CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 12-Mar-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2025 |
12-Mar-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0838 |
1.0918 |
0.0080 |
0.7% |
1.0410 |
| High |
1.0951 |
1.0936 |
-0.0015 |
-0.1% |
1.0894 |
| Low |
1.0837 |
1.0879 |
0.0042 |
0.4% |
1.0396 |
| Close |
1.0935 |
1.0888 |
-0.0048 |
-0.4% |
1.0847 |
| Range |
0.0114 |
0.0057 |
-0.0057 |
-49.8% |
0.0498 |
| ATR |
0.0096 |
0.0094 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
504,306 |
535,145 |
30,839 |
6.1% |
1,907,753 |
|
| Daily Pivots for day following 12-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1072 |
1.1037 |
1.0919 |
|
| R3 |
1.1015 |
1.0980 |
1.0903 |
|
| R2 |
1.0958 |
1.0958 |
1.0898 |
|
| R1 |
1.0923 |
1.0923 |
1.0893 |
1.0912 |
| PP |
1.0901 |
1.0901 |
1.0901 |
1.0895 |
| S1 |
1.0866 |
1.0866 |
1.0882 |
1.0855 |
| S2 |
1.0844 |
1.0844 |
1.0877 |
|
| S3 |
1.0787 |
1.0809 |
1.0872 |
|
| S4 |
1.0730 |
1.0752 |
1.0856 |
|
|
| 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 |
1.0771 |
0.0180 |
1.6% |
0.0087 |
0.8% |
65% |
False |
False |
416,928 |
| 10 |
1.0951 |
1.0367 |
0.0584 |
5.4% |
0.0107 |
1.0% |
89% |
False |
False |
376,204 |
| 20 |
1.0951 |
1.0330 |
0.0621 |
5.7% |
0.0091 |
0.8% |
90% |
False |
False |
294,260 |
| 40 |
1.0951 |
1.0231 |
0.0720 |
6.6% |
0.0088 |
0.8% |
91% |
False |
False |
262,872 |
| 60 |
1.0951 |
1.0205 |
0.0746 |
6.9% |
0.0085 |
0.8% |
92% |
False |
False |
236,845 |
| 80 |
1.0951 |
1.0205 |
0.0746 |
6.9% |
0.0085 |
0.8% |
92% |
False |
False |
192,170 |
| 100 |
1.1000 |
1.0205 |
0.0796 |
7.3% |
0.0083 |
0.8% |
86% |
False |
False |
154,084 |
| 120 |
1.1282 |
1.0205 |
0.1078 |
9.9% |
0.0079 |
0.7% |
63% |
False |
False |
128,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1178 |
|
2.618 |
1.1085 |
|
1.618 |
1.1028 |
|
1.000 |
1.0993 |
|
0.618 |
1.0971 |
|
HIGH |
1.0936 |
|
0.618 |
1.0914 |
|
0.500 |
1.0907 |
|
0.382 |
1.0900 |
|
LOW |
1.0879 |
|
0.618 |
1.0843 |
|
1.000 |
1.0822 |
|
1.618 |
1.0786 |
|
2.618 |
1.0729 |
|
4.250 |
1.0636 |
|
|
| Fisher Pivots for day following 12-Mar-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0907 |
1.0885 |
| PP |
1.0901 |
1.0883 |
| S1 |
1.0894 |
1.0880 |
|