CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 27-Feb-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2025 |
27-Feb-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0525 |
1.0495 |
-0.0030 |
-0.3% |
1.0505 |
| High |
1.0539 |
1.0505 |
-0.0034 |
-0.3% |
1.0521 |
| Low |
1.0485 |
1.0405 |
-0.0080 |
-0.8% |
1.0414 |
| Close |
1.0502 |
1.0413 |
-0.0089 |
-0.8% |
1.0474 |
| Range |
0.0055 |
0.0100 |
0.0046 |
83.5% |
0.0107 |
| ATR |
0.0079 |
0.0081 |
0.0001 |
1.9% |
0.0000 |
| Volume |
209,027 |
249,469 |
40,442 |
19.3% |
747,713 |
|
| Daily Pivots for day following 27-Feb-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0741 |
1.0677 |
1.0468 |
|
| R3 |
1.0641 |
1.0577 |
1.0441 |
|
| R2 |
1.0541 |
1.0541 |
1.0431 |
|
| R1 |
1.0477 |
1.0477 |
1.0422 |
1.0459 |
| PP |
1.0441 |
1.0441 |
1.0441 |
1.0432 |
| S1 |
1.0377 |
1.0377 |
1.0404 |
1.0359 |
| S2 |
1.0341 |
1.0341 |
1.0395 |
|
| S3 |
1.0241 |
1.0277 |
1.0386 |
|
| S4 |
1.0141 |
1.0177 |
1.0358 |
|
|
| Weekly Pivots for week ending 21-Feb-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0789 |
1.0738 |
1.0533 |
|
| R3 |
1.0683 |
1.0632 |
1.0503 |
|
| R2 |
1.0576 |
1.0576 |
1.0494 |
|
| R1 |
1.0525 |
1.0525 |
1.0484 |
1.0497 |
| PP |
1.0470 |
1.0470 |
1.0470 |
1.0456 |
| S1 |
1.0419 |
1.0419 |
1.0464 |
1.0391 |
| S2 |
1.0363 |
1.0363 |
1.0454 |
|
| S3 |
1.0257 |
1.0312 |
1.0445 |
|
| S4 |
1.0150 |
1.0206 |
1.0415 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0540 |
1.0405 |
0.0135 |
1.3% |
0.0070 |
0.7% |
6% |
False |
True |
203,516 |
| 10 |
1.0540 |
1.0388 |
0.0152 |
1.5% |
0.0073 |
0.7% |
17% |
False |
False |
209,278 |
| 20 |
1.0540 |
1.0231 |
0.0309 |
3.0% |
0.0082 |
0.8% |
59% |
False |
False |
224,500 |
| 40 |
1.0558 |
1.0205 |
0.0353 |
3.4% |
0.0084 |
0.8% |
59% |
False |
False |
219,423 |
| 60 |
1.0678 |
1.0205 |
0.0473 |
4.5% |
0.0080 |
0.8% |
44% |
False |
False |
196,751 |
| 80 |
1.1000 |
1.0205 |
0.0796 |
7.6% |
0.0085 |
0.8% |
26% |
False |
False |
148,499 |
| 100 |
1.1110 |
1.0205 |
0.0906 |
8.7% |
0.0077 |
0.7% |
23% |
False |
False |
118,996 |
| 120 |
1.1282 |
1.0205 |
0.1078 |
10.3% |
0.0073 |
0.7% |
19% |
False |
False |
99,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0930 |
|
2.618 |
1.0767 |
|
1.618 |
1.0667 |
|
1.000 |
1.0605 |
|
0.618 |
1.0567 |
|
HIGH |
1.0505 |
|
0.618 |
1.0467 |
|
0.500 |
1.0455 |
|
0.382 |
1.0443 |
|
LOW |
1.0405 |
|
0.618 |
1.0343 |
|
1.000 |
1.0305 |
|
1.618 |
1.0243 |
|
2.618 |
1.0143 |
|
4.250 |
0.9980 |
|
|
| Fisher Pivots for day following 27-Feb-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0455 |
1.0472 |
| PP |
1.0441 |
1.0452 |
| S1 |
1.0427 |
1.0433 |
|