CME Euro FX (E) Future September 2025
| Trading Metrics calculated at close of trading on 02-Jun-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2025 |
02-Jun-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1455 |
1.1434 |
-0.0021 |
-0.2% |
1.1452 |
| High |
1.1470 |
1.1530 |
0.0060 |
0.5% |
1.1504 |
| Low |
1.1396 |
1.1430 |
0.0034 |
0.3% |
1.1294 |
| Close |
1.1440 |
1.1522 |
0.0082 |
0.7% |
1.1440 |
| Range |
0.0075 |
0.0101 |
0.0026 |
34.9% |
0.0210 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
0.1% |
0.0000 |
| Volume |
3,468 |
23,555 |
20,087 |
579.2% |
28,803 |
|
| Daily Pivots for day following 02-Jun-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1795 |
1.1759 |
1.1577 |
|
| R3 |
1.1695 |
1.1658 |
1.1549 |
|
| R2 |
1.1594 |
1.1594 |
1.1540 |
|
| R1 |
1.1558 |
1.1558 |
1.1531 |
1.1576 |
| PP |
1.1494 |
1.1494 |
1.1494 |
1.1503 |
| S1 |
1.1457 |
1.1457 |
1.1512 |
1.1476 |
| S2 |
1.1393 |
1.1393 |
1.1503 |
|
| S3 |
1.1293 |
1.1357 |
1.1494 |
|
| S4 |
1.1192 |
1.1256 |
1.1466 |
|
|
| Weekly Pivots for week ending 30-May-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2043 |
1.1951 |
1.1556 |
|
| R3 |
1.1833 |
1.1741 |
1.1498 |
|
| R2 |
1.1623 |
1.1623 |
1.1479 |
|
| R1 |
1.1531 |
1.1531 |
1.1459 |
1.1472 |
| PP |
1.1413 |
1.1413 |
1.1413 |
1.1383 |
| S1 |
1.1321 |
1.1321 |
1.1421 |
1.1262 |
| S2 |
1.1203 |
1.1203 |
1.1402 |
|
| S3 |
1.0993 |
1.1111 |
1.1382 |
|
| S4 |
1.0783 |
1.0901 |
1.1325 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1530 |
1.1294 |
0.0236 |
2.0% |
0.0101 |
0.9% |
96% |
True |
False |
10,471 |
| 10 |
1.1530 |
1.1262 |
0.0268 |
2.3% |
0.0092 |
0.8% |
97% |
True |
False |
7,936 |
| 20 |
1.1530 |
1.1159 |
0.0372 |
3.2% |
0.0095 |
0.8% |
98% |
True |
False |
4,338 |
| 40 |
1.1675 |
1.0991 |
0.0684 |
5.9% |
0.0109 |
0.9% |
78% |
False |
False |
3,155 |
| 60 |
1.1675 |
1.0840 |
0.0835 |
7.2% |
0.0100 |
0.9% |
82% |
False |
False |
2,413 |
| 80 |
1.1675 |
1.0433 |
0.1242 |
10.8% |
0.0090 |
0.8% |
88% |
False |
False |
1,842 |
| 100 |
1.1675 |
1.0335 |
0.1340 |
11.6% |
0.0080 |
0.7% |
89% |
False |
False |
1,487 |
| 120 |
1.1675 |
1.0335 |
0.1340 |
11.6% |
0.0072 |
0.6% |
89% |
False |
False |
1,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1957 |
|
2.618 |
1.1793 |
|
1.618 |
1.1693 |
|
1.000 |
1.1631 |
|
0.618 |
1.1592 |
|
HIGH |
1.1530 |
|
0.618 |
1.1492 |
|
0.500 |
1.1480 |
|
0.382 |
1.1468 |
|
LOW |
1.1430 |
|
0.618 |
1.1367 |
|
1.000 |
1.1329 |
|
1.618 |
1.1267 |
|
2.618 |
1.1166 |
|
4.250 |
1.1002 |
|
|
| Fisher Pivots for day following 02-Jun-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1508 |
1.1485 |
| PP |
1.1494 |
1.1449 |
| S1 |
1.1480 |
1.1412 |
|