CME Euro FX (E) Future September 2025
| Trading Metrics calculated at close of trading on 05-Sep-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2025 |
05-Sep-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1670 |
1.1656 |
-0.0014 |
-0.1% |
1.1699 |
| High |
1.1676 |
1.1766 |
0.0090 |
0.8% |
1.1766 |
| Low |
1.1637 |
1.1655 |
0.0019 |
0.2% |
1.1618 |
| Close |
1.1651 |
1.1723 |
0.0072 |
0.6% |
1.1723 |
| Range |
0.0040 |
0.0111 |
0.0072 |
181.0% |
0.0149 |
| ATR |
0.0082 |
0.0085 |
0.0002 |
2.8% |
0.0000 |
| Volume |
131,523 |
245,605 |
114,082 |
86.7% |
816,091 |
|
| Daily Pivots for day following 05-Sep-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2048 |
1.1996 |
1.1784 |
|
| R3 |
1.1937 |
1.1885 |
1.1753 |
|
| R2 |
1.1826 |
1.1826 |
1.1743 |
|
| R1 |
1.1774 |
1.1774 |
1.1733 |
1.1800 |
| PP |
1.1715 |
1.1715 |
1.1715 |
1.1727 |
| S1 |
1.1663 |
1.1663 |
1.1712 |
1.1689 |
| S2 |
1.1604 |
1.1604 |
1.1702 |
|
| S3 |
1.1493 |
1.1552 |
1.1692 |
|
| S4 |
1.1382 |
1.1441 |
1.1661 |
|
|
| Weekly Pivots for week ending 05-Sep-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2148 |
1.2084 |
1.1804 |
|
| R3 |
1.1999 |
1.1935 |
1.1763 |
|
| R2 |
1.1851 |
1.1851 |
1.1750 |
|
| R1 |
1.1787 |
1.1787 |
1.1736 |
1.1819 |
| PP |
1.1702 |
1.1702 |
1.1702 |
1.1718 |
| S1 |
1.1638 |
1.1638 |
1.1709 |
1.1670 |
| S2 |
1.1554 |
1.1554 |
1.1695 |
|
| S3 |
1.1405 |
1.1490 |
1.1682 |
|
| S4 |
1.1257 |
1.1341 |
1.1641 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1766 |
1.1618 |
0.0149 |
1.3% |
0.0081 |
0.7% |
71% |
True |
False |
194,922 |
| 10 |
1.1766 |
1.1589 |
0.0178 |
1.5% |
0.0090 |
0.8% |
75% |
True |
False |
177,048 |
| 20 |
1.1766 |
1.1589 |
0.0178 |
1.5% |
0.0079 |
0.7% |
75% |
True |
False |
147,143 |
| 40 |
1.1829 |
1.1424 |
0.0405 |
3.5% |
0.0087 |
0.7% |
74% |
False |
False |
161,682 |
| 60 |
1.1890 |
1.1424 |
0.0466 |
4.0% |
0.0088 |
0.7% |
64% |
False |
False |
174,753 |
| 80 |
1.1890 |
1.1184 |
0.0706 |
6.0% |
0.0087 |
0.7% |
76% |
False |
False |
137,515 |
| 100 |
1.1890 |
1.1159 |
0.0731 |
6.2% |
0.0090 |
0.8% |
77% |
False |
False |
110,281 |
| 120 |
1.1890 |
1.0840 |
0.1050 |
9.0% |
0.0094 |
0.8% |
84% |
False |
False |
92,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2238 |
|
2.618 |
1.2057 |
|
1.618 |
1.1946 |
|
1.000 |
1.1877 |
|
0.618 |
1.1835 |
|
HIGH |
1.1766 |
|
0.618 |
1.1724 |
|
0.500 |
1.1711 |
|
0.382 |
1.1697 |
|
LOW |
1.1655 |
|
0.618 |
1.1586 |
|
1.000 |
1.1544 |
|
1.618 |
1.1475 |
|
2.618 |
1.1364 |
|
4.250 |
1.1183 |
|
|
| Fisher Pivots for day following 05-Sep-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1719 |
1.1712 |
| PP |
1.1715 |
1.1702 |
| S1 |
1.1711 |
1.1692 |
|