CME Euro FX (E) Future September 2025
| Trading Metrics calculated at close of trading on 11-Jul-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2025 |
11-Jul-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1778 |
1.1752 |
-0.0027 |
-0.2% |
1.1834 |
| High |
1.1801 |
1.1765 |
-0.0037 |
-0.3% |
1.1846 |
| Low |
1.1714 |
1.1716 |
0.0002 |
0.0% |
1.1714 |
| Close |
1.1744 |
1.1739 |
-0.0005 |
0.0% |
1.1739 |
| Range |
0.0088 |
0.0049 |
-0.0039 |
-44.0% |
0.0132 |
| ATR |
0.0086 |
0.0084 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
133,284 |
130,029 |
-3,255 |
-2.4% |
708,790 |
|
| Daily Pivots for day following 11-Jul-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1887 |
1.1862 |
1.1766 |
|
| R3 |
1.1838 |
1.1813 |
1.1752 |
|
| R2 |
1.1789 |
1.1789 |
1.1748 |
|
| R1 |
1.1764 |
1.1764 |
1.1743 |
1.1752 |
| PP |
1.1740 |
1.1740 |
1.1740 |
1.1734 |
| S1 |
1.1715 |
1.1715 |
1.1735 |
1.1703 |
| S2 |
1.1691 |
1.1691 |
1.1730 |
|
| S3 |
1.1642 |
1.1666 |
1.1726 |
|
| S4 |
1.1593 |
1.1617 |
1.1712 |
|
|
| Weekly Pivots for week ending 11-Jul-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2162 |
1.2083 |
1.1812 |
|
| R3 |
1.2030 |
1.1951 |
1.1775 |
|
| R2 |
1.1898 |
1.1898 |
1.1763 |
|
| R1 |
1.1819 |
1.1819 |
1.1751 |
1.1792 |
| PP |
1.1766 |
1.1766 |
1.1766 |
1.1753 |
| S1 |
1.1687 |
1.1687 |
1.1727 |
1.1660 |
| S2 |
1.1634 |
1.1634 |
1.1715 |
|
| S3 |
1.1502 |
1.1555 |
1.1703 |
|
| S4 |
1.1370 |
1.1423 |
1.1666 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1846 |
1.1714 |
0.0132 |
1.1% |
0.0073 |
0.6% |
19% |
False |
False |
141,758 |
| 10 |
1.1890 |
1.1714 |
0.0176 |
1.5% |
0.0074 |
0.6% |
14% |
False |
False |
154,387 |
| 20 |
1.1890 |
1.1512 |
0.0378 |
3.2% |
0.0087 |
0.7% |
60% |
False |
False |
185,018 |
| 40 |
1.1890 |
1.1221 |
0.0669 |
5.7% |
0.0087 |
0.7% |
78% |
False |
False |
116,579 |
| 60 |
1.1890 |
1.1159 |
0.0731 |
6.2% |
0.0090 |
0.8% |
79% |
False |
False |
78,173 |
| 80 |
1.1890 |
1.0840 |
0.1050 |
8.9% |
0.0098 |
0.8% |
86% |
False |
False |
59,001 |
| 100 |
1.1890 |
1.0478 |
0.1412 |
12.0% |
0.0092 |
0.8% |
89% |
False |
False |
47,279 |
| 120 |
1.1890 |
1.0357 |
0.1533 |
13.1% |
0.0084 |
0.7% |
90% |
False |
False |
39,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1973 |
|
2.618 |
1.1893 |
|
1.618 |
1.1844 |
|
1.000 |
1.1814 |
|
0.618 |
1.1795 |
|
HIGH |
1.1765 |
|
0.618 |
1.1746 |
|
0.500 |
1.1740 |
|
0.382 |
1.1734 |
|
LOW |
1.1716 |
|
0.618 |
1.1685 |
|
1.000 |
1.1667 |
|
1.618 |
1.1636 |
|
2.618 |
1.1587 |
|
4.250 |
1.1507 |
|
|
| Fisher Pivots for day following 11-Jul-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1740 |
1.1757 |
| PP |
1.1740 |
1.1751 |
| S1 |
1.1739 |
1.1745 |
|