CME Euro FX (E) Future September 2025
| Trading Metrics calculated at close of trading on 15-Jul-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2025 |
15-Jul-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1717 |
1.1714 |
-0.0003 |
0.0% |
1.1834 |
| High |
1.1747 |
1.1756 |
0.0009 |
0.1% |
1.1846 |
| Low |
1.1704 |
1.1641 |
-0.0063 |
-0.5% |
1.1714 |
| Close |
1.1720 |
1.1652 |
-0.0069 |
-0.6% |
1.1739 |
| Range |
0.0044 |
0.0115 |
0.0072 |
164.4% |
0.0132 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
3.0% |
0.0000 |
| Volume |
124,713 |
160,109 |
35,396 |
28.4% |
708,790 |
|
| Daily Pivots for day following 15-Jul-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2028 |
1.1955 |
1.1715 |
|
| R3 |
1.1913 |
1.1840 |
1.1683 |
|
| R2 |
1.1798 |
1.1798 |
1.1673 |
|
| R1 |
1.1725 |
1.1725 |
1.1662 |
1.1704 |
| PP |
1.1683 |
1.1683 |
1.1683 |
1.1672 |
| S1 |
1.1610 |
1.1610 |
1.1641 |
1.1589 |
| S2 |
1.1568 |
1.1568 |
1.1630 |
|
| S3 |
1.1453 |
1.1495 |
1.1620 |
|
| S4 |
1.1338 |
1.1380 |
1.1588 |
|
|
| 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 |
1.1801 |
1.1641 |
0.0160 |
1.4% |
0.0067 |
0.6% |
7% |
False |
True |
129,307 |
| 10 |
1.1890 |
1.1641 |
0.0249 |
2.1% |
0.0075 |
0.6% |
4% |
False |
True |
148,708 |
| 20 |
1.1890 |
1.1512 |
0.0378 |
3.2% |
0.0082 |
0.7% |
37% |
False |
False |
165,087 |
| 40 |
1.1890 |
1.1221 |
0.0669 |
5.7% |
0.0087 |
0.7% |
64% |
False |
False |
123,654 |
| 60 |
1.1890 |
1.1159 |
0.0731 |
6.3% |
0.0089 |
0.8% |
67% |
False |
False |
82,899 |
| 80 |
1.1890 |
1.0840 |
0.1050 |
9.0% |
0.0098 |
0.8% |
77% |
False |
False |
62,536 |
| 100 |
1.1890 |
1.0478 |
0.1412 |
12.1% |
0.0093 |
0.8% |
83% |
False |
False |
50,124 |
| 120 |
1.1890 |
1.0357 |
0.1533 |
13.2% |
0.0084 |
0.7% |
84% |
False |
False |
41,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2245 |
|
2.618 |
1.2057 |
|
1.618 |
1.1942 |
|
1.000 |
1.1871 |
|
0.618 |
1.1827 |
|
HIGH |
1.1756 |
|
0.618 |
1.1712 |
|
0.500 |
1.1699 |
|
0.382 |
1.1685 |
|
LOW |
1.1641 |
|
0.618 |
1.1570 |
|
1.000 |
1.1526 |
|
1.618 |
1.1455 |
|
2.618 |
1.1340 |
|
4.250 |
1.1152 |
|
|
| Fisher Pivots for day following 15-Jul-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1699 |
1.1703 |
| PP |
1.1683 |
1.1686 |
| S1 |
1.1667 |
1.1669 |
|