CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 17-Mar-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2025 |
17-Mar-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0854 |
1.0882 |
0.0028 |
0.3% |
1.0847 |
| High |
1.0913 |
1.0912 |
-0.0001 |
0.0% |
1.0951 |
| Low |
1.0832 |
1.0869 |
0.0038 |
0.3% |
1.0810 |
| Close |
1.0882 |
1.0911 |
0.0030 |
0.3% |
1.0882 |
| Range |
0.0081 |
0.0043 |
-0.0039 |
-47.5% |
0.0141 |
| ATR |
0.0091 |
0.0088 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
92,394 |
2,838 |
-89,556 |
-96.9% |
1,759,083 |
|
| Daily Pivots for day following 17-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1025 |
1.1010 |
1.0934 |
|
| R3 |
1.0982 |
1.0968 |
1.0923 |
|
| R2 |
1.0940 |
1.0940 |
1.0919 |
|
| R1 |
1.0925 |
1.0925 |
1.0915 |
1.0933 |
| PP |
1.0897 |
1.0897 |
1.0897 |
1.0901 |
| S1 |
1.0883 |
1.0883 |
1.0907 |
1.0890 |
| S2 |
1.0855 |
1.0855 |
1.0903 |
|
| S3 |
1.0812 |
1.0840 |
1.0899 |
|
| S4 |
1.0770 |
1.0798 |
1.0888 |
|
|
| Weekly Pivots for week ending 14-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1304 |
1.1234 |
1.0959 |
|
| R3 |
1.1163 |
1.1093 |
1.0920 |
|
| R2 |
1.1022 |
1.1022 |
1.0907 |
|
| R1 |
1.0952 |
1.0952 |
1.0894 |
1.0987 |
| PP |
1.0881 |
1.0881 |
1.0881 |
1.0898 |
| S1 |
1.0811 |
1.0811 |
1.0869 |
1.0846 |
| S2 |
1.0740 |
1.0740 |
1.0856 |
|
| S3 |
1.0599 |
1.0670 |
1.0843 |
|
| S4 |
1.0458 |
1.0529 |
1.0804 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0951 |
1.0824 |
0.0127 |
1.2% |
0.0074 |
0.7% |
69% |
False |
False |
288,042 |
| 10 |
1.0951 |
1.0478 |
0.0473 |
4.3% |
0.0099 |
0.9% |
92% |
False |
False |
335,630 |
| 20 |
1.0951 |
1.0367 |
0.0584 |
5.3% |
0.0087 |
0.8% |
93% |
False |
False |
274,851 |
| 40 |
1.0951 |
1.0231 |
0.0720 |
6.6% |
0.0088 |
0.8% |
95% |
False |
False |
257,433 |
| 60 |
1.0951 |
1.0205 |
0.0746 |
6.8% |
0.0086 |
0.8% |
95% |
False |
False |
234,422 |
| 80 |
1.0951 |
1.0205 |
0.0746 |
6.8% |
0.0085 |
0.8% |
95% |
False |
False |
197,079 |
| 100 |
1.1000 |
1.0205 |
0.0796 |
7.3% |
0.0083 |
0.8% |
89% |
False |
False |
158,049 |
| 120 |
1.1282 |
1.0205 |
0.1078 |
9.9% |
0.0078 |
0.7% |
66% |
False |
False |
131,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1092 |
|
2.618 |
1.1023 |
|
1.618 |
1.0980 |
|
1.000 |
1.0954 |
|
0.618 |
1.0938 |
|
HIGH |
1.0912 |
|
0.618 |
1.0895 |
|
0.500 |
1.0890 |
|
0.382 |
1.0885 |
|
LOW |
1.0869 |
|
0.618 |
1.0843 |
|
1.000 |
1.0827 |
|
1.618 |
1.0800 |
|
2.618 |
1.0758 |
|
4.250 |
1.0688 |
|
|
| Fisher Pivots for day following 17-Mar-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0904 |
1.0897 |
| PP |
1.0897 |
1.0883 |
| S1 |
1.0890 |
1.0868 |
|