CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 24-Mar-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2025 |
24-Mar-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0906 |
1.0872 |
-0.0035 |
-0.3% |
1.0937 |
| High |
1.0913 |
1.0909 |
-0.0004 |
0.0% |
1.1009 |
| Low |
1.0847 |
1.0832 |
-0.0015 |
-0.1% |
1.0847 |
| Close |
1.0872 |
1.0857 |
-0.0015 |
-0.1% |
1.0872 |
| Range |
0.0066 |
0.0077 |
0.0011 |
16.8% |
0.0162 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
158,453 |
166,534 |
8,081 |
5.1% |
860,862 |
|
| Daily Pivots for day following 24-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1095 |
1.1052 |
1.0899 |
|
| R3 |
1.1019 |
1.0976 |
1.0878 |
|
| R2 |
1.0942 |
1.0942 |
1.0871 |
|
| R1 |
1.0899 |
1.0899 |
1.0864 |
1.0883 |
| PP |
1.0866 |
1.0866 |
1.0866 |
1.0857 |
| S1 |
1.0823 |
1.0823 |
1.0849 |
1.0806 |
| S2 |
1.0789 |
1.0789 |
1.0842 |
|
| S3 |
1.0713 |
1.0746 |
1.0835 |
|
| S4 |
1.0636 |
1.0670 |
1.0814 |
|
|
| Weekly Pivots for week ending 21-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1394 |
1.1294 |
1.0960 |
|
| R3 |
1.1232 |
1.1133 |
1.0916 |
|
| R2 |
1.1071 |
1.1071 |
1.0901 |
|
| R1 |
1.0971 |
1.0971 |
1.0886 |
1.0940 |
| PP |
1.0909 |
1.0909 |
1.0909 |
1.0894 |
| S1 |
1.0810 |
1.0810 |
1.0857 |
1.0779 |
| S2 |
1.0748 |
1.0748 |
1.0842 |
|
| S3 |
1.0586 |
1.0648 |
1.0827 |
|
| S4 |
1.0425 |
1.0487 |
1.0783 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1009 |
1.0832 |
0.0177 |
1.6% |
0.0079 |
0.7% |
14% |
False |
True |
177,407 |
| 10 |
1.1009 |
1.0832 |
0.0177 |
1.6% |
0.0079 |
0.7% |
14% |
False |
True |
210,897 |
| 20 |
1.1009 |
1.0420 |
0.0589 |
5.4% |
0.0089 |
0.8% |
74% |
False |
False |
121,071 |
| 40 |
1.1009 |
1.0286 |
0.0723 |
6.7% |
0.0084 |
0.8% |
79% |
False |
False |
62,440 |
| 60 |
1.1009 |
1.0256 |
0.0753 |
6.9% |
0.0082 |
0.8% |
80% |
False |
False |
42,092 |
| 80 |
1.1009 |
1.0256 |
0.0753 |
6.9% |
0.0077 |
0.7% |
80% |
False |
False |
31,660 |
| 100 |
1.1050 |
1.0256 |
0.0795 |
7.3% |
0.0072 |
0.7% |
76% |
False |
False |
25,336 |
| 120 |
1.1230 |
1.0256 |
0.0975 |
9.0% |
0.0064 |
0.6% |
62% |
False |
False |
21,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1234 |
|
2.618 |
1.1109 |
|
1.618 |
1.1032 |
|
1.000 |
1.0985 |
|
0.618 |
1.0956 |
|
HIGH |
1.0909 |
|
0.618 |
1.0879 |
|
0.500 |
1.0870 |
|
0.382 |
1.0861 |
|
LOW |
1.0832 |
|
0.618 |
1.0785 |
|
1.000 |
1.0756 |
|
1.618 |
1.0708 |
|
2.618 |
1.0632 |
|
4.250 |
1.0507 |
|
|
| Fisher Pivots for day following 24-Mar-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0870 |
1.0901 |
| PP |
1.0866 |
1.0886 |
| S1 |
1.0861 |
1.0871 |
|