CME Euro FX (E) Future September 2025
| Trading Metrics calculated at close of trading on 21-Jul-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2025 |
21-Jul-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1641 |
1.1675 |
0.0034 |
0.3% |
1.1717 |
| High |
1.1717 |
1.1761 |
0.0045 |
0.4% |
1.1770 |
| Low |
1.1641 |
1.1658 |
0.0017 |
0.1% |
1.1602 |
| Close |
1.1667 |
1.1737 |
0.0071 |
0.6% |
1.1667 |
| Range |
0.0076 |
0.0103 |
0.0028 |
36.4% |
0.0168 |
| ATR |
0.0088 |
0.0090 |
0.0001 |
1.2% |
0.0000 |
| Volume |
124,284 |
144,165 |
19,881 |
16.0% |
834,271 |
|
| Daily Pivots for day following 21-Jul-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2028 |
1.1985 |
1.1794 |
|
| R3 |
1.1925 |
1.1882 |
1.1765 |
|
| R2 |
1.1822 |
1.1822 |
1.1756 |
|
| R1 |
1.1779 |
1.1779 |
1.1746 |
1.1801 |
| PP |
1.1719 |
1.1719 |
1.1719 |
1.1729 |
| S1 |
1.1676 |
1.1676 |
1.1728 |
1.1698 |
| S2 |
1.1616 |
1.1616 |
1.1718 |
|
| S3 |
1.1513 |
1.1573 |
1.1709 |
|
| S4 |
1.1410 |
1.1470 |
1.1680 |
|
|
| Weekly Pivots for week ending 18-Jul-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2183 |
1.2093 |
1.1759 |
|
| R3 |
1.2015 |
1.1925 |
1.1713 |
|
| R2 |
1.1847 |
1.1847 |
1.1697 |
|
| R1 |
1.1757 |
1.1757 |
1.1682 |
1.1718 |
| PP |
1.1679 |
1.1679 |
1.1679 |
1.1660 |
| S1 |
1.1589 |
1.1589 |
1.1651 |
1.1550 |
| S2 |
1.1511 |
1.1511 |
1.1636 |
|
| S3 |
1.1343 |
1.1421 |
1.1620 |
|
| S4 |
1.1175 |
1.1253 |
1.1574 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1770 |
1.1602 |
0.0168 |
1.4% |
0.0108 |
0.9% |
81% |
False |
False |
170,744 |
| 10 |
1.1820 |
1.1602 |
0.0218 |
1.9% |
0.0084 |
0.7% |
62% |
False |
False |
149,084 |
| 20 |
1.1890 |
1.1519 |
0.0371 |
3.2% |
0.0085 |
0.7% |
59% |
False |
False |
163,506 |
| 40 |
1.1890 |
1.1294 |
0.0596 |
5.1% |
0.0089 |
0.8% |
74% |
False |
False |
140,665 |
| 60 |
1.1890 |
1.1159 |
0.0731 |
6.2% |
0.0089 |
0.8% |
79% |
False |
False |
94,382 |
| 80 |
1.1890 |
1.0840 |
0.1050 |
8.9% |
0.0100 |
0.9% |
85% |
False |
False |
71,176 |
| 100 |
1.1890 |
1.0478 |
0.1412 |
12.0% |
0.0095 |
0.8% |
89% |
False |
False |
57,056 |
| 120 |
1.1890 |
1.0357 |
0.1533 |
13.1% |
0.0087 |
0.7% |
90% |
False |
False |
47,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2199 |
|
2.618 |
1.2031 |
|
1.618 |
1.1928 |
|
1.000 |
1.1864 |
|
0.618 |
1.1825 |
|
HIGH |
1.1761 |
|
0.618 |
1.1722 |
|
0.500 |
1.1710 |
|
0.382 |
1.1697 |
|
LOW |
1.1658 |
|
0.618 |
1.1594 |
|
1.000 |
1.1555 |
|
1.618 |
1.1491 |
|
2.618 |
1.1388 |
|
4.250 |
1.1220 |
|
|
| Fisher Pivots for day following 21-Jul-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1728 |
1.1718 |
| PP |
1.1719 |
1.1700 |
| S1 |
1.1710 |
1.1681 |
|