CME Euro FX (E) Future September 2025
| Trading Metrics calculated at close of trading on 03-Jul-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2025 |
03-Jul-2025 |
Change |
Change % |
Previous Week |
| Open |
1.1863 |
1.1856 |
-0.0007 |
-0.1% |
1.1790 |
| High |
1.1867 |
1.1867 |
0.0000 |
0.0% |
1.1890 |
| Low |
1.1803 |
1.1775 |
-0.0029 |
-0.2% |
1.1768 |
| Close |
1.1856 |
1.1806 |
-0.0051 |
-0.4% |
1.1806 |
| Range |
0.0064 |
0.0093 |
0.0029 |
44.5% |
0.0122 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
0.3% |
0.0000 |
| Volume |
162,173 |
155,357 |
-6,816 |
-4.2% |
664,529 |
|
| Daily Pivots for day following 03-Jul-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2093 |
1.2042 |
1.1856 |
|
| R3 |
1.2001 |
1.1949 |
1.1831 |
|
| R2 |
1.1908 |
1.1908 |
1.1822 |
|
| R1 |
1.1857 |
1.1857 |
1.1814 |
1.1836 |
| PP |
1.1816 |
1.1816 |
1.1816 |
1.1805 |
| S1 |
1.1764 |
1.1764 |
1.1797 |
1.1744 |
| S2 |
1.1723 |
1.1723 |
1.1789 |
|
| S3 |
1.1631 |
1.1672 |
1.1780 |
|
| S4 |
1.1538 |
1.1579 |
1.1755 |
|
|
| Weekly Pivots for week ending 03-Jul-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2186 |
1.2117 |
1.1872 |
|
| R3 |
1.2064 |
1.1996 |
1.1839 |
|
| R2 |
1.1943 |
1.1943 |
1.1828 |
|
| R1 |
1.1874 |
1.1874 |
1.1817 |
1.1908 |
| PP |
1.1821 |
1.1821 |
1.1821 |
1.1838 |
| S1 |
1.1753 |
1.1753 |
1.1794 |
1.1787 |
| S2 |
1.1700 |
1.1700 |
1.1783 |
|
| S3 |
1.1578 |
1.1631 |
1.1772 |
|
| S4 |
1.1457 |
1.1510 |
1.1739 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1890 |
1.1742 |
0.0148 |
1.3% |
0.0076 |
0.6% |
43% |
False |
False |
167,016 |
| 10 |
1.1890 |
1.1512 |
0.0378 |
3.2% |
0.0084 |
0.7% |
78% |
False |
False |
181,861 |
| 20 |
1.1890 |
1.1447 |
0.0443 |
3.7% |
0.0089 |
0.8% |
81% |
False |
False |
192,259 |
| 40 |
1.1890 |
1.1159 |
0.0731 |
6.2% |
0.0092 |
0.8% |
89% |
False |
False |
98,951 |
| 60 |
1.1890 |
1.0991 |
0.0899 |
7.6% |
0.0100 |
0.8% |
91% |
False |
False |
66,570 |
| 80 |
1.1890 |
1.0840 |
0.1050 |
8.9% |
0.0098 |
0.8% |
92% |
False |
False |
50,195 |
| 100 |
1.1890 |
1.0433 |
0.1457 |
12.3% |
0.0091 |
0.8% |
94% |
False |
False |
40,195 |
| 120 |
1.1890 |
1.0335 |
0.1555 |
13.2% |
0.0082 |
0.7% |
95% |
False |
False |
33,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2260 |
|
2.618 |
1.2109 |
|
1.618 |
1.2017 |
|
1.000 |
1.1960 |
|
0.618 |
1.1924 |
|
HIGH |
1.1867 |
|
0.618 |
1.1832 |
|
0.500 |
1.1821 |
|
0.382 |
1.1810 |
|
LOW |
1.1775 |
|
0.618 |
1.1717 |
|
1.000 |
1.1682 |
|
1.618 |
1.1625 |
|
2.618 |
1.1532 |
|
4.250 |
1.1381 |
|
|
| Fisher Pivots for day following 03-Jul-2025 |
| Pivot |
1 day |
3 day |
| R1 |
1.1821 |
1.1832 |
| PP |
1.1816 |
1.1823 |
| S1 |
1.1811 |
1.1814 |
|