CME Euro FX (E) Future September 2025
| Trading Metrics calculated at close of trading on 01-Aug-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2025 |
01-Aug-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1438 |
1.1450 |
0.0013 |
0.1% |
1.1798 |
| High |
1.1494 |
1.1631 |
0.0137 |
1.2% |
1.1809 |
| Low |
1.1437 |
1.1424 |
-0.0013 |
-0.1% |
1.1424 |
| Close |
1.1461 |
1.1559 |
0.0099 |
0.9% |
1.1559 |
| Range |
0.0057 |
0.0207 |
0.0150 |
262.3% |
0.0385 |
| ATR |
0.0093 |
0.0101 |
0.0008 |
8.7% |
0.0000 |
| Volume |
185,716 |
303,228 |
117,512 |
63.3% |
1,165,217 |
|
| Daily Pivots for day following 01-Aug-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2157 |
1.2065 |
1.1673 |
|
| R3 |
1.1951 |
1.1858 |
1.1616 |
|
| R2 |
1.1744 |
1.1744 |
1.1597 |
|
| R1 |
1.1652 |
1.1652 |
1.1578 |
1.1698 |
| PP |
1.1538 |
1.1538 |
1.1538 |
1.1561 |
| S1 |
1.1445 |
1.1445 |
1.1540 |
1.1492 |
| S2 |
1.1331 |
1.1331 |
1.1521 |
|
| S3 |
1.1125 |
1.1239 |
1.1502 |
|
| S4 |
1.0918 |
1.1032 |
1.1445 |
|
|
| Weekly Pivots for week ending 01-Aug-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2752 |
1.2541 |
1.1771 |
|
| R3 |
1.2367 |
1.2156 |
1.1665 |
|
| R2 |
1.1982 |
1.1982 |
1.1630 |
|
| R1 |
1.1771 |
1.1771 |
1.1594 |
1.1684 |
| PP |
1.1597 |
1.1597 |
1.1597 |
1.1554 |
| S1 |
1.1386 |
1.1386 |
1.1524 |
1.1299 |
| S2 |
1.1212 |
1.1212 |
1.1488 |
|
| S3 |
1.0827 |
1.1001 |
1.1453 |
|
| S4 |
1.0442 |
1.0616 |
1.1347 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1809 |
1.1424 |
0.0385 |
3.3% |
0.0140 |
1.2% |
35% |
False |
True |
233,043 |
| 10 |
1.1829 |
1.1424 |
0.0405 |
3.5% |
0.0107 |
0.9% |
33% |
False |
True |
195,106 |
| 20 |
1.1846 |
1.1424 |
0.0422 |
3.6% |
0.0096 |
0.8% |
32% |
False |
True |
174,706 |
| 40 |
1.1890 |
1.1424 |
0.0466 |
4.0% |
0.0092 |
0.8% |
29% |
False |
True |
183,483 |
| 60 |
1.1890 |
1.1159 |
0.0731 |
6.3% |
0.0093 |
0.8% |
55% |
False |
False |
124,203 |
| 80 |
1.1890 |
1.0991 |
0.0899 |
7.8% |
0.0099 |
0.9% |
63% |
False |
False |
93,604 |
| 100 |
1.1890 |
1.0840 |
0.1050 |
9.1% |
0.0097 |
0.8% |
69% |
False |
False |
75,097 |
| 120 |
1.1890 |
1.0433 |
0.1457 |
12.6% |
0.0092 |
0.8% |
77% |
False |
False |
62,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2508 |
|
2.618 |
1.2171 |
|
1.618 |
1.1965 |
|
1.000 |
1.1837 |
|
0.618 |
1.1758 |
|
HIGH |
1.1631 |
|
0.618 |
1.1552 |
|
0.500 |
1.1527 |
|
0.382 |
1.1503 |
|
LOW |
1.1424 |
|
0.618 |
1.1296 |
|
1.000 |
1.1218 |
|
1.618 |
1.1090 |
|
2.618 |
1.0883 |
|
4.250 |
1.0546 |
|
|
| Fisher Pivots for day following 01-Aug-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1548 |
1.1548 |
| PP |
1.1538 |
1.1538 |
| S1 |
1.1527 |
1.1527 |
|