CME Euro FX (E) Future September 2025
| Trading Metrics calculated at close of trading on 28-Jul-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2025 |
28-Jul-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1788 |
1.1798 |
0.0010 |
0.1% |
1.1675 |
| High |
1.1801 |
1.1809 |
0.0009 |
0.1% |
1.1829 |
| Low |
1.1743 |
1.1623 |
-0.0120 |
-1.0% |
1.1658 |
| Close |
1.1786 |
1.1633 |
-0.0153 |
-1.3% |
1.1786 |
| Range |
0.0058 |
0.0186 |
0.0128 |
220.7% |
0.0171 |
| ATR |
0.0084 |
0.0091 |
0.0007 |
8.7% |
0.0000 |
| Volume |
140,788 |
209,381 |
68,593 |
48.7% |
785,847 |
|
| Daily Pivots for day following 28-Jul-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2246 |
1.2125 |
1.1735 |
|
| R3 |
1.2060 |
1.1939 |
1.1684 |
|
| R2 |
1.1874 |
1.1874 |
1.1667 |
|
| R1 |
1.1753 |
1.1753 |
1.1650 |
1.1721 |
| PP |
1.1688 |
1.1688 |
1.1688 |
1.1672 |
| S1 |
1.1567 |
1.1567 |
1.1615 |
1.1535 |
| S2 |
1.1502 |
1.1502 |
1.1598 |
|
| S3 |
1.1316 |
1.1381 |
1.1581 |
|
| S4 |
1.1130 |
1.1195 |
1.1530 |
|
|
| Weekly Pivots for week ending 25-Jul-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2271 |
1.2199 |
1.1880 |
|
| R3 |
1.2100 |
1.2028 |
1.1833 |
|
| R2 |
1.1929 |
1.1929 |
1.1817 |
|
| R1 |
1.1857 |
1.1857 |
1.1801 |
1.1893 |
| PP |
1.1758 |
1.1758 |
1.1758 |
1.1775 |
| S1 |
1.1686 |
1.1686 |
1.1770 |
1.1722 |
| S2 |
1.1587 |
1.1587 |
1.1754 |
|
| S3 |
1.1416 |
1.1515 |
1.1738 |
|
| S4 |
1.1245 |
1.1344 |
1.1691 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1829 |
1.1623 |
0.0206 |
1.8% |
0.0090 |
0.8% |
5% |
False |
True |
170,212 |
| 10 |
1.1829 |
1.1602 |
0.0228 |
2.0% |
0.0099 |
0.9% |
14% |
False |
False |
170,478 |
| 20 |
1.1890 |
1.1602 |
0.0288 |
2.5% |
0.0085 |
0.7% |
11% |
False |
False |
160,140 |
| 40 |
1.1890 |
1.1396 |
0.0494 |
4.2% |
0.0088 |
0.8% |
48% |
False |
False |
160,935 |
| 60 |
1.1890 |
1.1159 |
0.0731 |
6.3% |
0.0090 |
0.8% |
65% |
False |
False |
108,322 |
| 80 |
1.1890 |
1.0890 |
0.1000 |
8.6% |
0.0102 |
0.9% |
74% |
False |
False |
81,746 |
| 100 |
1.1890 |
1.0718 |
0.1172 |
10.1% |
0.0096 |
0.8% |
78% |
False |
False |
65,562 |
| 120 |
1.1890 |
1.0409 |
0.1481 |
12.7% |
0.0089 |
0.8% |
83% |
False |
False |
54,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2600 |
|
2.618 |
1.2296 |
|
1.618 |
1.2110 |
|
1.000 |
1.1995 |
|
0.618 |
1.1924 |
|
HIGH |
1.1809 |
|
0.618 |
1.1738 |
|
0.500 |
1.1716 |
|
0.382 |
1.1694 |
|
LOW |
1.1623 |
|
0.618 |
1.1508 |
|
1.000 |
1.1437 |
|
1.618 |
1.1322 |
|
2.618 |
1.1136 |
|
4.250 |
1.0833 |
|
|
| Fisher Pivots for day following 28-Jul-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1716 |
1.1726 |
| PP |
1.1688 |
1.1695 |
| S1 |
1.1660 |
1.1664 |
|