CME Euro FX (E) Future March 2025
| Trading Metrics calculated at close of trading on 06-Mar-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2025 |
06-Mar-2025 |
Change |
Change % |
Previous Week |
| Open |
1.0629 |
1.0798 |
0.0169 |
1.6% |
1.0484 |
| High |
1.0804 |
1.0859 |
0.0055 |
0.5% |
1.0540 |
| Low |
1.0609 |
1.0771 |
0.0163 |
1.5% |
1.0367 |
| Close |
1.0797 |
1.0808 |
0.0011 |
0.1% |
1.0375 |
| Range |
0.0196 |
0.0088 |
-0.0108 |
-55.0% |
0.0173 |
| ATR |
0.0096 |
0.0096 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
473,901 |
387,937 |
-85,964 |
-18.1% |
1,079,644 |
|
| Daily Pivots for day following 06-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1077 |
1.1030 |
1.0856 |
|
| R3 |
1.0989 |
1.0942 |
1.0832 |
|
| R2 |
1.0901 |
1.0901 |
1.0824 |
|
| R1 |
1.0854 |
1.0854 |
1.0816 |
1.0877 |
| PP |
1.0813 |
1.0813 |
1.0813 |
1.0824 |
| S1 |
1.0766 |
1.0766 |
1.0799 |
1.0789 |
| S2 |
1.0725 |
1.0725 |
1.0791 |
|
| S3 |
1.0637 |
1.0678 |
1.0783 |
|
| S4 |
1.0549 |
1.0590 |
1.0759 |
|
|
| Weekly Pivots for week ending 28-Feb-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0945 |
1.0832 |
1.0470 |
|
| R3 |
1.0772 |
1.0660 |
1.0422 |
|
| R2 |
1.0600 |
1.0600 |
1.0407 |
|
| R1 |
1.0487 |
1.0487 |
1.0391 |
1.0457 |
| PP |
1.0427 |
1.0427 |
1.0427 |
1.0412 |
| S1 |
1.0315 |
1.0315 |
1.0359 |
1.0285 |
| S2 |
1.0255 |
1.0255 |
1.0343 |
|
| S3 |
1.0082 |
1.0142 |
1.0328 |
|
| S4 |
0.9910 |
0.9970 |
1.0280 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0859 |
1.0367 |
0.0492 |
4.6% |
0.0124 |
1.1% |
90% |
True |
False |
363,173 |
| 10 |
1.0859 |
1.0367 |
0.0492 |
4.6% |
0.0097 |
0.9% |
90% |
True |
False |
283,345 |
| 20 |
1.0859 |
1.0307 |
0.0553 |
5.1% |
0.0088 |
0.8% |
91% |
True |
False |
247,472 |
| 40 |
1.0859 |
1.0205 |
0.0655 |
6.1% |
0.0087 |
0.8% |
92% |
True |
False |
238,641 |
| 60 |
1.0859 |
1.0205 |
0.0655 |
6.1% |
0.0084 |
0.8% |
92% |
True |
False |
224,432 |
| 80 |
1.0865 |
1.0205 |
0.0660 |
6.1% |
0.0086 |
0.8% |
91% |
False |
False |
171,093 |
| 100 |
1.1027 |
1.0205 |
0.0823 |
7.6% |
0.0081 |
0.7% |
73% |
False |
False |
137,130 |
| 120 |
1.1282 |
1.0205 |
0.1078 |
10.0% |
0.0077 |
0.7% |
56% |
False |
False |
114,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1233 |
|
2.618 |
1.1089 |
|
1.618 |
1.1001 |
|
1.000 |
1.0947 |
|
0.618 |
1.0913 |
|
HIGH |
1.0859 |
|
0.618 |
1.0825 |
|
0.500 |
1.0815 |
|
0.382 |
1.0805 |
|
LOW |
1.0771 |
|
0.618 |
1.0717 |
|
1.000 |
1.0683 |
|
1.618 |
1.0629 |
|
2.618 |
1.0541 |
|
4.250 |
1.0397 |
|
|
| Fisher Pivots for day following 06-Mar-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.0815 |
1.0761 |
| PP |
1.0813 |
1.0715 |
| S1 |
1.0810 |
1.0669 |
|