CME Euro FX (E) Future September 2025
| Trading Metrics calculated at close of trading on 04-Aug-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2025 |
04-Aug-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1450 |
1.1621 |
0.0171 |
1.5% |
1.1798 |
| High |
1.1631 |
1.1629 |
-0.0002 |
0.0% |
1.1809 |
| Low |
1.1424 |
1.1582 |
0.0158 |
1.4% |
1.1424 |
| Close |
1.1559 |
1.1597 |
0.0038 |
0.3% |
1.1559 |
| Range |
0.0207 |
0.0047 |
-0.0160 |
-77.2% |
0.0385 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
303,228 |
159,202 |
-144,026 |
-47.5% |
1,165,217 |
|
| Daily Pivots for day following 04-Aug-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1744 |
1.1717 |
1.1622 |
|
| R3 |
1.1697 |
1.1670 |
1.1609 |
|
| R2 |
1.1650 |
1.1650 |
1.1605 |
|
| R1 |
1.1623 |
1.1623 |
1.1601 |
1.1613 |
| PP |
1.1603 |
1.1603 |
1.1603 |
1.1597 |
| S1 |
1.1576 |
1.1576 |
1.1592 |
1.1566 |
| S2 |
1.1556 |
1.1556 |
1.1588 |
|
| S3 |
1.1509 |
1.1529 |
1.1584 |
|
| S4 |
1.1462 |
1.1482 |
1.1571 |
|
|
| 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 |
1.1636 |
1.1424 |
0.0212 |
1.8% |
0.0112 |
1.0% |
81% |
False |
False |
223,007 |
| 10 |
1.1829 |
1.1424 |
0.0405 |
3.5% |
0.0101 |
0.9% |
43% |
False |
False |
196,610 |
| 20 |
1.1829 |
1.1424 |
0.0405 |
3.5% |
0.0093 |
0.8% |
43% |
False |
False |
172,847 |
| 40 |
1.1890 |
1.1424 |
0.0466 |
4.0% |
0.0091 |
0.8% |
37% |
False |
False |
186,463 |
| 60 |
1.1890 |
1.1159 |
0.0731 |
6.3% |
0.0093 |
0.8% |
60% |
False |
False |
126,845 |
| 80 |
1.1890 |
1.1028 |
0.0862 |
7.4% |
0.0098 |
0.8% |
66% |
False |
False |
95,573 |
| 100 |
1.1890 |
1.0840 |
0.1050 |
9.1% |
0.0097 |
0.8% |
72% |
False |
False |
76,674 |
| 120 |
1.1890 |
1.0450 |
0.1440 |
12.4% |
0.0092 |
0.8% |
80% |
False |
False |
63,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1829 |
|
2.618 |
1.1752 |
|
1.618 |
1.1705 |
|
1.000 |
1.1676 |
|
0.618 |
1.1658 |
|
HIGH |
1.1629 |
|
0.618 |
1.1611 |
|
0.500 |
1.1606 |
|
0.382 |
1.1600 |
|
LOW |
1.1582 |
|
0.618 |
1.1553 |
|
1.000 |
1.1535 |
|
1.618 |
1.1506 |
|
2.618 |
1.1459 |
|
4.250 |
1.1382 |
|
|
| Fisher Pivots for day following 04-Aug-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1606 |
1.1573 |
| PP |
1.1603 |
1.1550 |
| S1 |
1.1600 |
1.1527 |
|