CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 02-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2023 |
02-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.1097 |
1.1076 |
-0.0021 |
-0.2% |
1.1054 |
| High |
1.1120 |
1.1079 |
-0.0041 |
-0.4% |
1.1175 |
| Low |
1.1069 |
1.0973 |
-0.0096 |
-0.9% |
1.1048 |
| Close |
1.1075 |
1.0980 |
-0.0096 |
-0.9% |
1.1075 |
| Range |
0.0051 |
0.0106 |
0.0055 |
107.8% |
0.0127 |
| ATR |
0.0071 |
0.0074 |
0.0002 |
3.5% |
0.0000 |
| Volume |
171,290 |
214,572 |
43,282 |
25.3% |
554,367 |
|
| Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1328 |
1.1260 |
1.1038 |
|
| R3 |
1.1222 |
1.1154 |
1.1009 |
|
| R2 |
1.1116 |
1.1116 |
1.0999 |
|
| R1 |
1.1048 |
1.1048 |
1.0989 |
1.1029 |
| PP |
1.1010 |
1.1010 |
1.1010 |
1.1001 |
| S1 |
1.0942 |
1.0942 |
1.0970 |
1.0923 |
| S2 |
1.0904 |
1.0904 |
1.0960 |
|
| S3 |
1.0798 |
1.0836 |
1.0950 |
|
| S4 |
1.0692 |
1.0730 |
1.0921 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1479 |
1.1403 |
1.1145 |
|
| R3 |
1.1352 |
1.1277 |
1.1110 |
|
| R2 |
1.1226 |
1.1226 |
1.1098 |
|
| R1 |
1.1150 |
1.1150 |
1.1087 |
1.1188 |
| PP |
1.1099 |
1.1099 |
1.1099 |
1.1118 |
| S1 |
1.1024 |
1.1024 |
1.1063 |
1.1062 |
| S2 |
1.0973 |
1.0973 |
1.1052 |
|
| S3 |
1.0846 |
1.0897 |
1.1040 |
|
| S4 |
1.0720 |
1.0771 |
1.1005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1175 |
1.0973 |
0.0202 |
1.8% |
0.0074 |
0.7% |
3% |
False |
True |
153,787 |
| 10 |
1.1175 |
1.0935 |
0.0240 |
2.2% |
0.0066 |
0.6% |
19% |
False |
False |
161,082 |
| 20 |
1.1175 |
1.0770 |
0.0405 |
3.7% |
0.0074 |
0.7% |
52% |
False |
False |
151,541 |
| 40 |
1.1175 |
1.0681 |
0.0494 |
4.5% |
0.0073 |
0.7% |
61% |
False |
False |
76,796 |
| 60 |
1.1175 |
1.0565 |
0.0610 |
5.6% |
0.0072 |
0.7% |
68% |
False |
False |
51,615 |
| 80 |
1.1175 |
1.0534 |
0.0641 |
5.8% |
0.0069 |
0.6% |
70% |
False |
False |
38,973 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.8% |
0.0065 |
0.6% |
70% |
False |
False |
31,208 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.7% |
0.0061 |
0.6% |
53% |
False |
False |
26,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1529 |
|
2.618 |
1.1356 |
|
1.618 |
1.1250 |
|
1.000 |
1.1185 |
|
0.618 |
1.1144 |
|
HIGH |
1.1079 |
|
0.618 |
1.1038 |
|
0.500 |
1.1026 |
|
0.382 |
1.1013 |
|
LOW |
1.0973 |
|
0.618 |
1.0907 |
|
1.000 |
1.0867 |
|
1.618 |
1.0801 |
|
2.618 |
1.0695 |
|
4.250 |
1.0522 |
|
|
| Fisher Pivots for day following 02-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.1026 |
1.1074 |
| PP |
1.1010 |
1.1042 |
| S1 |
1.0995 |
1.1011 |
|