CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 03-Feb-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2025 |
03-Feb-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0412 |
1.0281 |
-0.0131 |
-1.3% |
1.0510 |
| High |
1.0455 |
1.0372 |
-0.0083 |
-0.8% |
1.0558 |
| Low |
1.0371 |
1.0231 |
-0.0140 |
-1.3% |
1.0371 |
| Close |
1.0397 |
1.0304 |
-0.0093 |
-0.9% |
1.0397 |
| Range |
0.0085 |
0.0141 |
0.0057 |
66.9% |
0.0187 |
| ATR |
0.0083 |
0.0089 |
0.0006 |
7.1% |
0.0000 |
| Volume |
305,136 |
433,767 |
128,631 |
42.2% |
1,124,482 |
|
| Daily Pivots for day following 03-Feb-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0725 |
1.0656 |
1.0382 |
|
| R3 |
1.0584 |
1.0515 |
1.0343 |
|
| R2 |
1.0443 |
1.0443 |
1.0330 |
|
| R1 |
1.0374 |
1.0374 |
1.0317 |
1.0409 |
| PP |
1.0302 |
1.0302 |
1.0302 |
1.0320 |
| S1 |
1.0233 |
1.0233 |
1.0291 |
1.0268 |
| S2 |
1.0161 |
1.0161 |
1.0278 |
|
| S3 |
1.0020 |
1.0092 |
1.0265 |
|
| S4 |
0.9879 |
0.9951 |
1.0226 |
|
|
| Weekly Pivots for week ending 31-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1003 |
1.0887 |
1.0500 |
|
| R3 |
1.0816 |
1.0700 |
1.0448 |
|
| R2 |
1.0629 |
1.0629 |
1.0431 |
|
| R1 |
1.0513 |
1.0513 |
1.0414 |
1.0477 |
| PP |
1.0442 |
1.0442 |
1.0442 |
1.0424 |
| S1 |
1.0326 |
1.0326 |
1.0380 |
1.0290 |
| S2 |
1.0255 |
1.0255 |
1.0363 |
|
| S3 |
1.0068 |
1.0139 |
1.0346 |
|
| S4 |
0.9881 |
0.9952 |
1.0294 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0515 |
1.0231 |
0.0284 |
2.8% |
0.0089 |
0.9% |
26% |
False |
True |
272,924 |
| 10 |
1.0558 |
1.0231 |
0.0327 |
3.2% |
0.0094 |
0.9% |
22% |
False |
True |
266,643 |
| 20 |
1.0558 |
1.0205 |
0.0353 |
3.4% |
0.0088 |
0.9% |
28% |
False |
False |
233,325 |
| 40 |
1.0678 |
1.0205 |
0.0473 |
4.6% |
0.0081 |
0.8% |
21% |
False |
False |
205,121 |
| 60 |
1.1000 |
1.0205 |
0.0796 |
7.7% |
0.0088 |
0.8% |
13% |
False |
False |
139,083 |
| 80 |
1.1051 |
1.0205 |
0.0847 |
8.2% |
0.0077 |
0.8% |
12% |
False |
False |
104,578 |
| 100 |
1.1282 |
1.0205 |
0.1078 |
10.5% |
0.0074 |
0.7% |
9% |
False |
False |
83,783 |
| 120 |
1.1292 |
1.0205 |
0.1088 |
10.6% |
0.0067 |
0.7% |
9% |
False |
False |
69,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0971 |
|
2.618 |
1.0741 |
|
1.618 |
1.0600 |
|
1.000 |
1.0513 |
|
0.618 |
1.0459 |
|
HIGH |
1.0372 |
|
0.618 |
1.0318 |
|
0.500 |
1.0302 |
|
0.382 |
1.0285 |
|
LOW |
1.0231 |
|
0.618 |
1.0144 |
|
1.000 |
1.0090 |
|
1.618 |
1.0003 |
|
2.618 |
0.9862 |
|
4.250 |
0.9632 |
|
|
| Fisher Pivots for day following 03-Feb-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0303 |
1.0360 |
| PP |
1.0302 |
1.0341 |
| S1 |
1.0302 |
1.0323 |
|