CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 11-Feb-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2025 |
11-Feb-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0315 |
1.0324 |
0.0009 |
0.1% |
1.0281 |
| High |
1.0354 |
1.0399 |
0.0045 |
0.4% |
1.0464 |
| Low |
1.0307 |
1.0309 |
0.0003 |
0.0% |
1.0231 |
| Close |
1.0324 |
1.0375 |
0.0051 |
0.5% |
1.0350 |
| Range |
0.0048 |
0.0090 |
0.0042 |
88.4% |
0.0233 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.3% |
0.0000 |
| Volume |
132,237 |
152,331 |
20,094 |
15.2% |
1,308,188 |
|
| Daily Pivots for day following 11-Feb-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0629 |
1.0591 |
1.0424 |
|
| R3 |
1.0540 |
1.0502 |
1.0399 |
|
| R2 |
1.0450 |
1.0450 |
1.0391 |
|
| R1 |
1.0412 |
1.0412 |
1.0383 |
1.0431 |
| PP |
1.0361 |
1.0361 |
1.0361 |
1.0370 |
| S1 |
1.0323 |
1.0323 |
1.0366 |
1.0342 |
| S2 |
1.0271 |
1.0271 |
1.0358 |
|
| S3 |
1.0182 |
1.0233 |
1.0350 |
|
| S4 |
1.0092 |
1.0144 |
1.0325 |
|
|
| Weekly Pivots for week ending 07-Feb-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1047 |
1.0932 |
1.0478 |
|
| R3 |
1.0814 |
1.0699 |
1.0414 |
|
| R2 |
1.0581 |
1.0581 |
1.0393 |
|
| R1 |
1.0466 |
1.0466 |
1.0371 |
1.0524 |
| PP |
1.0348 |
1.0348 |
1.0348 |
1.0377 |
| S1 |
1.0233 |
1.0233 |
1.0329 |
1.0291 |
| S2 |
1.0115 |
1.0115 |
1.0307 |
|
| S3 |
0.9882 |
1.0000 |
1.0286 |
|
| S4 |
0.9649 |
0.9767 |
1.0222 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0464 |
1.0307 |
0.0158 |
1.5% |
0.0075 |
0.7% |
43% |
False |
False |
188,663 |
| 10 |
1.0489 |
1.0231 |
0.0258 |
2.5% |
0.0086 |
0.8% |
56% |
False |
False |
234,698 |
| 20 |
1.0558 |
1.0231 |
0.0327 |
3.1% |
0.0086 |
0.8% |
44% |
False |
False |
231,483 |
| 40 |
1.0577 |
1.0205 |
0.0373 |
3.6% |
0.0083 |
0.8% |
46% |
False |
False |
208,157 |
| 60 |
1.0678 |
1.0205 |
0.0473 |
4.6% |
0.0084 |
0.8% |
36% |
False |
False |
158,154 |
| 80 |
1.1000 |
1.0205 |
0.0796 |
7.7% |
0.0081 |
0.8% |
21% |
False |
False |
119,050 |
| 100 |
1.1282 |
1.0205 |
0.1078 |
10.4% |
0.0076 |
0.7% |
16% |
False |
False |
95,355 |
| 120 |
1.1292 |
1.0205 |
0.1088 |
10.5% |
0.0070 |
0.7% |
16% |
False |
False |
79,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0779 |
|
2.618 |
1.0633 |
|
1.618 |
1.0543 |
|
1.000 |
1.0488 |
|
0.618 |
1.0454 |
|
HIGH |
1.0399 |
|
0.618 |
1.0364 |
|
0.500 |
1.0354 |
|
0.382 |
1.0343 |
|
LOW |
1.0309 |
|
0.618 |
1.0254 |
|
1.000 |
1.0220 |
|
1.618 |
1.0164 |
|
2.618 |
1.0075 |
|
4.250 |
0.9929 |
|
|
| Fisher Pivots for day following 11-Feb-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0368 |
1.0373 |
| PP |
1.0361 |
1.0371 |
| S1 |
1.0354 |
1.0370 |
|