CME Euro FX (E) Future September 2025
| Trading Metrics calculated at close of trading on 02-Sep-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2025 |
02-Sep-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1693 |
1.1699 |
0.0006 |
0.1% |
1.1738 |
| High |
1.1721 |
1.1748 |
0.0027 |
0.2% |
1.1743 |
| Low |
1.1663 |
1.1623 |
-0.0040 |
-0.3% |
1.1589 |
| Close |
1.1711 |
1.1644 |
-0.0067 |
-0.6% |
1.1711 |
| Range |
0.0058 |
0.0125 |
0.0067 |
114.7% |
0.0154 |
| ATR |
0.0083 |
0.0086 |
0.0003 |
3.5% |
0.0000 |
| Volume |
158,522 |
276,183 |
117,661 |
74.2% |
746,152 |
|
| Daily Pivots for day following 02-Sep-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2045 |
1.1969 |
1.1712 |
|
| R3 |
1.1920 |
1.1844 |
1.1678 |
|
| R2 |
1.1796 |
1.1796 |
1.1666 |
|
| R1 |
1.1720 |
1.1720 |
1.1655 |
1.1696 |
| PP |
1.1671 |
1.1671 |
1.1671 |
1.1659 |
| S1 |
1.1595 |
1.1595 |
1.1632 |
1.1571 |
| S2 |
1.1547 |
1.1547 |
1.1621 |
|
| S3 |
1.1422 |
1.1471 |
1.1609 |
|
| S4 |
1.1298 |
1.1346 |
1.1575 |
|
|
| Weekly Pivots for week ending 29-Aug-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2143 |
1.2081 |
1.1795 |
|
| R3 |
1.1989 |
1.1927 |
1.1753 |
|
| R2 |
1.1835 |
1.1835 |
1.1739 |
|
| R1 |
1.1773 |
1.1773 |
1.1725 |
1.1727 |
| PP |
1.1681 |
1.1681 |
1.1681 |
1.1658 |
| S1 |
1.1619 |
1.1619 |
1.1696 |
1.1573 |
| S2 |
1.1527 |
1.1527 |
1.1682 |
|
| S3 |
1.1373 |
1.1465 |
1.1668 |
|
| S4 |
1.1219 |
1.1311 |
1.1626 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1748 |
1.1589 |
0.0159 |
1.4% |
0.0078 |
0.7% |
35% |
True |
False |
174,098 |
| 10 |
1.1761 |
1.1589 |
0.0172 |
1.5% |
0.0084 |
0.7% |
32% |
False |
False |
156,248 |
| 20 |
1.1761 |
1.1559 |
0.0202 |
1.7% |
0.0080 |
0.7% |
42% |
False |
False |
142,642 |
| 40 |
1.1829 |
1.1424 |
0.0405 |
3.5% |
0.0087 |
0.7% |
54% |
False |
False |
157,744 |
| 60 |
1.1890 |
1.1424 |
0.0466 |
4.0% |
0.0088 |
0.8% |
47% |
False |
False |
171,856 |
| 80 |
1.1890 |
1.1159 |
0.0731 |
6.3% |
0.0090 |
0.8% |
66% |
False |
False |
130,794 |
| 100 |
1.1890 |
1.1028 |
0.0862 |
7.4% |
0.0094 |
0.8% |
71% |
False |
False |
104,987 |
| 120 |
1.1890 |
1.0840 |
0.1050 |
9.0% |
0.0094 |
0.8% |
77% |
False |
False |
87,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2277 |
|
2.618 |
1.2073 |
|
1.618 |
1.1949 |
|
1.000 |
1.1872 |
|
0.618 |
1.1824 |
|
HIGH |
1.1748 |
|
0.618 |
1.1700 |
|
0.500 |
1.1685 |
|
0.382 |
1.1671 |
|
LOW |
1.1623 |
|
0.618 |
1.1546 |
|
1.000 |
1.1499 |
|
1.618 |
1.1422 |
|
2.618 |
1.1297 |
|
4.250 |
1.1094 |
|
|
| Fisher Pivots for day following 02-Sep-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1685 |
1.1685 |
| PP |
1.1671 |
1.1671 |
| S1 |
1.1657 |
1.1657 |
|