CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 05-Mar-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2025 |
05-Mar-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0492 |
1.0629 |
0.0137 |
1.3% |
1.0484 |
| High |
1.0635 |
1.0804 |
0.0169 |
1.6% |
1.0540 |
| Low |
1.0478 |
1.0609 |
0.0131 |
1.2% |
1.0367 |
| Close |
1.0608 |
1.0797 |
0.0189 |
1.8% |
1.0375 |
| Range |
0.0157 |
0.0196 |
0.0039 |
24.5% |
0.0173 |
| ATR |
0.0089 |
0.0096 |
0.0008 |
8.6% |
0.0000 |
| Volume |
397,006 |
473,901 |
76,895 |
19.4% |
1,079,644 |
|
| Daily Pivots for day following 05-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1323 |
1.1256 |
1.0905 |
|
| R3 |
1.1128 |
1.1060 |
1.0851 |
|
| R2 |
1.0932 |
1.0932 |
1.0833 |
|
| R1 |
1.0865 |
1.0865 |
1.0815 |
1.0898 |
| PP |
1.0737 |
1.0737 |
1.0737 |
1.0753 |
| S1 |
1.0669 |
1.0669 |
1.0779 |
1.0703 |
| S2 |
1.0541 |
1.0541 |
1.0761 |
|
| S3 |
1.0346 |
1.0474 |
1.0743 |
|
| S4 |
1.0150 |
1.0278 |
1.0689 |
|
|
| Weekly Pivots for week ending 28-Feb-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0945 |
1.0832 |
1.0470 |
|
| R3 |
1.0772 |
1.0660 |
1.0422 |
|
| R2 |
1.0600 |
1.0600 |
1.0407 |
|
| R1 |
1.0487 |
1.0487 |
1.0391 |
1.0457 |
| PP |
1.0427 |
1.0427 |
1.0427 |
1.0412 |
| S1 |
1.0315 |
1.0315 |
1.0359 |
1.0285 |
| S2 |
1.0255 |
1.0255 |
1.0343 |
|
| S3 |
1.0082 |
1.0142 |
1.0328 |
|
| S4 |
0.9910 |
0.9970 |
1.0280 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0804 |
1.0367 |
0.0437 |
4.0% |
0.0126 |
1.2% |
98% |
True |
False |
335,480 |
| 10 |
1.0804 |
1.0367 |
0.0437 |
4.0% |
0.0096 |
0.9% |
98% |
True |
False |
261,593 |
| 20 |
1.0804 |
1.0307 |
0.0498 |
4.6% |
0.0088 |
0.8% |
99% |
True |
False |
237,194 |
| 40 |
1.0804 |
1.0205 |
0.0600 |
5.6% |
0.0087 |
0.8% |
99% |
True |
False |
233,661 |
| 60 |
1.0804 |
1.0205 |
0.0600 |
5.6% |
0.0084 |
0.8% |
99% |
True |
False |
218,941 |
| 80 |
1.0887 |
1.0205 |
0.0682 |
6.3% |
0.0086 |
0.8% |
87% |
False |
False |
166,268 |
| 100 |
1.1027 |
1.0205 |
0.0823 |
7.6% |
0.0080 |
0.7% |
72% |
False |
False |
133,255 |
| 120 |
1.1282 |
1.0205 |
0.1078 |
10.0% |
0.0077 |
0.7% |
55% |
False |
False |
111,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1635 |
|
2.618 |
1.1316 |
|
1.618 |
1.1120 |
|
1.000 |
1.1000 |
|
0.618 |
1.0925 |
|
HIGH |
1.0804 |
|
0.618 |
1.0729 |
|
0.500 |
1.0706 |
|
0.382 |
1.0683 |
|
LOW |
1.0609 |
|
0.618 |
1.0488 |
|
1.000 |
1.0413 |
|
1.618 |
1.0292 |
|
2.618 |
1.0097 |
|
4.250 |
0.9778 |
|
|
| Fisher Pivots for day following 05-Mar-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0767 |
1.0731 |
| PP |
1.0737 |
1.0666 |
| S1 |
1.0706 |
1.0600 |
|