CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 04-Mar-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2025 |
04-Mar-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0410 |
1.0492 |
0.0083 |
0.8% |
1.0484 |
| High |
1.0512 |
1.0635 |
0.0123 |
1.2% |
1.0540 |
| Low |
1.0396 |
1.0478 |
0.0082 |
0.8% |
1.0367 |
| Close |
1.0481 |
1.0608 |
0.0127 |
1.2% |
1.0375 |
| Range |
0.0116 |
0.0157 |
0.0041 |
35.3% |
0.0173 |
| ATR |
0.0084 |
0.0089 |
0.0005 |
6.3% |
0.0000 |
| Volume |
313,366 |
397,006 |
83,640 |
26.7% |
1,079,644 |
|
| Daily Pivots for day following 04-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1045 |
1.0983 |
1.0694 |
|
| R3 |
1.0888 |
1.0826 |
1.0651 |
|
| R2 |
1.0731 |
1.0731 |
1.0637 |
|
| R1 |
1.0669 |
1.0669 |
1.0622 |
1.0700 |
| PP |
1.0574 |
1.0574 |
1.0574 |
1.0589 |
| S1 |
1.0512 |
1.0512 |
1.0594 |
1.0543 |
| S2 |
1.0417 |
1.0417 |
1.0579 |
|
| S3 |
1.0260 |
1.0355 |
1.0565 |
|
| S4 |
1.0103 |
1.0198 |
1.0522 |
|
|
| Weekly Pivots for week ending 28-Feb-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0945 |
1.0832 |
1.0470 |
|
| R3 |
1.0772 |
1.0660 |
1.0422 |
|
| R2 |
1.0600 |
1.0600 |
1.0407 |
|
| R1 |
1.0487 |
1.0487 |
1.0391 |
1.0457 |
| PP |
1.0427 |
1.0427 |
1.0427 |
1.0412 |
| S1 |
1.0315 |
1.0315 |
1.0359 |
1.0285 |
| S2 |
1.0255 |
1.0255 |
1.0343 |
|
| S3 |
1.0082 |
1.0142 |
1.0328 |
|
| S4 |
0.9910 |
0.9970 |
1.0280 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0635 |
1.0367 |
0.0268 |
2.5% |
0.0098 |
0.9% |
90% |
True |
False |
282,505 |
| 10 |
1.0635 |
1.0367 |
0.0268 |
2.5% |
0.0083 |
0.8% |
90% |
True |
False |
229,437 |
| 20 |
1.0635 |
1.0292 |
0.0343 |
3.2% |
0.0084 |
0.8% |
92% |
True |
False |
224,282 |
| 40 |
1.0635 |
1.0205 |
0.0431 |
4.1% |
0.0086 |
0.8% |
94% |
True |
False |
228,804 |
| 60 |
1.0678 |
1.0205 |
0.0473 |
4.5% |
0.0082 |
0.8% |
85% |
False |
False |
211,508 |
| 80 |
1.1000 |
1.0205 |
0.0796 |
7.5% |
0.0087 |
0.8% |
51% |
False |
False |
160,383 |
| 100 |
1.1051 |
1.0205 |
0.0847 |
8.0% |
0.0079 |
0.7% |
48% |
False |
False |
128,519 |
| 120 |
1.1282 |
1.0205 |
0.1078 |
10.2% |
0.0075 |
0.7% |
37% |
False |
False |
107,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1302 |
|
2.618 |
1.1046 |
|
1.618 |
1.0889 |
|
1.000 |
1.0792 |
|
0.618 |
1.0732 |
|
HIGH |
1.0635 |
|
0.618 |
1.0575 |
|
0.500 |
1.0557 |
|
0.382 |
1.0538 |
|
LOW |
1.0478 |
|
0.618 |
1.0381 |
|
1.000 |
1.0321 |
|
1.618 |
1.0224 |
|
2.618 |
1.0067 |
|
4.250 |
0.9811 |
|
|
| Fisher Pivots for day following 04-Mar-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0591 |
1.0572 |
| PP |
1.0574 |
1.0537 |
| S1 |
1.0557 |
1.0501 |
|