CME Euro FX (E) Future September 2025
| Trading Metrics calculated at close of trading on 27-May-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2025 |
27-May-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1367 |
1.1452 |
0.0086 |
0.8% |
1.1269 |
| High |
1.1463 |
1.1504 |
0.0042 |
0.4% |
1.1463 |
| Low |
1.1367 |
1.1409 |
0.0042 |
0.4% |
1.1262 |
| Close |
1.1447 |
1.1423 |
-0.0024 |
-0.2% |
1.1447 |
| Range |
0.0096 |
0.0096 |
-0.0001 |
-0.5% |
0.0201 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
10,846 |
8,299 |
-2,547 |
-23.5% |
27,004 |
|
| Daily Pivots for day following 27-May-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1732 |
1.1673 |
1.1476 |
|
| R3 |
1.1636 |
1.1577 |
1.1449 |
|
| R2 |
1.1541 |
1.1541 |
1.1441 |
|
| R1 |
1.1482 |
1.1482 |
1.1432 |
1.1464 |
| PP |
1.1445 |
1.1445 |
1.1445 |
1.1436 |
| S1 |
1.1386 |
1.1386 |
1.1414 |
1.1368 |
| S2 |
1.1350 |
1.1350 |
1.1405 |
|
| S3 |
1.1254 |
1.1291 |
1.1397 |
|
| S4 |
1.1159 |
1.1195 |
1.1370 |
|
|
| Weekly Pivots for week ending 23-May-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1992 |
1.1920 |
1.1557 |
|
| R3 |
1.1792 |
1.1720 |
1.1502 |
|
| R2 |
1.1591 |
1.1591 |
1.1484 |
|
| R1 |
1.1519 |
1.1519 |
1.1465 |
1.1555 |
| PP |
1.1391 |
1.1391 |
1.1391 |
1.1409 |
| S1 |
1.1319 |
1.1319 |
1.1429 |
1.1355 |
| S2 |
1.1190 |
1.1190 |
1.1410 |
|
| S3 |
1.0990 |
1.1118 |
1.1392 |
|
| S4 |
1.0789 |
1.0918 |
1.1337 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1504 |
1.1314 |
0.0190 |
1.7% |
0.0082 |
0.7% |
57% |
True |
False |
5,946 |
| 10 |
1.1504 |
1.1184 |
0.0320 |
2.8% |
0.0085 |
0.7% |
75% |
True |
False |
3,896 |
| 20 |
1.1520 |
1.1159 |
0.0362 |
3.2% |
0.0089 |
0.8% |
73% |
False |
False |
2,439 |
| 40 |
1.1675 |
1.0888 |
0.0788 |
6.9% |
0.0112 |
1.0% |
68% |
False |
False |
2,228 |
| 60 |
1.1675 |
1.0525 |
0.1150 |
10.1% |
0.0101 |
0.9% |
78% |
False |
False |
1,702 |
| 80 |
1.1675 |
1.0357 |
0.1318 |
11.5% |
0.0088 |
0.8% |
81% |
False |
False |
1,298 |
| 100 |
1.1675 |
1.0335 |
0.1340 |
11.7% |
0.0078 |
0.7% |
81% |
False |
False |
1,054 |
| 120 |
1.1675 |
1.0335 |
0.1340 |
11.7% |
0.0070 |
0.6% |
81% |
False |
False |
885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1910 |
|
2.618 |
1.1754 |
|
1.618 |
1.1659 |
|
1.000 |
1.1600 |
|
0.618 |
1.1563 |
|
HIGH |
1.1504 |
|
0.618 |
1.1468 |
|
0.500 |
1.1456 |
|
0.382 |
1.1445 |
|
LOW |
1.1409 |
|
0.618 |
1.1349 |
|
1.000 |
1.1313 |
|
1.618 |
1.1254 |
|
2.618 |
1.1158 |
|
4.250 |
1.1003 |
|
|
| Fisher Pivots for day following 27-May-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1456 |
1.1424 |
| PP |
1.1445 |
1.1424 |
| S1 |
1.1434 |
1.1423 |
|