CME Euro FX (E) Future September 2025
| Trading Metrics calculated at close of trading on 12-Jun-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2025 |
12-Jun-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1499 |
1.1560 |
0.0062 |
0.5% |
1.1434 |
| High |
1.1575 |
1.1704 |
0.0129 |
1.1% |
1.1572 |
| Low |
1.1478 |
1.1560 |
0.0082 |
0.7% |
1.1430 |
| Close |
1.1561 |
1.1651 |
0.0090 |
0.8% |
1.1473 |
| Range |
0.0097 |
0.0144 |
0.0047 |
48.5% |
0.0142 |
| ATR |
0.0092 |
0.0096 |
0.0004 |
4.0% |
0.0000 |
| Volume |
447,570 |
327,038 |
-120,532 |
-26.9% |
143,745 |
|
| Daily Pivots for day following 12-Jun-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2070 |
1.2005 |
1.1730 |
|
| R3 |
1.1926 |
1.1861 |
1.1691 |
|
| R2 |
1.1782 |
1.1782 |
1.1677 |
|
| R1 |
1.1717 |
1.1717 |
1.1664 |
1.1750 |
| PP |
1.1638 |
1.1638 |
1.1638 |
1.1655 |
| S1 |
1.1573 |
1.1573 |
1.1638 |
1.1606 |
| S2 |
1.1494 |
1.1494 |
1.1625 |
|
| S3 |
1.1350 |
1.1429 |
1.1611 |
|
| S4 |
1.1206 |
1.1285 |
1.1572 |
|
|
| Weekly Pivots for week ending 06-Jun-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1917 |
1.1837 |
1.1551 |
|
| R3 |
1.1775 |
1.1695 |
1.1512 |
|
| R2 |
1.1633 |
1.1633 |
1.1499 |
|
| R1 |
1.1553 |
1.1553 |
1.1486 |
1.1593 |
| PP |
1.1491 |
1.1491 |
1.1491 |
1.1511 |
| S1 |
1.1411 |
1.1411 |
1.1460 |
1.1451 |
| S2 |
1.1349 |
1.1349 |
1.1447 |
|
| S3 |
1.1207 |
1.1269 |
1.1434 |
|
| S4 |
1.1065 |
1.1127 |
1.1395 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1704 |
1.1447 |
0.0257 |
2.2% |
0.0091 |
0.8% |
79% |
True |
False |
228,137 |
| 10 |
1.1704 |
1.1396 |
0.0309 |
2.6% |
0.0089 |
0.8% |
83% |
True |
False |
123,460 |
| 20 |
1.1704 |
1.1221 |
0.0484 |
4.1% |
0.0088 |
0.8% |
89% |
True |
False |
64,454 |
| 40 |
1.1704 |
1.1159 |
0.0546 |
4.7% |
0.0093 |
0.8% |
90% |
True |
False |
32,915 |
| 60 |
1.1704 |
1.0840 |
0.0864 |
7.4% |
0.0103 |
0.9% |
94% |
True |
False |
22,438 |
| 80 |
1.1704 |
1.0478 |
0.1226 |
10.5% |
0.0095 |
0.8% |
96% |
True |
False |
16,931 |
| 100 |
1.1704 |
1.0357 |
0.1347 |
11.6% |
0.0084 |
0.7% |
96% |
True |
False |
13,557 |
| 120 |
1.1704 |
1.0335 |
0.1369 |
11.8% |
0.0076 |
0.6% |
96% |
True |
False |
11,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2316 |
|
2.618 |
1.2081 |
|
1.618 |
1.1937 |
|
1.000 |
1.1848 |
|
0.618 |
1.1793 |
|
HIGH |
1.1704 |
|
0.618 |
1.1649 |
|
0.500 |
1.1632 |
|
0.382 |
1.1615 |
|
LOW |
1.1560 |
|
0.618 |
1.1471 |
|
1.000 |
1.1416 |
|
1.618 |
1.1327 |
|
2.618 |
1.1183 |
|
4.250 |
1.0948 |
|
|
| Fisher Pivots for day following 12-Jun-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1645 |
1.1626 |
| PP |
1.1638 |
1.1601 |
| S1 |
1.1632 |
1.1576 |
|