CME Euro FX (E) Future June 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 |
1.0900 |
1.0893 |
-0.0007 |
-0.1% |
1.0461 |
| High |
1.0932 |
1.1005 |
0.0073 |
0.7% |
1.0947 |
| Low |
1.0863 |
1.0891 |
0.0028 |
0.3% |
1.0449 |
| Close |
1.0888 |
1.0989 |
0.0102 |
0.9% |
1.0901 |
| Range |
0.0069 |
0.0115 |
0.0046 |
65.9% |
0.0498 |
| ATR |
0.0092 |
0.0094 |
0.0002 |
1.9% |
0.0000 |
| Volume |
93,202 |
267,277 |
174,075 |
186.8% |
203,051 |
|
| Daily Pivots for day following 11-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1305 |
1.1262 |
1.1052 |
|
| R3 |
1.1191 |
1.1147 |
1.1020 |
|
| R2 |
1.1076 |
1.1076 |
1.1010 |
|
| R1 |
1.1033 |
1.1033 |
1.0999 |
1.1054 |
| PP |
1.0962 |
1.0962 |
1.0962 |
1.0972 |
| S1 |
1.0918 |
1.0918 |
1.0979 |
1.0940 |
| S2 |
1.0847 |
1.0847 |
1.0968 |
|
| S3 |
1.0733 |
1.0804 |
1.0958 |
|
| S4 |
1.0618 |
1.0689 |
1.0926 |
|
|
| Weekly Pivots for week ending 07-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2258 |
1.2077 |
1.1174 |
|
| R3 |
1.1760 |
1.1579 |
1.1037 |
|
| R2 |
1.1263 |
1.1263 |
1.0992 |
|
| R1 |
1.1082 |
1.1082 |
1.0946 |
1.1172 |
| PP |
1.0765 |
1.0765 |
1.0765 |
1.0811 |
| S1 |
1.0584 |
1.0584 |
1.0855 |
1.0675 |
| S2 |
1.0268 |
1.0268 |
1.0809 |
|
| S3 |
0.9770 |
1.0087 |
1.0764 |
|
| S4 |
0.9273 |
0.9589 |
1.0627 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1005 |
1.0661 |
0.0344 |
3.1% |
0.0115 |
1.0% |
95% |
True |
False |
100,313 |
| 10 |
1.1005 |
1.0420 |
0.0585 |
5.3% |
0.0105 |
1.0% |
97% |
True |
False |
57,686 |
| 20 |
1.1005 |
1.0363 |
0.0642 |
5.8% |
0.0090 |
0.8% |
98% |
True |
False |
31,895 |
| 40 |
1.1005 |
1.0256 |
0.0750 |
6.8% |
0.0085 |
0.8% |
98% |
True |
False |
16,830 |
| 60 |
1.1005 |
1.0256 |
0.0750 |
6.8% |
0.0082 |
0.7% |
98% |
True |
False |
11,483 |
| 80 |
1.1005 |
1.0256 |
0.0750 |
6.8% |
0.0075 |
0.7% |
98% |
True |
False |
8,643 |
| 100 |
1.1050 |
1.0256 |
0.0795 |
7.2% |
0.0068 |
0.6% |
92% |
False |
False |
6,921 |
| 120 |
1.1308 |
1.0256 |
0.1053 |
9.6% |
0.0061 |
0.6% |
70% |
False |
False |
5,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1492 |
|
2.618 |
1.1305 |
|
1.618 |
1.1190 |
|
1.000 |
1.1120 |
|
0.618 |
1.1076 |
|
HIGH |
1.1005 |
|
0.618 |
1.0961 |
|
0.500 |
1.0948 |
|
0.382 |
1.0934 |
|
LOW |
1.0891 |
|
0.618 |
1.0820 |
|
1.000 |
1.0776 |
|
1.618 |
1.0705 |
|
2.618 |
1.0591 |
|
4.250 |
1.0404 |
|
|
| Fisher Pivots for day following 11-Mar-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0975 |
1.0967 |
| PP |
1.0962 |
1.0944 |
| S1 |
1.0948 |
1.0922 |
|