CME Euro FX (E) Future September 2025
| Trading Metrics calculated at close of trading on 12-Sep-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2025 |
12-Sep-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1702 |
1.1737 |
0.0035 |
0.3% |
1.1727 |
| High |
1.1748 |
1.1749 |
0.0001 |
0.0% |
1.1785 |
| Low |
1.1656 |
1.1702 |
0.0046 |
0.4% |
1.1656 |
| Close |
1.1738 |
1.1743 |
0.0005 |
0.0% |
1.1743 |
| Range |
0.0092 |
0.0047 |
-0.0045 |
-48.6% |
0.0129 |
| ATR |
0.0081 |
0.0078 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
378,653 |
118,703 |
-259,950 |
-68.7% |
1,602,533 |
|
| Daily Pivots for day following 12-Sep-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1872 |
1.1854 |
1.1768 |
|
| R3 |
1.1825 |
1.1807 |
1.1755 |
|
| R2 |
1.1778 |
1.1778 |
1.1751 |
|
| R1 |
1.1760 |
1.1760 |
1.1747 |
1.1769 |
| PP |
1.1731 |
1.1731 |
1.1731 |
1.1735 |
| S1 |
1.1713 |
1.1713 |
1.1738 |
1.1722 |
| S2 |
1.1684 |
1.1684 |
1.1734 |
|
| S3 |
1.1637 |
1.1666 |
1.1730 |
|
| S4 |
1.1590 |
1.1619 |
1.1717 |
|
|
| Weekly Pivots for week ending 12-Sep-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2115 |
1.2058 |
1.1813 |
|
| R3 |
1.1986 |
1.1929 |
1.1778 |
|
| R2 |
1.1857 |
1.1857 |
1.1766 |
|
| R1 |
1.1800 |
1.1800 |
1.1754 |
1.1828 |
| PP |
1.1728 |
1.1728 |
1.1728 |
1.1742 |
| S1 |
1.1671 |
1.1671 |
1.1731 |
1.1699 |
| S2 |
1.1599 |
1.1599 |
1.1719 |
|
| S3 |
1.1470 |
1.1542 |
1.1707 |
|
| S4 |
1.1341 |
1.1413 |
1.1672 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1785 |
1.1656 |
0.0129 |
1.1% |
0.0065 |
0.6% |
67% |
False |
False |
320,506 |
| 10 |
1.1785 |
1.1618 |
0.0168 |
1.4% |
0.0073 |
0.6% |
75% |
False |
False |
257,714 |
| 20 |
1.1785 |
1.1589 |
0.0197 |
1.7% |
0.0076 |
0.6% |
78% |
False |
False |
195,224 |
| 40 |
1.1829 |
1.1424 |
0.0405 |
3.4% |
0.0084 |
0.7% |
79% |
False |
False |
180,745 |
| 60 |
1.1890 |
1.1424 |
0.0466 |
4.0% |
0.0084 |
0.7% |
68% |
False |
False |
177,248 |
| 80 |
1.1890 |
1.1294 |
0.0596 |
5.1% |
0.0086 |
0.7% |
75% |
False |
False |
157,431 |
| 100 |
1.1890 |
1.1159 |
0.0731 |
6.2% |
0.0087 |
0.7% |
80% |
False |
False |
126,276 |
| 120 |
1.1890 |
1.0840 |
0.1050 |
8.9% |
0.0094 |
0.8% |
86% |
False |
False |
105,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1948 |
|
2.618 |
1.1872 |
|
1.618 |
1.1825 |
|
1.000 |
1.1796 |
|
0.618 |
1.1778 |
|
HIGH |
1.1749 |
|
0.618 |
1.1731 |
|
0.500 |
1.1725 |
|
0.382 |
1.1719 |
|
LOW |
1.1702 |
|
0.618 |
1.1672 |
|
1.000 |
1.1655 |
|
1.618 |
1.1625 |
|
2.618 |
1.1578 |
|
4.250 |
1.1502 |
|
|
| Fisher Pivots for day following 12-Sep-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1737 |
1.1729 |
| PP |
1.1731 |
1.1716 |
| S1 |
1.1725 |
1.1702 |
|