CME Euro FX (E) Future September 2025
| Trading Metrics calculated at close of trading on 01-Jul-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2025 |
01-Jul-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1790 |
1.1844 |
0.0054 |
0.5% |
1.1543 |
| High |
1.1849 |
1.1890 |
0.0041 |
0.3% |
1.1816 |
| Low |
1.1768 |
1.1821 |
0.0053 |
0.5% |
1.1519 |
| Close |
1.1836 |
1.1840 |
0.0004 |
0.0% |
1.1761 |
| Range |
0.0081 |
0.0069 |
-0.0013 |
-15.4% |
0.0297 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
171,057 |
175,942 |
4,885 |
2.9% |
918,382 |
|
| Daily Pivots for day following 01-Jul-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2056 |
1.2016 |
1.1877 |
|
| R3 |
1.1987 |
1.1948 |
1.1858 |
|
| R2 |
1.1919 |
1.1919 |
1.1852 |
|
| R1 |
1.1879 |
1.1879 |
1.1846 |
1.1865 |
| PP |
1.1850 |
1.1850 |
1.1850 |
1.1843 |
| S1 |
1.1811 |
1.1811 |
1.1833 |
1.1796 |
| S2 |
1.1782 |
1.1782 |
1.1827 |
|
| S3 |
1.1713 |
1.1742 |
1.1821 |
|
| S4 |
1.1645 |
1.1674 |
1.1802 |
|
|
| 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 |
1.1890 |
1.1653 |
0.0237 |
2.0% |
0.0078 |
0.7% |
79% |
True |
False |
172,403 |
| 10 |
1.1890 |
1.1512 |
0.0378 |
3.2% |
0.0086 |
0.7% |
87% |
True |
False |
183,437 |
| 20 |
1.1890 |
1.1436 |
0.0454 |
3.8% |
0.0090 |
0.8% |
89% |
True |
False |
177,729 |
| 40 |
1.1890 |
1.1159 |
0.0731 |
6.2% |
0.0092 |
0.8% |
93% |
True |
False |
91,034 |
| 60 |
1.1890 |
1.0991 |
0.0899 |
7.6% |
0.0102 |
0.9% |
94% |
True |
False |
61,346 |
| 80 |
1.1890 |
1.0840 |
0.1050 |
8.9% |
0.0097 |
0.8% |
95% |
True |
False |
46,242 |
| 100 |
1.1890 |
1.0433 |
0.1457 |
12.3% |
0.0090 |
0.8% |
97% |
True |
False |
37,020 |
| 120 |
1.1890 |
1.0335 |
0.1555 |
13.1% |
0.0081 |
0.7% |
97% |
True |
False |
30,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2181 |
|
2.618 |
1.2069 |
|
1.618 |
1.2000 |
|
1.000 |
1.1958 |
|
0.618 |
1.1932 |
|
HIGH |
1.1890 |
|
0.618 |
1.1863 |
|
0.500 |
1.1855 |
|
0.382 |
1.1847 |
|
LOW |
1.1821 |
|
0.618 |
1.1779 |
|
1.000 |
1.1753 |
|
1.618 |
1.1710 |
|
2.618 |
1.1642 |
|
4.250 |
1.1530 |
|
|
| Fisher Pivots for day following 01-Jul-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1855 |
1.1832 |
| PP |
1.1850 |
1.1824 |
| S1 |
1.1845 |
1.1816 |
|