CME Euro FX (E) Future June 2025
| Trading Metrics calculated at close of trading on 27-Mar-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2025 |
27-Mar-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0843 |
1.0789 |
-0.0055 |
-0.5% |
1.0937 |
| High |
1.0853 |
1.0869 |
0.0016 |
0.1% |
1.1009 |
| Low |
1.0794 |
1.0781 |
-0.0013 |
-0.1% |
1.0847 |
| Close |
1.0805 |
1.0839 |
0.0035 |
0.3% |
1.0872 |
| Range |
0.0060 |
0.0088 |
0.0029 |
47.9% |
0.0162 |
| ATR |
0.0081 |
0.0082 |
0.0000 |
0.6% |
0.0000 |
| Volume |
172,095 |
191,301 |
19,206 |
11.2% |
860,862 |
|
| Daily Pivots for day following 27-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1094 |
1.1054 |
1.0887 |
|
| R3 |
1.1006 |
1.0966 |
1.0863 |
|
| R2 |
1.0918 |
1.0918 |
1.0855 |
|
| R1 |
1.0878 |
1.0878 |
1.0847 |
1.0898 |
| PP |
1.0830 |
1.0830 |
1.0830 |
1.0840 |
| S1 |
1.0790 |
1.0790 |
1.0831 |
1.0810 |
| S2 |
1.0742 |
1.0742 |
1.0823 |
|
| S3 |
1.0654 |
1.0702 |
1.0815 |
|
| S4 |
1.0566 |
1.0614 |
1.0791 |
|
|
| 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 |
1.0913 |
1.0781 |
0.0132 |
1.2% |
0.0069 |
0.6% |
44% |
False |
True |
168,206 |
| 10 |
1.1009 |
1.0781 |
0.0228 |
2.1% |
0.0074 |
0.7% |
25% |
False |
True |
178,755 |
| 20 |
1.1009 |
1.0420 |
0.0589 |
5.4% |
0.0089 |
0.8% |
71% |
False |
False |
146,381 |
| 40 |
1.1009 |
1.0286 |
0.0723 |
6.7% |
0.0084 |
0.8% |
77% |
False |
False |
75,232 |
| 60 |
1.1009 |
1.0256 |
0.0753 |
6.9% |
0.0083 |
0.8% |
77% |
False |
False |
50,668 |
| 80 |
1.1009 |
1.0256 |
0.0753 |
6.9% |
0.0077 |
0.7% |
77% |
False |
False |
38,109 |
| 100 |
1.1050 |
1.0256 |
0.0795 |
7.3% |
0.0073 |
0.7% |
73% |
False |
False |
30,495 |
| 120 |
1.1141 |
1.0256 |
0.0885 |
8.2% |
0.0065 |
0.6% |
66% |
False |
False |
25,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1243 |
|
2.618 |
1.1099 |
|
1.618 |
1.1011 |
|
1.000 |
1.0957 |
|
0.618 |
1.0923 |
|
HIGH |
1.0869 |
|
0.618 |
1.0835 |
|
0.500 |
1.0825 |
|
0.382 |
1.0815 |
|
LOW |
1.0781 |
|
0.618 |
1.0727 |
|
1.000 |
1.0693 |
|
1.618 |
1.0639 |
|
2.618 |
1.0551 |
|
4.250 |
1.0407 |
|
|
| Fisher Pivots for day following 27-Mar-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0834 |
1.0836 |
| PP |
1.0830 |
1.0834 |
| S1 |
1.0825 |
1.0831 |
|