CME Euro FX (E) Future September 2025
| Trading Metrics calculated at close of trading on 22-Jul-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2025 |
22-Jul-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1675 |
1.1740 |
0.0066 |
0.6% |
1.1717 |
| High |
1.1761 |
1.1804 |
0.0043 |
0.4% |
1.1770 |
| Low |
1.1658 |
1.1722 |
0.0064 |
0.5% |
1.1602 |
| Close |
1.1737 |
1.1791 |
0.0054 |
0.5% |
1.1667 |
| Range |
0.0103 |
0.0083 |
-0.0021 |
-19.9% |
0.0168 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
144,165 |
174,988 |
30,823 |
21.4% |
834,271 |
|
| Daily Pivots for day following 22-Jul-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2020 |
1.1988 |
1.1836 |
|
| R3 |
1.1937 |
1.1905 |
1.1814 |
|
| R2 |
1.1855 |
1.1855 |
1.1806 |
|
| R1 |
1.1823 |
1.1823 |
1.1799 |
1.1839 |
| PP |
1.1772 |
1.1772 |
1.1772 |
1.1780 |
| S1 |
1.1740 |
1.1740 |
1.1783 |
1.1756 |
| S2 |
1.1690 |
1.1690 |
1.1776 |
|
| S3 |
1.1607 |
1.1658 |
1.1768 |
|
| S4 |
1.1525 |
1.1575 |
1.1746 |
|
|
| 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 |
1.1804 |
1.1602 |
0.0203 |
1.7% |
0.0102 |
0.9% |
94% |
True |
False |
173,720 |
| 10 |
1.1804 |
1.1602 |
0.0203 |
1.7% |
0.0084 |
0.7% |
94% |
True |
False |
151,513 |
| 20 |
1.1890 |
1.1602 |
0.0288 |
2.4% |
0.0082 |
0.7% |
66% |
False |
False |
161,984 |
| 40 |
1.1890 |
1.1294 |
0.0596 |
5.1% |
0.0089 |
0.8% |
83% |
False |
False |
144,938 |
| 60 |
1.1890 |
1.1159 |
0.0731 |
6.2% |
0.0089 |
0.8% |
87% |
False |
False |
97,141 |
| 80 |
1.1890 |
1.0840 |
0.1050 |
8.9% |
0.0100 |
0.9% |
91% |
False |
False |
73,358 |
| 100 |
1.1890 |
1.0478 |
0.1412 |
12.0% |
0.0096 |
0.8% |
93% |
False |
False |
58,805 |
| 120 |
1.1890 |
1.0357 |
0.1533 |
13.0% |
0.0087 |
0.7% |
94% |
False |
False |
49,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2155 |
|
2.618 |
1.2020 |
|
1.618 |
1.1937 |
|
1.000 |
1.1887 |
|
0.618 |
1.1855 |
|
HIGH |
1.1804 |
|
0.618 |
1.1772 |
|
0.500 |
1.1763 |
|
0.382 |
1.1753 |
|
LOW |
1.1722 |
|
0.618 |
1.1671 |
|
1.000 |
1.1639 |
|
1.618 |
1.1588 |
|
2.618 |
1.1506 |
|
4.250 |
1.1371 |
|
|
| Fisher Pivots for day following 22-Jul-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1782 |
1.1768 |
| PP |
1.1772 |
1.1745 |
| S1 |
1.1763 |
1.1723 |
|