CME Euro FX (E) Future September 2025
| Trading Metrics calculated at close of trading on 27-Mar-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2025 |
27-Mar-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0900 |
1.0841 |
-0.0059 |
-0.5% |
1.0985 |
| High |
1.0907 |
1.0915 |
0.0008 |
0.1% |
1.1063 |
| Low |
1.0851 |
1.0840 |
-0.0011 |
-0.1% |
1.0904 |
| Close |
1.0861 |
1.0897 |
0.0036 |
0.3% |
1.0926 |
| Range |
0.0056 |
0.0075 |
0.0019 |
33.9% |
0.0160 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
0.4% |
0.0000 |
| Volume |
422 |
517 |
95 |
22.5% |
3,572 |
|
| Daily Pivots for day following 27-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1109 |
1.1078 |
1.0938 |
|
| R3 |
1.1034 |
1.1003 |
1.0917 |
|
| R2 |
1.0959 |
1.0959 |
1.0910 |
|
| R1 |
1.0928 |
1.0928 |
1.0903 |
1.0943 |
| PP |
1.0884 |
1.0884 |
1.0884 |
1.0892 |
| S1 |
1.0853 |
1.0853 |
1.0890 |
1.0868 |
| S2 |
1.0809 |
1.0809 |
1.0883 |
|
| S3 |
1.0734 |
1.0778 |
1.0876 |
|
| S4 |
1.0659 |
1.0703 |
1.0855 |
|
|
| 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 |
1.0965 |
1.0840 |
0.0125 |
1.1% |
0.0062 |
0.6% |
45% |
False |
True |
558 |
| 10 |
1.1063 |
1.0840 |
0.0223 |
2.0% |
0.0067 |
0.6% |
25% |
False |
True |
602 |
| 20 |
1.1063 |
1.0478 |
0.0585 |
5.4% |
0.0078 |
0.7% |
72% |
False |
False |
619 |
| 40 |
1.1063 |
1.0357 |
0.0706 |
6.5% |
0.0062 |
0.6% |
76% |
False |
False |
352 |
| 60 |
1.1063 |
1.0335 |
0.0728 |
6.7% |
0.0054 |
0.5% |
77% |
False |
False |
261 |
| 80 |
1.1063 |
1.0335 |
0.0728 |
6.7% |
0.0048 |
0.4% |
77% |
False |
False |
207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1234 |
|
2.618 |
1.1111 |
|
1.618 |
1.1036 |
|
1.000 |
1.0990 |
|
0.618 |
1.0961 |
|
HIGH |
1.0915 |
|
0.618 |
1.0886 |
|
0.500 |
1.0878 |
|
0.382 |
1.0869 |
|
LOW |
1.0840 |
|
0.618 |
1.0794 |
|
1.000 |
1.0765 |
|
1.618 |
1.0719 |
|
2.618 |
1.0644 |
|
4.250 |
1.0521 |
|
|
| Fisher Pivots for day following 27-Mar-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0890 |
1.0894 |
| PP |
1.0884 |
1.0891 |
| S1 |
1.0878 |
1.0888 |
|