CME Euro FX (E) Future September 2025
| Trading Metrics calculated at close of trading on 21-Aug-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2025 |
21-Aug-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1668 |
1.1673 |
0.0005 |
0.0% |
1.1672 |
| High |
1.1695 |
1.1681 |
-0.0014 |
-0.1% |
1.1757 |
| Low |
1.1642 |
1.1619 |
-0.0023 |
-0.2% |
1.1618 |
| Close |
1.1675 |
1.1628 |
-0.0048 |
-0.4% |
1.1726 |
| Range |
0.0053 |
0.0062 |
0.0009 |
17.1% |
0.0139 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
109,560 |
134,638 |
25,078 |
22.9% |
640,396 |
|
| Daily Pivots for day following 21-Aug-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1827 |
1.1789 |
1.1661 |
|
| R3 |
1.1765 |
1.1727 |
1.1644 |
|
| R2 |
1.1704 |
1.1704 |
1.1639 |
|
| R1 |
1.1666 |
1.1666 |
1.1633 |
1.1654 |
| PP |
1.1642 |
1.1642 |
1.1642 |
1.1637 |
| S1 |
1.1604 |
1.1604 |
1.1622 |
1.1593 |
| S2 |
1.1581 |
1.1581 |
1.1616 |
|
| S3 |
1.1519 |
1.1543 |
1.1611 |
|
| S4 |
1.1458 |
1.1481 |
1.1594 |
|
|
| Weekly Pivots for week ending 15-Aug-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2117 |
1.2060 |
1.1802 |
|
| R3 |
1.1978 |
1.1921 |
1.1764 |
|
| R2 |
1.1839 |
1.1839 |
1.1751 |
|
| R1 |
1.1782 |
1.1782 |
1.1738 |
1.1811 |
| PP |
1.1700 |
1.1700 |
1.1700 |
1.1714 |
| S1 |
1.1643 |
1.1643 |
1.1713 |
1.1672 |
| S2 |
1.1561 |
1.1561 |
1.1700 |
|
| S3 |
1.1422 |
1.1504 |
1.1687 |
|
| S4 |
1.1283 |
1.1365 |
1.1649 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1741 |
1.1619 |
0.0122 |
1.0% |
0.0060 |
0.5% |
7% |
False |
True |
106,297 |
| 10 |
1.1757 |
1.1618 |
0.0139 |
1.2% |
0.0068 |
0.6% |
7% |
False |
False |
117,239 |
| 20 |
1.1809 |
1.1424 |
0.0385 |
3.3% |
0.0087 |
0.7% |
53% |
False |
False |
154,373 |
| 40 |
1.1890 |
1.1424 |
0.0466 |
4.0% |
0.0084 |
0.7% |
44% |
False |
False |
158,151 |
| 60 |
1.1890 |
1.1294 |
0.0596 |
5.1% |
0.0087 |
0.8% |
56% |
False |
False |
153,196 |
| 80 |
1.1890 |
1.1159 |
0.0731 |
6.3% |
0.0088 |
0.8% |
64% |
False |
False |
115,506 |
| 100 |
1.1890 |
1.0888 |
0.1002 |
8.6% |
0.0097 |
0.8% |
74% |
False |
False |
92,809 |
| 120 |
1.1890 |
1.0525 |
0.1365 |
11.7% |
0.0094 |
0.8% |
81% |
False |
False |
77,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1942 |
|
2.618 |
1.1842 |
|
1.618 |
1.1780 |
|
1.000 |
1.1742 |
|
0.618 |
1.1719 |
|
HIGH |
1.1681 |
|
0.618 |
1.1657 |
|
0.500 |
1.1650 |
|
0.382 |
1.1642 |
|
LOW |
1.1619 |
|
0.618 |
1.1581 |
|
1.000 |
1.1558 |
|
1.618 |
1.1519 |
|
2.618 |
1.1458 |
|
4.250 |
1.1358 |
|
|
| Fisher Pivots for day following 21-Aug-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1650 |
1.1667 |
| PP |
1.1642 |
1.1654 |
| S1 |
1.1635 |
1.1641 |
|