CME Euro FX (E) Future September 2025
| Trading Metrics calculated at close of trading on 02-Jul-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2025 |
02-Jul-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1844 |
1.1863 |
0.0019 |
0.2% |
1.1543 |
| High |
1.1890 |
1.1867 |
-0.0023 |
-0.2% |
1.1816 |
| Low |
1.1821 |
1.1803 |
-0.0018 |
-0.2% |
1.1519 |
| Close |
1.1840 |
1.1856 |
0.0017 |
0.1% |
1.1761 |
| Range |
0.0069 |
0.0064 |
-0.0005 |
-6.6% |
0.0297 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
175,942 |
162,173 |
-13,769 |
-7.8% |
918,382 |
|
| Daily Pivots for day following 02-Jul-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2034 |
1.2009 |
1.1891 |
|
| R3 |
1.1970 |
1.1945 |
1.1874 |
|
| R2 |
1.1906 |
1.1906 |
1.1868 |
|
| R1 |
1.1881 |
1.1881 |
1.1862 |
1.1862 |
| PP |
1.1842 |
1.1842 |
1.1842 |
1.1832 |
| S1 |
1.1817 |
1.1817 |
1.1850 |
1.1798 |
| S2 |
1.1778 |
1.1778 |
1.1844 |
|
| S3 |
1.1714 |
1.1753 |
1.1838 |
|
| S4 |
1.1650 |
1.1689 |
1.1821 |
|
|
| 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 |
1.1717 |
0.0173 |
1.5% |
0.0076 |
0.6% |
81% |
False |
False |
179,023 |
| 10 |
1.1890 |
1.1512 |
0.0378 |
3.2% |
0.0082 |
0.7% |
91% |
False |
False |
183,094 |
| 20 |
1.1890 |
1.1436 |
0.0454 |
3.8% |
0.0088 |
0.7% |
93% |
False |
False |
185,274 |
| 40 |
1.1890 |
1.1159 |
0.0731 |
6.2% |
0.0092 |
0.8% |
95% |
False |
False |
95,079 |
| 60 |
1.1890 |
1.0991 |
0.0899 |
7.6% |
0.0100 |
0.8% |
96% |
False |
False |
64,011 |
| 80 |
1.1890 |
1.0840 |
0.1050 |
8.9% |
0.0097 |
0.8% |
97% |
False |
False |
48,260 |
| 100 |
1.1890 |
1.0433 |
0.1457 |
12.3% |
0.0090 |
0.8% |
98% |
False |
False |
38,641 |
| 120 |
1.1890 |
1.0335 |
0.1555 |
13.1% |
0.0082 |
0.7% |
98% |
False |
False |
32,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2139 |
|
2.618 |
1.2035 |
|
1.618 |
1.1971 |
|
1.000 |
1.1931 |
|
0.618 |
1.1907 |
|
HIGH |
1.1867 |
|
0.618 |
1.1843 |
|
0.500 |
1.1835 |
|
0.382 |
1.1827 |
|
LOW |
1.1803 |
|
0.618 |
1.1763 |
|
1.000 |
1.1739 |
|
1.618 |
1.1699 |
|
2.618 |
1.1635 |
|
4.250 |
1.1531 |
|
|
| Fisher Pivots for day following 02-Jul-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1849 |
1.1847 |
| PP |
1.1842 |
1.1838 |
| S1 |
1.1835 |
1.1829 |
|