CME Euro FX (E) Future September 2025
| Trading Metrics calculated at close of trading on 24-Mar-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2025 |
24-Mar-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0956 |
1.0926 |
-0.0030 |
-0.3% |
1.0985 |
| High |
1.0965 |
1.0961 |
-0.0004 |
0.0% |
1.1063 |
| Low |
1.0904 |
1.0891 |
-0.0013 |
-0.1% |
1.0904 |
| Close |
1.0926 |
1.0913 |
-0.0014 |
-0.1% |
1.0926 |
| Range |
0.0062 |
0.0071 |
0.0009 |
14.6% |
0.0160 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
576 |
784 |
208 |
36.1% |
3,572 |
|
| Daily Pivots for day following 24-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1133 |
1.1093 |
1.0951 |
|
| R3 |
1.1062 |
1.1023 |
1.0932 |
|
| R2 |
1.0992 |
1.0992 |
1.0925 |
|
| R1 |
1.0952 |
1.0952 |
1.0919 |
1.0937 |
| PP |
1.0921 |
1.0921 |
1.0921 |
1.0914 |
| S1 |
1.0882 |
1.0882 |
1.0906 |
1.0866 |
| S2 |
1.0851 |
1.0851 |
1.0900 |
|
| S3 |
1.0780 |
1.0811 |
1.0893 |
|
| S4 |
1.0710 |
1.0741 |
1.0874 |
|
|
| Weekly Pivots for week ending 21-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1443 |
1.1344 |
1.1014 |
|
| R3 |
1.1283 |
1.1184 |
1.0970 |
|
| R2 |
1.1124 |
1.1124 |
1.0955 |
|
| R1 |
1.1025 |
1.1025 |
1.0941 |
1.0995 |
| PP |
1.0964 |
1.0964 |
1.0964 |
1.0949 |
| S1 |
1.0865 |
1.0865 |
1.0911 |
1.0835 |
| S2 |
1.0805 |
1.0805 |
1.0897 |
|
| S3 |
1.0645 |
1.0706 |
1.0882 |
|
| S4 |
1.0486 |
1.0546 |
1.0838 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1063 |
1.0891 |
0.0173 |
1.6% |
0.0072 |
0.7% |
13% |
False |
True |
793 |
| 10 |
1.1063 |
1.0891 |
0.0173 |
1.6% |
0.0070 |
0.6% |
13% |
False |
True |
825 |
| 20 |
1.1063 |
1.0478 |
0.0585 |
5.4% |
0.0077 |
0.7% |
74% |
False |
False |
551 |
| 40 |
1.1063 |
1.0357 |
0.0706 |
6.5% |
0.0059 |
0.5% |
79% |
False |
False |
319 |
| 60 |
1.1063 |
1.0335 |
0.0728 |
6.7% |
0.0051 |
0.5% |
79% |
False |
False |
238 |
| 80 |
1.1063 |
1.0335 |
0.0728 |
6.7% |
0.0048 |
0.4% |
79% |
False |
False |
200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1261 |
|
2.618 |
1.1146 |
|
1.618 |
1.1075 |
|
1.000 |
1.1032 |
|
0.618 |
1.1005 |
|
HIGH |
1.0961 |
|
0.618 |
1.0934 |
|
0.500 |
1.0926 |
|
0.382 |
1.0917 |
|
LOW |
1.0891 |
|
0.618 |
1.0847 |
|
1.000 |
1.0820 |
|
1.618 |
1.0776 |
|
2.618 |
1.0706 |
|
4.250 |
1.0591 |
|
|
| Fisher Pivots for day following 24-Mar-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0926 |
1.0956 |
| PP |
1.0921 |
1.0942 |
| S1 |
1.0917 |
1.0927 |
|