CME Euro FX (E) Future March 2024
| Trading Metrics calculated at close of trading on 05-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2024 |
05-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1.0956 |
1.0977 |
0.0021 |
0.2% |
1.1076 |
| High |
1.1004 |
1.1031 |
0.0027 |
0.2% |
1.1079 |
| Low |
1.0948 |
1.0908 |
-0.0040 |
-0.4% |
1.0908 |
| Close |
1.0980 |
1.0977 |
-0.0003 |
0.0% |
1.0977 |
| Range |
0.0057 |
0.0123 |
0.0067 |
117.7% |
0.0171 |
| ATR |
0.0072 |
0.0076 |
0.0004 |
5.0% |
0.0000 |
| Volume |
192,757 |
261,784 |
69,027 |
35.8% |
885,582 |
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1341 |
1.1282 |
1.1045 |
|
| R3 |
1.1218 |
1.1159 |
1.1011 |
|
| R2 |
1.1095 |
1.1095 |
1.1000 |
|
| R1 |
1.1036 |
1.1036 |
1.0988 |
1.1066 |
| PP |
1.0972 |
1.0972 |
1.0972 |
1.0987 |
| S1 |
1.0913 |
1.0913 |
1.0966 |
1.0943 |
| S2 |
1.0849 |
1.0849 |
1.0954 |
|
| S3 |
1.0726 |
1.0790 |
1.0943 |
|
| S4 |
1.0603 |
1.0667 |
1.0909 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1499 |
1.1409 |
1.1071 |
|
| R3 |
1.1329 |
1.1238 |
1.1024 |
|
| R2 |
1.1158 |
1.1158 |
1.1008 |
|
| R1 |
1.1068 |
1.1068 |
1.0993 |
1.1028 |
| PP |
1.0988 |
1.0988 |
1.0988 |
1.0968 |
| S1 |
1.0897 |
1.0897 |
1.0961 |
1.0857 |
| S2 |
1.0817 |
1.0817 |
1.0946 |
|
| S3 |
1.0647 |
1.0727 |
1.0930 |
|
| S4 |
1.0476 |
1.0556 |
1.0883 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1120 |
1.0908 |
0.0212 |
1.9% |
0.0082 |
0.7% |
33% |
False |
True |
211,374 |
| 10 |
1.1175 |
1.0908 |
0.0267 |
2.4% |
0.0075 |
0.7% |
26% |
False |
True |
177,611 |
| 20 |
1.1175 |
1.0770 |
0.0405 |
3.7% |
0.0077 |
0.7% |
51% |
False |
False |
179,651 |
| 40 |
1.1175 |
1.0717 |
0.0458 |
4.2% |
0.0073 |
0.7% |
57% |
False |
False |
93,485 |
| 60 |
1.1175 |
1.0573 |
0.0602 |
5.5% |
0.0072 |
0.7% |
67% |
False |
False |
62,755 |
| 80 |
1.1175 |
1.0534 |
0.0641 |
5.8% |
0.0070 |
0.6% |
69% |
False |
False |
47,336 |
| 100 |
1.1175 |
1.0534 |
0.0641 |
5.8% |
0.0066 |
0.6% |
69% |
False |
False |
37,918 |
| 120 |
1.1382 |
1.0534 |
0.0848 |
7.7% |
0.0063 |
0.6% |
52% |
False |
False |
31,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1554 |
|
2.618 |
1.1353 |
|
1.618 |
1.1230 |
|
1.000 |
1.1154 |
|
0.618 |
1.1107 |
|
HIGH |
1.1031 |
|
0.618 |
1.0984 |
|
0.500 |
1.0970 |
|
0.382 |
1.0955 |
|
LOW |
1.0908 |
|
0.618 |
1.0832 |
|
1.000 |
1.0785 |
|
1.618 |
1.0709 |
|
2.618 |
1.0586 |
|
4.250 |
1.0385 |
|
|
| Fisher Pivots for day following 05-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1.0975 |
1.0975 |
| PP |
1.0972 |
1.0972 |
| S1 |
1.0970 |
1.0970 |
|