CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 05-Feb-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2025 |
05-Feb-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0365 |
1.0401 |
0.0037 |
0.4% |
1.0510 |
| High |
1.0408 |
1.0464 |
0.0056 |
0.5% |
1.0558 |
| Low |
1.0292 |
1.0390 |
0.0098 |
0.9% |
1.0371 |
| Close |
1.0402 |
1.0427 |
0.0025 |
0.2% |
1.0397 |
| Range |
0.0116 |
0.0075 |
-0.0042 |
-35.8% |
0.0187 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
215,671 |
182,368 |
-33,303 |
-15.4% |
1,124,482 |
|
| Daily Pivots for day following 05-Feb-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0650 |
1.0613 |
1.0467 |
|
| R3 |
1.0576 |
1.0538 |
1.0447 |
|
| R2 |
1.0501 |
1.0501 |
1.0440 |
|
| R1 |
1.0464 |
1.0464 |
1.0433 |
1.0483 |
| PP |
1.0427 |
1.0427 |
1.0427 |
1.0436 |
| S1 |
1.0389 |
1.0389 |
1.0420 |
1.0408 |
| S2 |
1.0352 |
1.0352 |
1.0413 |
|
| S3 |
1.0278 |
1.0315 |
1.0406 |
|
| S4 |
1.0203 |
1.0240 |
1.0386 |
|
|
| 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% |
0.0100 |
1.0% |
76% |
False |
False |
271,285 |
| 10 |
1.0558 |
1.0231 |
0.0327 |
3.1% |
0.0089 |
0.9% |
60% |
False |
False |
240,742 |
| 20 |
1.0558 |
1.0205 |
0.0353 |
3.4% |
0.0086 |
0.8% |
63% |
False |
False |
229,809 |
| 40 |
1.0642 |
1.0205 |
0.0437 |
4.2% |
0.0082 |
0.8% |
51% |
False |
False |
212,931 |
| 60 |
1.0865 |
1.0205 |
0.0660 |
6.3% |
0.0085 |
0.8% |
34% |
False |
False |
145,646 |
| 80 |
1.1027 |
1.0205 |
0.0823 |
7.9% |
0.0079 |
0.8% |
27% |
False |
False |
109,554 |
| 100 |
1.1282 |
1.0205 |
0.1078 |
10.3% |
0.0075 |
0.7% |
21% |
False |
False |
87,753 |
| 120 |
1.1292 |
1.0205 |
0.1088 |
10.4% |
0.0068 |
0.7% |
20% |
False |
False |
73,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0781 |
|
2.618 |
1.0659 |
|
1.618 |
1.0585 |
|
1.000 |
1.0539 |
|
0.618 |
1.0510 |
|
HIGH |
1.0464 |
|
0.618 |
1.0436 |
|
0.500 |
1.0427 |
|
0.382 |
1.0418 |
|
LOW |
1.0390 |
|
0.618 |
1.0343 |
|
1.000 |
1.0315 |
|
1.618 |
1.0269 |
|
2.618 |
1.0194 |
|
4.250 |
1.0073 |
|
|
| Fisher Pivots for day following 05-Feb-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0427 |
1.0400 |
| PP |
1.0427 |
1.0374 |
| S1 |
1.0427 |
1.0348 |
|