CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 11-Mar-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2025 |
11-Mar-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0847 |
1.0838 |
-0.0009 |
-0.1% |
1.0410 |
| High |
1.0880 |
1.0951 |
0.0071 |
0.7% |
1.0894 |
| Low |
1.0810 |
1.0837 |
0.0028 |
0.3% |
1.0396 |
| Close |
1.0834 |
1.0935 |
0.0101 |
0.9% |
1.0847 |
| Range |
0.0070 |
0.0114 |
0.0044 |
62.1% |
0.0498 |
| ATR |
0.0095 |
0.0096 |
0.0002 |
1.6% |
0.0000 |
| Volume |
321,711 |
504,306 |
182,595 |
56.8% |
1,907,753 |
|
| Daily Pivots for day following 11-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1248 |
1.1205 |
1.0997 |
|
| R3 |
1.1135 |
1.1092 |
1.0966 |
|
| R2 |
1.1021 |
1.1021 |
1.0956 |
|
| R1 |
1.0978 |
1.0978 |
1.0945 |
1.1000 |
| PP |
1.0908 |
1.0908 |
1.0908 |
1.0918 |
| S1 |
1.0865 |
1.0865 |
1.0925 |
1.0886 |
| S2 |
1.0794 |
1.0794 |
1.0914 |
|
| S3 |
1.0681 |
1.0751 |
1.0904 |
|
| S4 |
1.0567 |
1.0638 |
1.0873 |
|
|
| Weekly Pivots for week ending 07-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2206 |
1.2025 |
1.1121 |
|
| R3 |
1.1708 |
1.1527 |
1.0984 |
|
| R2 |
1.1210 |
1.1210 |
1.0938 |
|
| R1 |
1.1029 |
1.1029 |
1.0893 |
1.1120 |
| PP |
1.0712 |
1.0712 |
1.0712 |
1.0758 |
| S1 |
1.0531 |
1.0531 |
1.0801 |
1.0622 |
| S2 |
1.0214 |
1.0214 |
1.0756 |
|
| S3 |
0.9716 |
1.0033 |
1.0710 |
|
| S4 |
0.9218 |
0.9535 |
1.0573 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0951 |
1.0609 |
0.0342 |
3.1% |
0.0115 |
1.1% |
95% |
True |
False |
404,679 |
| 10 |
1.0951 |
1.0367 |
0.0584 |
5.3% |
0.0106 |
1.0% |
97% |
True |
False |
343,592 |
| 20 |
1.0951 |
1.0309 |
0.0642 |
5.9% |
0.0092 |
0.8% |
98% |
True |
False |
275,119 |
| 40 |
1.0951 |
1.0205 |
0.0746 |
6.8% |
0.0089 |
0.8% |
98% |
True |
False |
254,529 |
| 60 |
1.0951 |
1.0205 |
0.0746 |
6.8% |
0.0086 |
0.8% |
98% |
True |
False |
232,427 |
| 80 |
1.0951 |
1.0205 |
0.0746 |
6.8% |
0.0086 |
0.8% |
98% |
True |
False |
185,530 |
| 100 |
1.1000 |
1.0205 |
0.0796 |
7.3% |
0.0082 |
0.8% |
92% |
False |
False |
148,737 |
| 120 |
1.1282 |
1.0205 |
0.1078 |
9.9% |
0.0079 |
0.7% |
68% |
False |
False |
124,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1433 |
|
2.618 |
1.1248 |
|
1.618 |
1.1134 |
|
1.000 |
1.1064 |
|
0.618 |
1.1021 |
|
HIGH |
1.0951 |
|
0.618 |
1.0907 |
|
0.500 |
1.0894 |
|
0.382 |
1.0880 |
|
LOW |
1.0837 |
|
0.618 |
1.0767 |
|
1.000 |
1.0724 |
|
1.618 |
1.0653 |
|
2.618 |
1.0540 |
|
4.250 |
1.0355 |
|
|
| Fisher Pivots for day following 11-Mar-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0921 |
1.0913 |
| PP |
1.0908 |
1.0891 |
| S1 |
1.0894 |
1.0868 |
|