CME Euro FX (E) Future September 2025
| Trading Metrics calculated at close of trading on 27-Jun-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2025 |
27-Jun-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1719 |
1.1761 |
0.0042 |
0.4% |
1.1543 |
| High |
1.1808 |
1.1816 |
0.0008 |
0.1% |
1.1816 |
| Low |
1.1717 |
1.1742 |
0.0025 |
0.2% |
1.1519 |
| Close |
1.1782 |
1.1761 |
-0.0022 |
-0.2% |
1.1761 |
| Range |
0.0091 |
0.0074 |
-0.0017 |
-18.2% |
0.0297 |
| ATR |
0.0095 |
0.0093 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
215,393 |
170,551 |
-44,842 |
-20.8% |
918,382 |
|
| Daily Pivots for day following 27-Jun-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1995 |
1.1952 |
1.1801 |
|
| R3 |
1.1921 |
1.1878 |
1.1781 |
|
| R2 |
1.1847 |
1.1847 |
1.1774 |
|
| R1 |
1.1804 |
1.1804 |
1.1767 |
1.1788 |
| PP |
1.1773 |
1.1773 |
1.1773 |
1.1765 |
| S1 |
1.1730 |
1.1730 |
1.1754 |
1.1714 |
| S2 |
1.1699 |
1.1699 |
1.1747 |
|
| S3 |
1.1625 |
1.1656 |
1.1740 |
|
| S4 |
1.1551 |
1.1582 |
1.1720 |
|
|
| Weekly Pivots for week ending 27-Jun-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2589 |
1.2472 |
1.1924 |
|
| R3 |
1.2292 |
1.2175 |
1.1842 |
|
| R2 |
1.1995 |
1.1995 |
1.1815 |
|
| R1 |
1.1878 |
1.1878 |
1.1788 |
1.1937 |
| PP |
1.1698 |
1.1698 |
1.1698 |
1.1728 |
| S1 |
1.1581 |
1.1581 |
1.1733 |
1.1640 |
| S2 |
1.1401 |
1.1401 |
1.1706 |
|
| S3 |
1.1104 |
1.1284 |
1.1679 |
|
| S4 |
1.0807 |
1.0987 |
1.1597 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1816 |
1.1519 |
0.0297 |
2.5% |
0.0088 |
0.7% |
81% |
True |
False |
183,676 |
| 10 |
1.1816 |
1.1512 |
0.0304 |
2.6% |
0.0093 |
0.8% |
82% |
True |
False |
200,000 |
| 20 |
1.1816 |
1.1396 |
0.0420 |
3.6% |
0.0091 |
0.8% |
87% |
True |
False |
161,730 |
| 40 |
1.1816 |
1.1159 |
0.0657 |
5.6% |
0.0093 |
0.8% |
92% |
True |
False |
82,413 |
| 60 |
1.1816 |
1.0890 |
0.0926 |
7.9% |
0.0107 |
0.9% |
94% |
True |
False |
55,614 |
| 80 |
1.1816 |
1.0718 |
0.1098 |
9.3% |
0.0099 |
0.8% |
95% |
True |
False |
41,917 |
| 100 |
1.1816 |
1.0409 |
0.1407 |
12.0% |
0.0090 |
0.8% |
96% |
True |
False |
33,553 |
| 120 |
1.1816 |
1.0335 |
0.1481 |
12.6% |
0.0081 |
0.7% |
96% |
True |
False |
27,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2130 |
|
2.618 |
1.2009 |
|
1.618 |
1.1935 |
|
1.000 |
1.1890 |
|
0.618 |
1.1861 |
|
HIGH |
1.1816 |
|
0.618 |
1.1787 |
|
0.500 |
1.1779 |
|
0.382 |
1.1770 |
|
LOW |
1.1742 |
|
0.618 |
1.1696 |
|
1.000 |
1.1668 |
|
1.618 |
1.1622 |
|
2.618 |
1.1548 |
|
4.250 |
1.1427 |
|
|
| Fisher Pivots for day following 27-Jun-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1779 |
1.1752 |
| PP |
1.1773 |
1.1743 |
| S1 |
1.1767 |
1.1734 |
|