CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 12-Mar-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2025 |
12-Mar-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0893 |
1.0972 |
0.0079 |
0.7% |
1.0461 |
| High |
1.1005 |
1.0989 |
-0.0016 |
-0.1% |
1.0947 |
| Low |
1.0891 |
1.0933 |
0.0042 |
0.4% |
1.0449 |
| Close |
1.0989 |
1.0942 |
-0.0048 |
-0.4% |
1.0901 |
| Range |
0.0115 |
0.0057 |
-0.0058 |
-50.7% |
0.0498 |
| ATR |
0.0094 |
0.0091 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
267,277 |
383,338 |
116,061 |
43.4% |
203,051 |
|
| Daily Pivots for day following 12-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1124 |
1.1089 |
1.0973 |
|
| R3 |
1.1067 |
1.1033 |
1.0957 |
|
| R2 |
1.1011 |
1.1011 |
1.0952 |
|
| R1 |
1.0976 |
1.0976 |
1.0947 |
1.0965 |
| PP |
1.0954 |
1.0954 |
1.0954 |
1.0949 |
| S1 |
1.0920 |
1.0920 |
1.0936 |
1.0909 |
| S2 |
1.0898 |
1.0898 |
1.0931 |
|
| S3 |
1.0841 |
1.0863 |
1.0926 |
|
| S4 |
1.0785 |
1.0807 |
1.0910 |
|
|
| Weekly Pivots for week ending 07-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2258 |
1.2077 |
1.1174 |
|
| R3 |
1.1760 |
1.1579 |
1.1037 |
|
| R2 |
1.1263 |
1.1263 |
1.0992 |
|
| R1 |
1.1082 |
1.1082 |
1.0946 |
1.1172 |
| PP |
1.0765 |
1.0765 |
1.0765 |
1.0811 |
| S1 |
1.0584 |
1.0584 |
1.0855 |
1.0675 |
| S2 |
1.0268 |
1.0268 |
1.0809 |
|
| S3 |
0.9770 |
1.0087 |
1.0764 |
|
| S4 |
0.9273 |
0.9589 |
1.0627 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1005 |
1.0824 |
0.0181 |
1.7% |
0.0087 |
0.8% |
65% |
False |
False |
168,800 |
| 10 |
1.1005 |
1.0420 |
0.0585 |
5.3% |
0.0106 |
1.0% |
89% |
False |
False |
95,664 |
| 20 |
1.1005 |
1.0384 |
0.0621 |
5.7% |
0.0089 |
0.8% |
90% |
False |
False |
50,961 |
| 40 |
1.1005 |
1.0286 |
0.0719 |
6.6% |
0.0085 |
0.8% |
91% |
False |
False |
26,373 |
| 60 |
1.1005 |
1.0256 |
0.0750 |
6.9% |
0.0081 |
0.7% |
92% |
False |
False |
17,870 |
| 80 |
1.1005 |
1.0256 |
0.0750 |
6.9% |
0.0075 |
0.7% |
92% |
False |
False |
13,435 |
| 100 |
1.1050 |
1.0256 |
0.0795 |
7.3% |
0.0068 |
0.6% |
86% |
False |
False |
10,754 |
| 120 |
1.1308 |
1.0256 |
0.1053 |
9.6% |
0.0061 |
0.6% |
65% |
False |
False |
8,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1229 |
|
2.618 |
1.1137 |
|
1.618 |
1.1080 |
|
1.000 |
1.1046 |
|
0.618 |
1.1024 |
|
HIGH |
1.0989 |
|
0.618 |
1.0967 |
|
0.500 |
1.0961 |
|
0.382 |
1.0954 |
|
LOW |
1.0933 |
|
0.618 |
1.0898 |
|
1.000 |
1.0876 |
|
1.618 |
1.0841 |
|
2.618 |
1.0785 |
|
4.250 |
1.0692 |
|
|
| Fisher Pivots for day following 12-Mar-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0961 |
1.0939 |
| PP |
1.0954 |
1.0937 |
| S1 |
1.0948 |
1.0934 |
|