.3020, 1.3035, 9964, 118626, 10163, 121813

CME and Chicago Mercantile Exchange are registered trademarks of the CME

Data Notes

All data is in Daily format, day sessions unless otherwise noted. Prices shown are in US dollars.

All data includes at least the Open, High, Low, Close, Volume, Open Interest, Total Volume, Total Open Interest for each trading day unless otherwise noted.

All Futures Contract data goes from the first day of trading to last.

Data is updated through the end of the previous trading week unless otherwise noted.

Excel Instructions (How to open these files in Excel)

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Exchange Contract Specifications

Contract Size: 125,000 Euro.

Tick Size: 1 point = $.0001 per Euro = $12.50 per contract.

Price Quote: US Dollars per point.

Active Contract Months: Mar, Jun, Sep, Dec.

Last Trading Day: The second business day before third Wednesday.

Trading Hours: Mon/Thurs 5:00 p.m.-4:00 p.m. Sun & Hol 5:00 p.m.-4:00 p.m.

Daily Price Limit: No limits.

Commodity Historical Data, Historical Currency Data, Commodity Historic Data, S&P 500 Index Historical Data, W. D. Gann Data, Historical Futures Data, Chicago Commodity Prices, Historical Commodity Price Data, Historical Currency Rates, Daily Commodity Futures Prices

CME® EURO FX HISTORICAL DATA

Commodity Futures Historical Data

Chicago Mercantile Exchange® (CME®) Euro FX Historical Data Specially Priced Data Packages (Scroll Down For Data Example)

CME® EURO FX
HISTORICAL DATA

Chicago Mercantile Exchange® (CME®)
Euro FX Historical Data
Specially Priced Data Packages
(Scroll Down For Data Example)