CME Euro FX (E) Future September 2025
| Trading Metrics calculated at close of trading on 06-Aug-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2025 |
06-Aug-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1604 |
1.1607 |
0.0003 |
0.0% |
1.1798 |
| High |
1.1620 |
1.1700 |
0.0080 |
0.7% |
1.1809 |
| Low |
1.1559 |
1.1595 |
0.0036 |
0.3% |
1.1424 |
| Close |
1.1605 |
1.1693 |
0.0088 |
0.8% |
1.1559 |
| Range |
0.0061 |
0.0105 |
0.0044 |
71.3% |
0.0385 |
| ATR |
0.0096 |
0.0097 |
0.0001 |
0.6% |
0.0000 |
| Volume |
127,799 |
143,855 |
16,056 |
12.6% |
1,165,217 |
|
| Daily Pivots for day following 06-Aug-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1976 |
1.1939 |
1.1750 |
|
| R3 |
1.1872 |
1.1835 |
1.1722 |
|
| R2 |
1.1767 |
1.1767 |
1.1712 |
|
| R1 |
1.1730 |
1.1730 |
1.1703 |
1.1749 |
| PP |
1.1663 |
1.1663 |
1.1663 |
1.1672 |
| S1 |
1.1626 |
1.1626 |
1.1683 |
1.1644 |
| S2 |
1.1558 |
1.1558 |
1.1674 |
|
| S3 |
1.1454 |
1.1521 |
1.1664 |
|
| S4 |
1.1349 |
1.1417 |
1.1636 |
|
|
| 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 |
1.1700 |
1.1424 |
0.0276 |
2.4% |
0.0095 |
0.8% |
98% |
True |
False |
183,960 |
| 10 |
1.1829 |
1.1424 |
0.0405 |
3.5% |
0.0103 |
0.9% |
66% |
False |
False |
188,684 |
| 20 |
1.1829 |
1.1424 |
0.0405 |
3.5% |
0.0095 |
0.8% |
66% |
False |
False |
173,975 |
| 40 |
1.1890 |
1.1424 |
0.0466 |
4.0% |
0.0092 |
0.8% |
58% |
False |
False |
189,180 |
| 60 |
1.1890 |
1.1159 |
0.0731 |
6.3% |
0.0092 |
0.8% |
73% |
False |
False |
131,352 |
| 80 |
1.1890 |
1.1159 |
0.0731 |
6.3% |
0.0094 |
0.8% |
73% |
False |
False |
98,857 |
| 100 |
1.1890 |
1.0840 |
0.1050 |
9.0% |
0.0097 |
0.8% |
81% |
False |
False |
79,369 |
| 120 |
1.1890 |
1.0478 |
0.1412 |
12.1% |
0.0093 |
0.8% |
86% |
False |
False |
66,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2144 |
|
2.618 |
1.1973 |
|
1.618 |
1.1869 |
|
1.000 |
1.1804 |
|
0.618 |
1.1764 |
|
HIGH |
1.1700 |
|
0.618 |
1.1660 |
|
0.500 |
1.1647 |
|
0.382 |
1.1635 |
|
LOW |
1.1595 |
|
0.618 |
1.1530 |
|
1.000 |
1.1491 |
|
1.618 |
1.1426 |
|
2.618 |
1.1321 |
|
4.250 |
1.1151 |
|
|
| Fisher Pivots for day following 06-Aug-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1678 |
1.1672 |
| PP |
1.1663 |
1.1651 |
| S1 |
1.1647 |
1.1629 |
|