CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 04-Feb-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2025 |
04-Feb-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0281 |
1.0365 |
0.0084 |
0.8% |
1.0510 |
| High |
1.0372 |
1.0408 |
0.0036 |
0.3% |
1.0558 |
| Low |
1.0231 |
1.0292 |
0.0061 |
0.6% |
1.0371 |
| Close |
1.0304 |
1.0402 |
0.0098 |
1.0% |
1.0397 |
| Range |
0.0141 |
0.0116 |
-0.0025 |
-17.7% |
0.0187 |
| ATR |
0.0089 |
0.0091 |
0.0002 |
2.1% |
0.0000 |
| Volume |
433,767 |
215,671 |
-218,096 |
-50.3% |
1,124,482 |
|
| Daily Pivots for day following 04-Feb-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0715 |
1.0675 |
1.0466 |
|
| R3 |
1.0599 |
1.0559 |
1.0434 |
|
| R2 |
1.0483 |
1.0483 |
1.0423 |
|
| R1 |
1.0443 |
1.0443 |
1.0413 |
1.0463 |
| PP |
1.0367 |
1.0367 |
1.0367 |
1.0378 |
| S1 |
1.0327 |
1.0327 |
1.0391 |
1.0347 |
| S2 |
1.0251 |
1.0251 |
1.0381 |
|
| S3 |
1.0135 |
1.0211 |
1.0370 |
|
| S4 |
1.0019 |
1.0095 |
1.0338 |
|
|
| 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 |
1.0489 |
1.0231 |
0.0258 |
2.5% |
0.0097 |
0.9% |
66% |
False |
False |
280,734 |
| 10 |
1.0558 |
1.0231 |
0.0327 |
3.1% |
0.0088 |
0.9% |
52% |
False |
False |
241,009 |
| 20 |
1.0558 |
1.0205 |
0.0353 |
3.4% |
0.0087 |
0.8% |
56% |
False |
False |
230,128 |
| 40 |
1.0678 |
1.0205 |
0.0473 |
4.5% |
0.0082 |
0.8% |
42% |
False |
False |
209,834 |
| 60 |
1.0887 |
1.0205 |
0.0682 |
6.6% |
0.0085 |
0.8% |
29% |
False |
False |
142,639 |
| 80 |
1.1027 |
1.0205 |
0.0823 |
7.9% |
0.0078 |
0.8% |
24% |
False |
False |
107,281 |
| 100 |
1.1282 |
1.0205 |
0.1078 |
10.4% |
0.0075 |
0.7% |
18% |
False |
False |
85,931 |
| 120 |
1.1292 |
1.0205 |
0.1088 |
10.5% |
0.0068 |
0.6% |
18% |
False |
False |
71,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0901 |
|
2.618 |
1.0712 |
|
1.618 |
1.0596 |
|
1.000 |
1.0524 |
|
0.618 |
1.0480 |
|
HIGH |
1.0408 |
|
0.618 |
1.0364 |
|
0.500 |
1.0350 |
|
0.382 |
1.0336 |
|
LOW |
1.0292 |
|
0.618 |
1.0220 |
|
1.000 |
1.0176 |
|
1.618 |
1.0104 |
|
2.618 |
0.9988 |
|
4.250 |
0.9799 |
|
|
| Fisher Pivots for day following 04-Feb-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0385 |
1.0382 |
| PP |
1.0367 |
1.0363 |
| S1 |
1.0350 |
1.0343 |
|