CME Euro FX (E) Future September 2025
| Trading Metrics calculated at close of trading on 30-Jun-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2025 |
30-Jun-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1761 |
1.1790 |
0.0029 |
0.2% |
1.1543 |
| High |
1.1816 |
1.1849 |
0.0034 |
0.3% |
1.1816 |
| Low |
1.1742 |
1.1768 |
0.0027 |
0.2% |
1.1519 |
| Close |
1.1761 |
1.1836 |
0.0076 |
0.6% |
1.1761 |
| Range |
0.0074 |
0.0081 |
0.0007 |
9.5% |
0.0297 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
170,551 |
171,057 |
506 |
0.3% |
918,382 |
|
| Daily Pivots for day following 30-Jun-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2061 |
1.2029 |
1.1881 |
|
| R3 |
1.1980 |
1.1948 |
1.1858 |
|
| R2 |
1.1899 |
1.1899 |
1.1851 |
|
| R1 |
1.1867 |
1.1867 |
1.1843 |
1.1883 |
| PP |
1.1818 |
1.1818 |
1.1818 |
1.1826 |
| S1 |
1.1786 |
1.1786 |
1.1829 |
1.1802 |
| S2 |
1.1737 |
1.1737 |
1.1821 |
|
| S3 |
1.1656 |
1.1705 |
1.1814 |
|
| S4 |
1.1575 |
1.1624 |
1.1791 |
|
|
| 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 |
1.1849 |
1.1638 |
0.0212 |
1.8% |
0.0078 |
0.7% |
94% |
True |
False |
176,801 |
| 10 |
1.1849 |
1.1512 |
0.0337 |
2.8% |
0.0089 |
0.7% |
96% |
True |
False |
181,466 |
| 20 |
1.1849 |
1.1430 |
0.0420 |
3.5% |
0.0091 |
0.8% |
97% |
True |
False |
170,110 |
| 40 |
1.1849 |
1.1159 |
0.0691 |
5.8% |
0.0093 |
0.8% |
98% |
True |
False |
86,650 |
| 60 |
1.1849 |
1.0907 |
0.0942 |
8.0% |
0.0107 |
0.9% |
99% |
True |
False |
58,438 |
| 80 |
1.1849 |
1.0840 |
0.1009 |
8.5% |
0.0097 |
0.8% |
99% |
True |
False |
44,050 |
| 100 |
1.1849 |
1.0433 |
0.1416 |
12.0% |
0.0090 |
0.8% |
99% |
True |
False |
35,264 |
| 120 |
1.1849 |
1.0335 |
0.1514 |
12.8% |
0.0081 |
0.7% |
99% |
True |
False |
29,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2193 |
|
2.618 |
1.2061 |
|
1.618 |
1.1980 |
|
1.000 |
1.1930 |
|
0.618 |
1.1899 |
|
HIGH |
1.1849 |
|
0.618 |
1.1818 |
|
0.500 |
1.1809 |
|
0.382 |
1.1799 |
|
LOW |
1.1768 |
|
0.618 |
1.1718 |
|
1.000 |
1.1687 |
|
1.618 |
1.1637 |
|
2.618 |
1.1556 |
|
4.250 |
1.1424 |
|
|
| Fisher Pivots for day following 30-Jun-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1827 |
1.1818 |
| PP |
1.1818 |
1.1801 |
| S1 |
1.1809 |
1.1783 |
|